The main attention of the work is focused on the consideration of the so-called hidden Markov chains and their analogues and generalizations. In particular, the influence of hidden Markov chains and semi-Markov hidden models on time series models that describe the stock prices of top companies as of 2024 is considered. During the study, it was found that the consideration of more generalized models allows for a more accurate description of the dynamics of stock prices, and therefore, to more adequately determine the main characteristics of the real process.
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- ACS Style
- Malyk, I.; Ivasyuk , R. HMM and HSMM in time series. Bukovinian Mathematical Journal. 2024, 12 https://doi.org/https://doi.org/10.31861/bmj2024.02.11
- AMA Style
- Malyk I, Ivasyuk R. HMM and HSMM in time series. Bukovinian Mathematical Journal. 2024; 12(2). https://doi.org/https://doi.org/10.31861/bmj2024.02.11
- Chicago/Turabian Style
- Igor Malyk, Roman Ivasyuk . 2024. "HMM and HSMM in time series". Bukovinian Mathematical Journal. 12 no. 2. https://doi.org/https://doi.org/10.31861/bmj2024.02.11