Open AccessMixture of Forward-Directed and Backward-Directed Autoregressive Hidden Markov Models for Time series Modeling
Author(s) -
Vahid Rezaei Tabar,
Hosna Fathipor,
Horacio PérezSánchez,
Farzad Eskandari,
Dariusz Plewczyński
Publication year - 2019
Publication title -
journal of the iranian statistical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.293
H-Index - 6
eISSN - 2538-189X
pISSN - 1726-4057
DOI - 10.29252/jirss.18.1.89
Subject(s) - autoregressive model , star model , series (stratigraphy) , setar , hidden markov model , mathematics , markov chain , markov model , nonlinear autoregressive exogenous model , time series , autoregressive integrated moving average , variable order markov model , econometrics , algorithm , computer science , statistics , artificial intelligence , paleontology , biology
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