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روان شناسی و مشاوره::
مدلهای پنهان مارکوف
Among the most signif- icant state-space representations of time series data are hidden Markov models (HMM), which are similar to classical Markov chains except that the state space consists of latent states, roughly similar to the idea of latent variables or invisi- ble dimensions extracted by means of factor analysis.
The states of an HMM are only approximately observable by proxies, since they cannot be directly observed.
(d) hidden Markov modeling.
(a) hidden Markov models.
3.83 As stated in this chapter, among the most significant state-space representations of time series data are hidden Markov models (HMM).
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