Annals of Operations Research · 2019 · 33 citations · 22 references
ComputingData ScienceData MiningMachine LearningHidden Markov ModelsMarkov ChainsMarkov ModelingMarkov ProcessesRegime-switching ModelsState-space ModelsHidden Markov Model TrainingHidden State InferenceModel-based EstimationRegime Shift ModelingSwitching State-space Models
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An introduction to ROC analysis
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