Markov Chains are fundamental stochastic models in which the probability of transitioning to a future state depends solely on the present state, not on the sequence of events that preceded it ...

“A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: Hydroclimate time series often exhibit very low ...

Abstract Wavelet and hidden Markov-based modeling frameworks were developed to better capture the nonstationarity and non-Gaussian characteristics of streamflow that linear models cannot.

We propose an extension of Hidden Markov Model (HMM) to support second-order Markov dependence in the observable random process. We propose a Bayesian method to estimate the parameters of the model ...

Rachel J. MacKay, Estimating the Order of a Hidden Markov Model, The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 30, No. 4 (Dec., 2002), pp. 573-589 ...

Definition A Hidden Markov Model (HMM) is a statistical model that assumes there are underlying, unobservable (hidden) states that drive observable outcomes.

In a study published in Frontiers of Engineering Management, researchers from Huazhong University of Science and Technology present an online hidden Markov model (OHMM) for predicting geological ...