Hhsmm：隐混合马尔可夫/半马尔可夫模型的R包
Hhsmm: An R package for hidden hybrid Markov/semi-Markov models
摘要：
本文介绍了hhsmm R包，其中包括初始化，拟合和预测的隐混合马尔可夫/半马尔可夫模型的功能。这些模型都是灵活的马尔可夫和半马尔可夫状态，适用于情况下，该模型涉及吸收或宏观状态的模型。从左到右模型和串/并联网络模型是两种具有马尔可夫和半马尔可夫状态的模型。hhsmm还包括马尔可夫/半马尔可夫切换回归模型以及自回归HHSMM、使用惩罚B样条的排放分布的非参数估计、未来状态的预测以及预测函数中的剩余使用寿命估计。商业模块化航空推进系统模拟（C-MAPSS）数据集也包括在该包中，用于说明该包功能的应用。最后介绍了该软件包在西班牙能源需求分析和预测中的应用。
英文摘要：
This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which are applied to situations where the model involves absorbing or macro-states. The left-to-right models and the models with series/parallel networks of states are two models with Markovian and semi-Markovian states. The hhsmm also includes Markov/semi-Markov switching regression model as well as the auto-regressive HHSMM, the nonparametric estimation of the emission distribution using penalized B-splines, prediction of future states and the residual useful lifetime estimation in the predict function. The commercial modular aero-propulsion system simulation (C-MAPSS) data-set is also included in the package, which is used for illustration of the application of the package features. The application of the hhsmm package to the analysis and prediction of the Spain's energy demand is also presented.
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