Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...

This paper extends the dynamically formulated hidden Markov models to a high-order hidden Markov model (HO-HMM) formulation. In the HO-HMM, the Markovian assumption that the future states (interpreted ...

We study Markov regime-switching Gaussian autoregressive models that capture temporal heterogeneity exhibited by time series data. Constructing a Markov regime-switching model requires making several ...