4 papers
Consistency of the maximum likelihood estimator in hidden Markov models with trends
Luc Lehéricy, Augustin Touron
A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time.…
Bivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
Augustin Touron, Thi Thu Huong Hoang, Sylvie Parey
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The n…
Consistency of the maximum likelihood estimator in seasonal hidden Markov models
Augustin Touron
In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in t…
Modeling rainfalls using a seasonal hidden markov model
Augustin Touron
In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of model…