Academic Journal
Seasonal Hidden Markov Models for Stochastic Time Series with Periodically Varying Characteristics
| Τίτλος: | Seasonal Hidden Markov Models for Stochastic Time Series with Periodically Varying Characteristics |
|---|---|
| Συγγραφείς: | Lewis, Arthur M. |
| Πηγή: | Dissertations and Theses |
| Στοιχεία εκδότη: | PDXScholar |
| Έτος έκδοσης: | 1995 |
| Συλλογή: | Portland State University: PDXScholar |
| Θεματικοί όροι: | Markov processes -- Computer programs, Precipitation variability -- Computer programs, Electrical and Computer Engineering, Electrical and Electronics |
| Περιγραφή: | Novel seasonal hidden Markov models (SHMMs) for stochastic time series with periodically varying characteristics are developed. Nonlinear interactions among SHMM parameters prevent the use of the forward-backward algorithms which are usually used to fit hidden Markov models to a data sequence. Instead, Powell's direction set method for optimizing a function is repeatedly applied to adjust SHMM parameters to fit a data sequence. SHMMs are applied to a set of meteorological data consisting of 9 years of daily rain gauge readings from four sites. The fitted models capture both the annual patterns and the short term persistence of rainfall patterns across the four sites. |
| Τύπος εγγράφου: | text |
| Περιγραφή αρχείου: | application/pdf |
| Γλώσσα: | English |
| Relation: | https://pdxscholar.library.pdx.edu/open_access_etds/5056; https://pdxscholar.library.pdx.edu/context/open_access_etds/article/6128/viewcontent/Lewis_Arthur_1995.pdf |
| DOI: | 10.15760/etd.6932 |
| Διαθεσιμότητα: | https://pdxscholar.library.pdx.edu/open_access_etds/5056 https://doi.org/10.15760/etd.6932 https://pdxscholar.library.pdx.edu/context/open_access_etds/article/6128/viewcontent/Lewis_Arthur_1995.pdf |
| Rights: | In Copyright. URI: http://rightsstatements.org/vocab/InC/1.0/ This Item is protected by copyright and/or related rights. You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s). |
| Αριθμός Καταχώρησης: | edsbas.54849716 |
| Βάση Δεδομένων: | BASE |
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