Modelling multi-scale state-switching functional data with hidden Markov models ...

• Main Authors: Sidrow, Evan, Heckman, Nancy, Fortune, Sarah M. E., Trites, Andrew W., Murphy, Ian, Auger-Méthé, Marie
• Format: Text
• Language: unknown
• Published: arXiv 2021
• Subjects: Methodology stat.ME; Applications stat.AP; FOS Computer and information sciences; British Columbia; Canada; Killer Whale; Orca; Orcinus orca; Killer whale
• Online Access: https://dx.doi.org/10.48550/arxiv.2101.03268; https://arxiv.org/abs/2101.03268

Data sets comprised of sequences of curves sampled at high frequencies in time are increasingly common in practice, but they can exhibit complicated dependence structures that cannot be modelled using common methods of Functional Data Analysis (FDA). We detail a hierarchical approach which treats th...