Dissertation Modeling Series Time

In this dissertation we show that HMMs have limitations in terms of the dynamic forecasts they can generate, leading to predictive paths that are far more restrictive than the in-sample flexibility that the HMM is well-known for.

To address these limitations, we propose a different modeling framework, which we term a Latent Relationship Trajectory Model (LRTM) to estimate and forecast dynamic behavioral patterns at the individual level.

The Department of Statistics is much more than categories of people: faculty, staff, students, alumni.

It is a close-knit community of individuals dedicated to teaching, learning, and expanding the knowledge base of statistics for the betterment of society.

Marketing Gopalakrishnan, Arun, "Latent relationship trajectory models and their applications in marketing" (2015).

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