Modelling multi-scale state-switching functional data with hidden Markov models ...
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...
Main Authors: | , , , , , |
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Format: | Text |
Language: | unknown |
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arXiv
2021
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Subjects: | |
Online Access: | https://dx.doi.org/10.48550/arxiv.2101.03268 https://arxiv.org/abs/2101.03268 |