Hidden Markov Linear Regression Model and its Parameter Estimation
This article first defines a hidden Markov linear regression model for the purpose of further studying the mutual transformation between different states in the linear regression model, and the regression relationship between the dependent variable and the independent variable in each state. And the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9222161/ |
| _version_ | 1818876562419744768 |
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| author | Hefei Liu Kunqjnu Wang Yong Li |
| author_facet | Hefei Liu Kunqjnu Wang Yong Li |
| author_sort | Hefei Liu |
| collection | DOAJ |
| description | This article first defines a hidden Markov linear regression model for the purpose of further studying the mutual transformation between different states in the linear regression model, and the regression relationship between the dependent variable and the independent variable in each state. And then, K-means clustering analysis methods are used to identify the hidden states of observed data, and the maximum likelihood estimation of the hidden state transition probability matrix elements is obtained by using the maximum likelihood estimation method, and parameter estimation of unknown parameters in linear regression model is also presented by using the least squares method. Finally, the observation vector set is generated according to the defined model, and the empirical simulation demonstrates that the parameter estimation method shown in this work is reliable. |
| first_indexed | 2024-12-19T13:44:22Z |
| format | Article |
| id | doaj.art-56d7dd0f641f46b7b4c57a5b9019ab64 |
| institution | Directory Open Access Journal |
| issn | 2169-3536 |
| language | English |
| last_indexed | 2024-12-19T13:44:22Z |
| publishDate | 2020-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | IEEE Access |
| spelling | doaj.art-56d7dd0f641f46b7b4c57a5b9019ab642022-12-21T20:18:54ZengIEEEIEEE Access2169-35362020-01-01818703718704210.1109/ACCESS.2020.30307769222161Hidden Markov Linear Regression Model and its Parameter EstimationHefei Liu0Kunqjnu Wang1Yong Li2https://orcid.org/0000-0003-1325-001XSchool of Mathematics and Statistics, Qujing Normal University, Qujing, ChinaSchool of Mathematics and Statistics, Qujing Normal University, Qujing, ChinaSchool of Information and Engineering, Qujing Normal University, Qujing, ChinaThis article first defines a hidden Markov linear regression model for the purpose of further studying the mutual transformation between different states in the linear regression model, and the regression relationship between the dependent variable and the independent variable in each state. And then, K-means clustering analysis methods are used to identify the hidden states of observed data, and the maximum likelihood estimation of the hidden state transition probability matrix elements is obtained by using the maximum likelihood estimation method, and parameter estimation of unknown parameters in linear regression model is also presented by using the least squares method. Finally, the observation vector set is generated according to the defined model, and the empirical simulation demonstrates that the parameter estimation method shown in this work is reliable.https://ieeexplore.ieee.org/document/9222161/Hidden markov modellinear regression modelcluster analysisparameter estimation |
| spellingShingle | Hefei Liu Kunqjnu Wang Yong Li Hidden Markov Linear Regression Model and its Parameter Estimation IEEE Access Hidden markov model linear regression model cluster analysis parameter estimation |
| title | Hidden Markov Linear Regression Model and its Parameter Estimation |
| title_full | Hidden Markov Linear Regression Model and its Parameter Estimation |
| title_fullStr | Hidden Markov Linear Regression Model and its Parameter Estimation |
| title_full_unstemmed | Hidden Markov Linear Regression Model and its Parameter Estimation |
| title_short | Hidden Markov Linear Regression Model and its Parameter Estimation |
| title_sort | hidden markov linear regression model and its parameter estimation |
| topic | Hidden markov model linear regression model cluster analysis parameter estimation |
| url | https://ieeexplore.ieee.org/document/9222161/ |
| work_keys_str_mv | AT hefeiliu hiddenmarkovlinearregressionmodelanditsparameterestimation AT kunqjnuwang hiddenmarkovlinearregressionmodelanditsparameterestimation AT yongli hiddenmarkovlinearregressionmodelanditsparameterestimation |