The NHMC-AR model is a Non-Homogeneous Markov Chain AutoRegressive model. It is designed to perform context-sensitive forecasting in time series that are associated with event sequences.
timeseries
markov-chain
inference
forecasting
numerical-simulations
stochastic-processes
em-algorithm
point-processes
event-traces
joint-modeling-timeseries-event-traces
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Updated
Sep 13, 2023 - Python