Autoregressive hidden Markov model with application in an El Niño study
Hidden Markov models are extensions of Markov models where each observation is the result of a stochastic process in one of several unobserved states. Though favored by many scientists because of its unique and applicable mathematical structure, its independence assumption between the consecutive ob...
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Format: | Others |
Language: | en |
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University of Saskatchewan
2005
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Online Access: | http://library.usask.ca/theses/available/etd-12232004-135619/ |