
arXiv: 2312.14719
handle: 11590/488431 , 2158/1438403
Abstract A nonhomogeneous hidden semi-Markov model is proposed to segment bivariate time series of wind and wave directions according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process’ survival under each regime. The model is a mixture of toroidal densities, whose parameters depend on the evolution of a semi-Markov chain, which is in turn modulated by time-varying covariates. It includes nonhomogeneous hidden Markov models and hidden semi-Markov models as special cases. Parameter estimates are obtained using an Expectation-Maximization algorithm that relies on an efficient augmentation of the latent process. Fitted on a time series of wind and wave directions recorded in the Adriatic Sea, the model offers a clear-cut description of sea state dynamics in terms of latent regimes and captures the influence of time-varying weather conditions on the duration of such regimes.
Methodology (stat.ME), FOS: Computer and information sciences, dwell times, circular data, model-based segmentation, wind, Applications (stat.AP), hidden semi-Markov model, wave, Applications of statistics, Statistics - Applications, Statistics - Methodology
Methodology (stat.ME), FOS: Computer and information sciences, dwell times, circular data, model-based segmentation, wind, Applications (stat.AP), hidden semi-Markov model, wave, Applications of statistics, Statistics - Applications, Statistics - Methodology
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 4 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
