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

DOI10.1007/s10994-022-06209-5OpenAlexW4310125547MaRDI QIDQ6097139

Christine Sinoquet, Fatoumata Dama

Publication date: 12 June 2023

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-022-06209-5

zbMATH Keywords

time series analysisforecastingautoregressive modelregime-switching modelhidden state inferencemachine health prognostics

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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