2 papers
stat.ME2020
Identifying the Recurrence of Sleep Apnea Using a Harmonic Hidden Markov Model
Beniamino Hadj-Amar, Bärbel Finkenstädt, Mark Fiecas +1
We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic reg…
stat.ME2018
Bayesian Model Search for Nonstationary Periodic Time Series
Beniamino Hadj-Amar, Bärbel Finkenstädt, Mark Fiecas +2
We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory mod…