Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modeling. In this work, we propose an online ...

For this purpose, the current record is modeled by the superposed Markov processes of the opening and closing of each channel that is contaminated by noise (Hidden Markov Model). Channel parameters ...

Abstract Wavelet and hidden Markov-based modeling frameworks were developed to better capture the nonstationarity and non-Gaussian characteristics of streamflow that linear models cannot.