Open Conference Systems, CLADAG2023

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Inference on the state distribution in periodic hidden Markov models
Carlina Caye Feldmann

Last modified: 2023-07-01

Abstract


We present an exact solution for the time-varying state distribution in hidden Markov models (HMMs) with periodic state-switching dynamics. 
In a case study using African elephant data, the approach is shown to be superior to commonly applied alternatives.