Flexible estimation of the state dwell-time distribution in hidden semi-Markov models

Pohle JM, Adam T, Beumer LT (2022)
Computational Statistics & Data Analysis 172: 107479.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Pohle, Jennifer MarieUniBi; Adam, Timo; Beumer, Larissa T.
Abstract / Bemerkung
Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the natural numbers. While the (shifted) Poisson and negative binomial distribution provide natural choices for such distributions, in practice, parametric distributions can lack the flexibility to adequately model the dwell times. To overcome this problem, a penalised maximum likelihood approach is proposed that allows for a flexible and data-driven estimation of the dwell-time distributions without the need to make any distributional assumption. This approach is suitable for direct modelling purposes or as an exploratory tool to investigate the latent state dynamics. The feasibility and potential of the suggested approach is illustrated in a simulation study and by modelling muskox movements in northeast Greenland using GPS tracking data. The proposed method is implemented in the R-package PHSMM which is available on CRAN. (C) 2022 Elsevier B.V. All rights reserved.
Stichworte
Penalized likelihood; Smoothing; Time series; Animal movement modeling
Erscheinungsjahr
2022
Zeitschriftentitel
Computational Statistics & Data Analysis
Band
172
Art.-Nr.
107479
ISSN
0167-9473
eISSN
1872-7352
Page URI
https://pub.uni-bielefeld.de/record/2963807

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Pohle JM, Adam T, Beumer LT. Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. Computational Statistics & Data Analysis . 2022;172: 107479.
Pohle, J. M., Adam, T., & Beumer, L. T. (2022). Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. Computational Statistics & Data Analysis , 172, 107479. https://doi.org/10.1016/j.csda.2022.107479
Pohle, J. M., Adam, T., and Beumer, L. T. (2022). Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. Computational Statistics & Data Analysis 172:107479.
Pohle, J.M., Adam, T., & Beumer, L.T., 2022. Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. Computational Statistics & Data Analysis , 172: 107479.
J.M. Pohle, T. Adam, and L.T. Beumer, “Flexible estimation of the state dwell-time distribution in hidden semi-Markov models”, Computational Statistics & Data Analysis , vol. 172, 2022, : 107479.
Pohle, J.M., Adam, T., Beumer, L.T.: Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. Computational Statistics & Data Analysis . 172, : 107479 (2022).
Pohle, Jennifer Marie, Adam, Timo, and Beumer, Larissa T. “Flexible estimation of the state dwell-time distribution in hidden semi-Markov models”. Computational Statistics & Data Analysis 172 (2022): 107479.

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