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Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Neurons and Cognition · Quantitative Biology 2021-09-02 Takahiro Ezaki , Yu Himeno , Takamitsu Watanabe , Naoki Masuda

For multivariate time series driven by underlying states, hidden Markov models (HMMs) constitute a powerful framework which can be flexibly tailored to the situation at hand. However, in practice it can be challenging to choose an adequate…

Methodology · Statistics 2023-02-14 Rouven Michels , Roland Langrock

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…

Methodology · Statistics 2025-12-22 Maya N. Vienken , Jan-Ole Koslik , Roland Langrock

Recommender systems are widely used for suggesting books, education materials, and products to users by exploring their behaviors. In reality, users' preferences often change over time, leading to studies on time-dependent recommender…

Information Retrieval · Computer Science 2024-12-17 Haidong Zhang , Wancheng Ni , Xin Li , Yiping Yang

Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of…

Methodology · Statistics 2014-06-19 Roland Langrock , Thomas Kneib , Alexander Sohn , Stacy DeRuiter

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Kaikai Zheng , Dawei Shi , Ling Shi

In order to steer e-commerce users towards making a purchase, marketers rely upon predictions of when users exit without purchasing. Previously, such predictions were based upon hidden Markov models (HMMs) due to their ability of modeling…

Machine Learning · Computer Science 2022-08-09 Tobias Hatt , Stefan Feuerriegel

Hidden Markov models (HMMs) have been used increasingly to understand how movement patterns of animals arise from behavioural states. An animal is assumed to transition between behavioural states through time, as described by transition…

Quantitative Methods · Quantitative Biology 2025-10-07 Théo Michelot , Emma Storey

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…

Machine Learning · Statistics 2013-12-30 Dorra Trabelsi , Samer Mohammed , Faicel Chamroukhi , Latifa Oukhellou , Yacine Amirat

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

Machine Learning · Computer Science 2020-01-08 Yohan Jung , Jinkyoo Park

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

Anticipating defensive coverage schemes is a crucial yet challenging task for offenses in American football. Because defenders' assignments are intentionally disguised before the snap, they remain difficult to recognize in real time. To…

Applications · Statistics 2026-02-12 Rouven Michels , Robert Bajons , Jan-Ole Fischer

Hidden Markov models (HMMs) are commonly used to model animal movement data and infer aspects of animal behavior. An HMM assumes that each data point from a time series of observations stems from one of $N$ possible states. The states are…

Industrial processes generate a massive amount of monitoring data that can be exploited to uncover hidden time losses in the system. This can be used to enhance the accuracy of maintenance policies and increase the effectiveness of the…

Applications · Statistics 2025-08-27 Fernando Miguelez , Josu Doncel , Maria Dolores Ugarte

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

Machine Learning · Statistics 2022-10-18 Nicolai Engelmann , Heinz Koeppl