R语言如何做马尔可夫转换模型markov switching model|附代码数据,假设有时间序列数据,如下所示。经验表明,目标变量y似乎与解释变量x有关。然而,乍一看,y在水平中间波动,所以它似乎并不总是有稳定的关系(背后有多个状态) ( 点击文末“阅读原文”获取完整
模型公式 # Call:# lm(formula = y ~ x, data = observed)## Residuals:# Min 1Q Median 3Q Max# -24.303 -9.354 -1.914 9.617 29.224## Coefficients:# Estimate Std. Error t value Pr(>|t|)# (Intercept) 45.7468 1.7202 26.59 <2e-16 ***# x 3.2262 0.1636 19.71 <2e-16 ***# ---# S...
##Error in validObject(.Object) : ## invalid class “topNList” object: invalid object for slot "itemLabels" in class "topNList": got class "NULL", should be or extend class "character" > ml.recommModel <- Recommender(ml.ratingMatrix[1:800], method = "IBCF") > ml.recommModel Reco...
# Residual standard error: 11.51 on 498 degrees of freedom # Multiple R-squared: 0.4383, Adjusted R-squared: 0.4372 # F-statistic: 388.7 on 1 and 498 DF, p-value: < 2.2e-16 参数的含义是 k:马尔可夫转换模型的状态数。在这里,它被指定为后面有两个状态。 sw:指定每个参数在状态更改时是否更改...
Seidel and R. Klette - 《Journal of Biomechanics》 被引量: 4发表: 2006年 Automatic human posture estimation for sport activity recognition with robust body parts detection and entropy markov model Automated human posture estimation (A-HPE) systems need delicate methods for detecting body parts and...
A geometric hidden Markov tree wavelet model In the last few years, it has become apparent that traditional wavelet-based image processing algorithms and models have significant shortcomings in their ... JK Romberg,MB Wakin,H Choi,... - Wavelets: Application in Signal & Image Processing X 被...
(1, 1) model with normal innovations was found to yield the smallest values of AIC, the corrected AIC (AICc), BIC, HQC and the Consistent AIC (CAIC) in the case of Bitcoin, Dash, Litecoin, Maidsafecoin and Monero; instead the GJRGARCH (1, 1) and GARCH (1, 1) model with ...
Initial state probabilties model pr1 pr2 pr3 pr4 0 0 1 0 Transition matrix toS1 toS2 toS3 toS4 fromS1 9.821940e-01 1.629595e-02 1.510069e-03 8.514403e-45 fromS2 1.167011e-02 9.790209e-01 8.775478e-68 9.308946e-03 fromS3 3.266616e-03 8.586650e-47 9.967334e-01 1.350529e-69 fromS4 3.6...
A principal method for carrying out regimedetectionis to use a statistical time series technique known as a Hidden Markov Model. These models are well suited to the task as they involve inference on "hidden" generative processes via "noisy" indirect observations correlated to these processes. In ...
A two-dimensional model of the flow and mixing of particulate solids has been developed on the basis of the Markov chain theory for an alternately revolving static mixer of Sysmix ® type. In such a system, mixing occurs in both vertical and horizontal directions. Simulations are presented he...