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Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Statistical Finance · Quantitative Finance 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass

Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and…

Applications · Statistics 2020-10-22 Shirley Rojas-Salazar , Erin M. Schliep , Christopher K. Wikle , Matthew Hawkey

Cycles are fundamental to human health and behavior. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional…

Social and Information Networks · Computer Science 2018-04-23 Emma Pierson , Tim Althoff , Jure Leskovec

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

The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…

Quantitative Methods · Quantitative Biology 2009-02-05 A. Kovalev , N. Zarrabi , F. Werz , M. Boersch , Z. Ristic , H. Lill , D. Bald , C. Tietz , J. Wrachtrup

Recent developments in automated tracking allow uninterrupted, high-resolution recording of animal trajectories, sometimes coupled with the identification of stereotyped changes of body pose or other behaviors of interest. Analysis and…

Populations and Evolution · Quantitative Biology 2018-07-04 Katarina Bodova , Gabriel J. Mitchell , Roy Harpaz , Elad Schneidman , Gasper Tkacik

The performance of multiple hypothesis testing is known to be affected by the statistical dependence among random variables involved. The mechanisms responsible for this, however, are not well understood. We study the effects of the…

Statistics Theory · Mathematics 2011-03-10 Zhiyi Chi

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

Behaviors of several laboratory animals can be modeled as sequences of stereotyped behaviors, or behavioral motifs. However, identifying such motifs is a challenging problem. Behaviors have a multi-scale structure: the animal can be…

Quantitative Methods · Quantitative Biology 2021-05-12 Haozhe Shan , Peggy Mason

This paper presents a method of choosing number of states of a HMM based on number of critical points of the motion capture data. The choice of Hidden Markov Models(HMM) parameters is crucial for recognizer's performance as it is the first…

Machine Learning · Computer Science 2011-10-31 Michał Cholewa , Przemysław Głomb

Movement drives the spread of infectious disease, gene flow, and other critical ecological processes. To study these processes we need models for movement that capture complex behavior that changes over time and space in response to biotic…

Applications · Statistics 2016-06-28 Ephraim M. Hanks , David A. Hughes

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Methodology · Statistics 2019-10-01 Paul G Blackwell

Although animal locations gained via GPS, etc. are typically observed on a discrete time scale, movement models formulated in continuous time are preferable in order to avoid the struggles experienced in discrete time when faced with…

Methodology · Statistics 2017-04-05 Alison Parton , Paul G. Blackwell , Anna Skarin

Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The objective of this work is to model call sequences emitted by…

Methodology · Statistics 2025-07-29 Anna Bonnet , Stéphane Robin

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…

Animals often exhibit changes in their behavior during migration. Telemetry data provide a way to observe geographic position of animals over time, but not necessarily changes in the dynamics of the movement process. Continuous-time models…

Applications · Statistics 2018-03-30 Mevin B. Hooten , Henry R. Scharf , Trevor J. Hefley , Aaron T. Pearse , Mitch D. Weegman

Scaling mobility patterns have been widely observed for animals. In this paper, we propose a deterministic walk model to understand the scaling mobility patterns, where walkers take the least-action walks on a lattice landscape and prey.…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Xiao-Pu Han , Tao Zhou , Bing-Hong Wang

This study examines the complex movement patterns and behavioral characteristics of wild boars using GPS telemetry data collected over a two-month period. Our methodological approach centers on the application of a Hidden Markov Model (HMM)…

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

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