Hybrid HMM/MLP models for time series prediction
Joseph Rynkiewicz · 1999
We present a hybrid model consisting of an hidden Markov chain and MLPs to model piecewise stationary series. We compare our results with the model of gating networks (A.S. Weigend et al. [6]) and we show than, at least on the classical laser time series, our model is more parcimonious and give better segmentation of the series. 1