Publications
Export 5 results:
Filters: Author is S. Lemm [Clear All Filters]
Prediction of financial data with Hidden Markov mixtures of experts. International Journal of Theoretical and Applied Finance 3 (3), 593 (2000).
Fast change point detection in switching dynamics using a Hidden Markov model of prediction experts. ICANN\'99 Proceedings 204–209 (IEE, London, 1999).
Hidden Markov gating for prediction of change points in switching dynamical systems. ESANN \'99: Proceedings 405–410 (D-Facto, 1999).
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).