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Markov Process, Hidden

Stochastic Modeling and Environmental Change

  1. Walter Zucchini1,
  2. Iain L. Macdonald2

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vam004

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Zucchini, W. and Macdonald, I. L. 2006. Markov Process, Hidden. Encyclopedia of Environmetrics. 3.

Author Information

  1. 1

    University of Goettingen, Germany

  2. 2

    University of Cape Town, South Africa

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Hidden Markov processes, more commonly known as hidden Markov models (HMMs), are a class of models for time series {Xt, t = 0, 1, 2, …} in which the probability distribution of Xt is determined by the unobserved (‘hidden’) state Ct of an m-state Markov chain {Ct, t = 0, 1, 2, …}.