SMC method for online prediction in hidden Markov models

Kybernetes

Volumn 38, Issue 10, 2009, Pages 1819-1827

  Zhang, Dongqing ^a   Ning, Xuanxi ^a   Liu, Xueni ^a  

^a NANJING UNIVERSITY OF AERONAUTICS AND ASTRONAUTICS   (China)

Author keywords

Cybernetics; Markov processes; Monte Carlo methods; Probability theory; Time series analysis

Indexed keywords

CYBERNETICS; FORECASTING; HIDDEN MARKOV MODELS; MARKOV PROCESSES; MONTE CARLO METHODS; PROBABILITY; TIME SERIES ANALYSIS;

DESIGN/METHODOLOGY/APPROACH; JOINT PROBABILITY DISTRIBUTIONS; MULTI-STEP-AHEAD PREDICTIONS; ON-LINE ALGORITHMS; ONLINE PREDICTION; PROBABILITY THEORY; SEQUENTIAL MONTE CARLO METHODS; TIME SERIES FORECASTS;

PROBABILITY DISTRIBUTIONS;

EID: 71849098666     PISSN: 0368492X     EISSN: None     Source Type: Journal    
DOI: 10.1108/03684920910994349     Document Type: Article

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