Browsing Open Access Repositories by Subject "Time series"

Now showing items 1-3 of 3

  • Factorial Hidden Markov Models 

    Unknown author (1996-02-09)
    We present a framework for learning in hidden Markov models with distributed state representations. Within this framework, we derive a learning algorithm based on the Expectation--Maximization (EM) procedure for maximum ...

  • Gaussian processes for state space models and change point detection 

    Turner, Ryan Darby (University of CambridgeDepartment of Engineering, 2012-02-07)
    This thesis details several applications of Gaussian processes (GPs) for enhanced time series modeling. We first cover different approaches for using Gaussian processes in time series problems. These are extended to the ...

  • Hidden states, hidden structures: Bayesian learning in time series models 

    Murphy, James Kevin (University of CambridgeDepartment of Engineering, 2014-06-10)
    This thesis presents methods for the inference of system state and the learning of model structure for a number of hidden-state time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...