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Main Authors: Escudier, Marc, Abdelkefi, Ikram, Fernandes, Clément, Pieczynski, Wojciech
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2402.07532
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author Escudier, Marc
Abdelkefi, Ikram
Fernandes, Clément
Pieczynski, Wojciech
author_facet Escudier, Marc
Abdelkefi, Ikram
Fernandes, Clément
Pieczynski, Wojciech
contents Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper, we deal with Bayesian forecasting. The aim is to show analytically in the simple stationary Gaussian case that the extent results obtained with HMM can be improved. We complete contributions with a theoretical error study and two real examples we deal with. Experiments show that PMMs-based forecasting can significantly improve HMMs-based ones.
format Preprint
id arxiv_https___arxiv_org_abs_2402_07532
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Forecasting with Pairwise Gaussian Markov Models
Escudier, Marc
Abdelkefi, Ikram
Fernandes, Clément
Pieczynski, Wojciech
Dynamical Systems
Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper, we deal with Bayesian forecasting. The aim is to show analytically in the simple stationary Gaussian case that the extent results obtained with HMM can be improved. We complete contributions with a theoretical error study and two real examples we deal with. Experiments show that PMMs-based forecasting can significantly improve HMMs-based ones.
title Forecasting with Pairwise Gaussian Markov Models
topic Dynamical Systems
url https://arxiv.org/abs/2402.07532