Seven things to remember about hidden Markov models: a tutorial on Markovian models for time series
| Authors |
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| Publication date |
2011
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| Journal |
Journal of Mathematical Psychology
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| Volume | Issue number |
55 | 6
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| Pages (from-to) |
403-415
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| Organisations |
-
Faculty of Social and Behavioural Sciences (FMG) - Psychology Research Institute (PsyRes)
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| Abstract |
This paper provides a tutorial on key issues in hidden Markov modeling. Hidden Markov models have become very popular models for time series and longitudinal data in recent years due to a combination of (relative) simplicity and flexibility in adapting the model to novel situations. The tutorial covers the conceptual description of the model, estimation of parameters through maximum likelihood, and ends with an application to real data illustrating the possibilities.
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| Document type |
Article
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| Language |
English
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| Published at |
https://doi.org/10.1016/j.jmp.2011.08.002
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