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Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics - MaRDI portal

Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139)

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scientific article; zbMATH DE number 7694479
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Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics
scientific article; zbMATH DE number 7694479

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    Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (English)
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    12 June 2023
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    time series analysis
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    autoregressive model
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    regime-switching model
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    forecasting
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    hidden state inference
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    machine health prognostics
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