A Bayesian Hidden Semi-Markov Model with Covariate-Dependent State Duration Parameters for High-Frequency Environmental Data

Shirley Rojas-Salazar, Erin M. Schliep, Christopher K. Wikle +3

Environmental time series data observed at high frequencies can be studied with approaches such as hidden Markov and semi-Markov models (HMM and HSMM). HSMMs extend the HMM by expl…