Charlot, Philippe; Marimoutou, Vêlayoudom - HAL - 2011
Hierarchical RSDC (HRSDC), has been built with the hierarchical generalization of the hidden Markov model introduced by Fine et al … states, and they can emit observations, as in the class of Markov-Switching approach. The latter are called "abstract" states … hierarchical structure. The main advantage of this approach, comparable to the classical Markov-Switching model, is that it …