no code implementations • 31 Mar 2021 • Fatoumata Dama, Christine Sinoquet
Time series decomposition is a major preprocessing task, to separate nonstationary effects (the deterministic components) from the remaining stochastic constituent, assumed to be stationary.
1 code implementation • 24 Feb 2021 • Fatoumata Dama, Christine Sinoquet
For discrete-valued regimes, some models such as the popular Hidden Markov Chain (HMC) describe time series whose state process is unknown at all time-steps.
no code implementations • 4 Feb 2014 • Raphaël Mourad, Christine Sinoquet, Nevin L. Zhang, Tengfei Liu, Philippe Leray
In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences.