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Publications

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Filters: Author is S. Lemm  [Clear All Filters]
2000
Liehr, S., Pawelzik, K. R., Kohlmorgen, J., Lemm, S. & Müller, K. - R. Prediction of financial data with Hidden Markov mixtures of experts. International Journal of Theoretical and Applied Finance 3 (3), 593 (2000).
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1999
Kohlmorgen, J., Lemm, S., Müller, K. - R., Liehr, S. & Pawelzik, K. R. Fast change point detection in switching dynamics using a Hidden Markov model of prediction experts. ICANN\'99 Proceedings 204–209 (IEE, London, 1999).
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Liehr, S., Pawelzik, K. R., Kohlmorgen, J., Lemm, S. & Müller, K. - R. Hidden Markov gating for prediction of change points in switching dynamical systems. ESANN \'99: Proceedings 405–410 (D-Facto, 1999).
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Liehr, S., Pawelzik, K. R., Kohlmorgen, J., Lemm, S. & Müller, K. - R. Hidden Markov mixtures of experts for prediction of non–stationary dynamics. NNSP \'99: Workshop on Neural Networks for Signal Processing 195–204 (IEEE, NY, 1999).
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1998
Lemm, S., Kohlmorgen, J., Müller, K. - R., Liehr, S. & Pawelzik, K. R. Annealed HMM learning for fast change point detection in switching dynamics. (1998).
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