具有非齐次状态驻留时间分布的隐半马尔可夫模型

IF 1.5 3区 数学 Q3 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS
Jan-Ole Koslik
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引用次数: 0

摘要

将隐半马尔可夫模型(HSMMs)估计为具有扩展状态空间的隐马尔可夫模型(hmm)的方法进一步发展。协变量影响被纳入状态过程模型的所有方面,特别是关于控制状态停留时间的分布。周期性变化的协变量效应对状态驻留时间分布的特殊情况-以及可能的条件跃迁概率-进行了详细的研究。导出了这些模型的重要性质,包括周期性变化的无条件状态分布和总体状态驻留时间分布。进行模拟研究以评估这些模型的关键属性,并为超参数设置提供建议。提出了一个涉及周期性变化停留时间分布的HSMM的案例研究,以分析北极麝牛的运动轨迹,展示了所开发方法的实际相关性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Hidden semi-Markov models with inhomogeneous state dwell-time distributions
The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed. Covariate influences are incorporated across all aspects of the state process model, in particular regarding the distributions governing the state dwell time. The special case of periodically varying covariate effects on the state dwell-time distributions — and possibly the conditional transition probabilities — is examined in detail. Important properties of these models are derived, including the periodically varying unconditional state distribution as well as the overall state dwell-time distribution. Simulation studies are conducted to assess key properties of these models and provide recommendations for hyperparameter settings. A case study involving an HSMM with periodically varying dwell-time distributions is presented to analyse the movement trajectory of an Arctic muskox, demonstrating the practical relevance of the developed methodology.
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来源期刊
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis 数学-计算机:跨学科应用
CiteScore
3.70
自引率
5.60%
发文量
167
审稿时长
60 days
期刊介绍: Computational Statistics and Data Analysis (CSDA), an Official Publication of the network Computational and Methodological Statistics (CMStatistics) and of the International Association for Statistical Computing (IASC), is an international journal dedicated to the dissemination of methodological research and applications in the areas of computational statistics and data analysis. The journal consists of four refereed sections which are divided into the following subject areas: I) Computational Statistics - Manuscripts dealing with: 1) the explicit impact of computers on statistical methodology (e.g., Bayesian computing, bioinformatics,computer graphics, computer intensive inferential methods, data exploration, data mining, expert systems, heuristics, knowledge based systems, machine learning, neural networks, numerical and optimization methods, parallel computing, statistical databases, statistical systems), and 2) the development, evaluation and validation of statistical software and algorithms. Software and algorithms can be submitted with manuscripts and will be stored together with the online article. II) Statistical Methodology for Data Analysis - Manuscripts dealing with novel and original data analytical strategies and methodologies applied in biostatistics (design and analytic methods for clinical trials, epidemiological studies, statistical genetics, or genetic/environmental interactions), chemometrics, classification, data exploration, density estimation, design of experiments, environmetrics, education, image analysis, marketing, model free data exploration, pattern recognition, psychometrics, statistical physics, image processing, robust procedures. [...] III) Special Applications - [...] IV) Annals of Statistical Data Science [...]
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