{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,12]],"date-time":"2026-03-12T14:50:55Z","timestamp":1773327055982,"version":"3.50.1"},"reference-count":80,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2020,7,1]],"date-time":"2020-07-01T00:00:00Z","timestamp":1593561600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"},{"start":{"date-parts":[[2020,7,1]],"date-time":"2020-07-01T00:00:00Z","timestamp":1593561600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/legal\/tdmrep-license"}],"funder":[{"DOI":"10.13039\/100012774","name":"Innovationsfonden","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100012774","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Expert Systems with Applications"],"published-print":{"date-parts":[[2020,7]]},"DOI":"10.1016\/j.eswa.2020.113307","type":"journal-article","created":{"date-parts":[[2020,2,13]],"date-time":"2020-02-13T12:15:51Z","timestamp":1581596151000},"page":"113307","update-policy":"https:\/\/doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":25,"special_numbering":"C","title":["Learning hidden Markov models with persistent states by penalizing jumps"],"prefix":"10.1016","volume":"150","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4705-9942","authenticated-orcid":false,"given":"Peter","family":"Nystrup","sequence":"first","affiliation":[]},{"given":"Erik","family":"Lindstr\u00f6m","sequence":"additional","affiliation":[]},{"given":"Henrik","family":"Madsen","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0001","doi-asserted-by":"crossref","first-page":"2097","DOI":"10.1214\/13-AOS1138","article-title":"Pseudo-likelihood methods for community detection in large sparse networks","volume":"41","author":"Amini","year":"2013","journal-title":"Annals of Statistics"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0002","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1016\/S0304-4149(03)00086-3","article-title":"Linear optimal prediction and innovations representations of hidden Markov models","volume":"108","author":"Andersson","year":"2003","journal-title":"Stochastic Processes and their Applications"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0003","doi-asserted-by":"crossref","first-page":"313","DOI":"10.1146\/annurev-financial-110311-101808","article-title":"Regime changes and financial markets","volume":"4","author":"Ang","year":"2012","journal-title":"Annual Review of Financial Economics"},{"key":"10.1016\/j.eswa.2020.113307_bib0004","series-title":"Proceedings of the eighteenth annual ACM\u2013SIAM symposium on discrete algorithms","first-page":"1027","article-title":"k-means++: The advantages of careful seeding","author":"Arthur","year":"2007"},{"key":"10.1016\/j.eswa.2020.113307_bib0005","series-title":"Advances in neural information processing systems","first-page":"305","article-title":"Learning spectral clustering","author":"Bach","year":"2004"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0006","doi-asserted-by":"crossref","first-page":"450","DOI":"10.1016\/j.ejor.2013.03.032","article-title":"Dynamic asset allocation for varied financial markets under regime switching framework","volume":"234","author":"Bae","year":"2014","journal-title":"European Journal of Operational Research"},{"issue":"S1","key":"10.1016\/j.eswa.2020.113307_bib0007","doi-asserted-by":"crossref","first-page":"S97","DOI":"10.1121\/1.2003011","article-title":"Continuous speech recognition via centisecond acoustic states","volume":"59","author":"Bakis","year":"1976","journal-title":"Journal of the Acoustical Society of America"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0008","doi-asserted-by":"crossref","first-page":"164","DOI":"10.1214\/aoms\/1177697196","article-title":"A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains","volume":"41","author":"Baum","year":"1970","journal-title":"Annals of Mathematical Statistics"},{"key":"10.1016\/j.eswa.2020.113307_bib0009","series-title":"Advances in neural information processing systems","first-page":"577","article-title":"The infinite hidden Markov model","author":"Beal","year":"2002"},{"key":"10.1016\/j.eswa.2020.113307_bib0010","series-title":"Dynamic programming","author":"Bellman","year":"1957"},{"key":"10.1016\/j.eswa.2020.113307_bib0011","doi-asserted-by":"crossref","first-page":"11","DOI":"10.1016\/j.automatica.2018.06.022","article-title":"Fitting jump models","volume":"96","author":"Bemporad","year":"2018","journal-title":"Automatica"},{"key":"10.1016\/j.eswa.2020.113307_bib0012","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1016\/j.solener.2013.03.020","article-title":"Estimation of solar radiation using a combination of hidden Markov model and generalized fuzzy model","volume":"93","author":"Bhardwaj","year":"2013","journal-title":"Solar Energy"},{"issue":"6","key":"10.1016\/j.eswa.2020.113307_bib0013","doi-asserted-by":"crossref","first-page":"4477","DOI":"10.1109\/TPWRS.2017.2683263","article-title":"An efficient robust solution to the two-stage stochastic unit commitment problem","volume":"32","author":"Blanco","year":"2017","journal-title":"IEEE Transactions on Power Systems"},{"key":"10.1016\/j.eswa.2020.113307_bib0014","series-title":"Robustness in statistics","first-page":"201","article-title":"Robustness in the strategy of scientific model building","author":"Box","year":"1979"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0015","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1561\/2400000023","article-title":"Multi-period trading via convex optimization","volume":"3","author":"Boyd","year":"2017","journal-title":"Foundations and Trends in Optimization"},{"key":"10.1016\/j.eswa.2020.113307_bib0016","series-title":"Proceedings of the twentieth international conference on pattern recognition","first-page":"3121","article-title":"The balanced accuracy and its posterior distribution","author":"Brodersen","year":"2010"},{"issue":"3","key":"10.1016\/j.eswa.2020.113307_bib0017","doi-asserted-by":"crossref","first-page":"459","DOI":"10.1080\/14697681003685563","article-title":"Hidden Markov models with t components. Increased persistence and other aspects","volume":"11","author":"Bulla","year":"2011","journal-title":"Quantitative Finance"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0018","doi-asserted-by":"crossref","first-page":"2192","DOI":"10.1016\/j.csda.2006.07.021","article-title":"Stylized facts of financial time series and hidden semi-Markov models","volume":"51","author":"Bulla","year":"2006","journal-title":"Computational Statistics & Data Analysis"},{"issue":"5","key":"10.1016\/j.eswa.2020.113307_bib0019","doi-asserted-by":"crossref","first-page":"310","DOI":"10.1057\/jam.2010.27","article-title":"Markov-switching asset allocation: Do profitable strategies exist?","volume":"12","author":"Bulla","year":"2011","journal-title":"Journal of Asset Management"},{"key":"10.1016\/j.eswa.2020.113307_bib0020","first-page":"1","article-title":"Spectral clustering of graphs with general degrees in the extended planted partition model","volume":"35","author":"Chaudhuri","year":"2012","journal-title":"Journal of Machine Learning Research"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0021","doi-asserted-by":"crossref","first-page":"84","DOI":"10.1016\/S1672-0229(04)02014-5","article-title":"Recent applications of hidden Markov models in computational biology","volume":"2","author":"Choo","year":"2004","journal-title":"Genomics, Proteomics & Bioinformatics"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0022","doi-asserted-by":"crossref","first-page":"223","DOI":"10.1080\/713665670","article-title":"Empirical properties of asset returns: stylized facts and statistical issues","volume":"1","author":"Cont","year":"2001","journal-title":"Quantitative Finance"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0023","doi-asserted-by":"crossref","DOI":"10.1007\/s10044-003-0198-6","article-title":"Comparing and evaluating HMM ensemble training algorithms using train and test and condition number criteria","volume":"6","author":"Davis","year":"2004","journal-title":"Pattern Analysis & Applications"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0024","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.2517-6161.1977.tb01600.x","article-title":"Maximum likelihood from incomplete data via the EM algorithm","volume":"39","author":"Dempster","year":"1977","journal-title":"Journal of the Royal Statistical Society. Series B (Methodological)"},{"issue":"17","key":"10.1016\/j.eswa.2020.113307_bib0025","doi-asserted-by":"crossref","first-page":"7722","DOI":"10.1016\/j.eswa.2014.05.030","article-title":"Dynamic clustering of energy markets: An extended hidden Markov approach","volume":"41","author":"Dias","year":"2014","journal-title":"Expert Systems with Applications"},{"issue":"3","key":"10.1016\/j.eswa.2020.113307_bib0026","doi-asserted-by":"crossref","first-page":"852","DOI":"10.1016\/j.ejor.2014.12.041","article-title":"Clustering financial time series: New insights from an extended hidden Markov model","volume":"243","author":"Dias","year":"2015","journal-title":"European Journal of Operational Research"},{"issue":"517","key":"10.1016\/j.eswa.2020.113307_bib0027","doi-asserted-by":"crossref","first-page":"424","DOI":"10.1080\/01621459.2016.1148608","article-title":"Shrinkage estimation for multivariate hidden Markov models","volume":"112","author":"Fiecas","year":"2017","journal-title":"Journal of the American Statistical Association"},{"key":"10.1016\/j.eswa.2020.113307_bib0028","series-title":"Proceedings of the fourteenth annual machine learning conference of belgium and the netherlands","first-page":"21","article-title":"Amplifying the block matrix structure for spectral clustering","author":"Fischer","year":"2005"},{"issue":"2A","key":"10.1016\/j.eswa.2020.113307_bib0029","doi-asserted-by":"crossref","first-page":"1020","DOI":"10.1214\/10-AOAS395","article-title":"A sticky HDP-HMM with application to speaker diarization","volume":"5","author":"Fox","year":"2011","journal-title":"Annals of Applied Statistics"},{"issue":"3","key":"10.1016\/j.eswa.2020.113307_bib0030","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1561\/2000000004","article-title":"The application of hidden Markov models in speech recognition","volume":"1","author":"Gales","year":"2008","journal-title":"Foundations and Trends in Signal Processing"},{"key":"10.1016\/j.eswa.2020.113307_bib0031","doi-asserted-by":"crossref","first-page":"27","DOI":"10.1016\/j.eswa.2019.03.055","article-title":"Continuous-time reinforcement learning approach for portfolio management with time penalization","volume":"129","author":"Garc\u00eda-Galicia","year":"2019","journal-title":"Expert Systems with Applications"},{"issue":"2\u20133","key":"10.1016\/j.eswa.2020.113307_bib0032","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1023\/A:1007425814087","article-title":"Factorial hidden Markov models","volume":"29","author":"Ghahramani","year":"1997","journal-title":"Machine Learning"},{"issue":"11","key":"10.1016\/j.eswa.2020.113307_bib0033","doi-asserted-by":"crossref","first-page":"3503","DOI":"10.1016\/j.jedc.2006.12.004","article-title":"Asset allocation under multivariate regime switching","volume":"31","author":"Guidolin","year":"2007","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10.1016\/j.eswa.2020.113307_bib0034","series-title":"Adaptive Filtering and Change Detection","author":"Gustafsson","year":"2000"},{"issue":"3","key":"10.1016\/j.eswa.2020.113307_bib0035","doi-asserted-by":"crossref","first-page":"727","DOI":"10.1007\/s11634-018-0335-0","article-title":"Greedy Gaussian segmentation of multivariate time series","volume":"13","author":"Hallac","year":"2019","journal-title":"Advances in Data Analysis and Classification"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0036","doi-asserted-by":"crossref","first-page":"41","DOI":"10.1080\/10920277.2001.10595984","article-title":"A regime-switching model of long-term stock returns","volume":"5","author":"Hardy","year":"2001","journal-title":"North American Actuarial Journal"},{"issue":"5","key":"10.1016\/j.eswa.2020.113307_bib0037","doi-asserted-by":"crossref","first-page":"1460","DOI":"10.1016\/j.jcss.2011.12.025","article-title":"A spectral algorithm for learning hidden Markov models","volume":"78","author":"Hsu","year":"2012","journal-title":"Journal of Computer and System Sciences"},{"key":"10.1016\/j.eswa.2020.113307_bib0038","series-title":"Spoken language processing: A Guide to theory, algorithm and system development","author":"Huang","year":"2001"},{"issue":"7\u20138","key":"10.1016\/j.eswa.2020.113307_bib0039","first-page":"1477","article-title":"The latest research progress on spectral clustering","volume":"24","author":"Jia","year":"2013","journal-title":"Neural Computing and Applications"},{"key":"10.1016\/j.eswa.2020.113307_bib0040","series-title":"Machine learning and knowledge discovery in databases","first-page":"114","article-title":"Eigenvector sensitive feature selection for spectral clustering","author":"Jiang","year":"2011"},{"key":"10.1016\/j.eswa.2020.113307_bib0041","series-title":"Advances in neural information processing systems","first-page":"571","article-title":"A probabilistic approach for optimizing spectral clustering","author":"Jin","year":"2006"},{"key":"10.1016\/j.eswa.2020.113307_bib0042","first-page":"673","article-title":"Bayesian nonparametric hidden semi-Markov models","volume":"14","author":"Johnson","year":"2013","journal-title":"Journal of Machine Learning Research"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0043","doi-asserted-by":"crossref","first-page":"1765","DOI":"10.1214\/16-AOS1447","article-title":"Impact of regularization on spectral clustering","volume":"44","author":"Joseph","year":"2016","journal-title":"Annals of Statistics"},{"key":"10.1016\/j.eswa.2020.113307_bib0044","doi-asserted-by":"crossref","first-page":"218","DOI":"10.1016\/j.eswa.2017.07.019","article-title":"Opinion mining using ensemble text hidden Markov models for text classification","volume":"94","author":"Kang","year":"2018","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2020.113307_bib0045","series-title":"Proceedings of the twenty-ninth AAAI conference on artificial intelligence","article-title":"Outlier-robust convex segmentation","author":"Katz","year":"2015"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0046","doi-asserted-by":"crossref","first-page":"339","DOI":"10.1137\/070690274","article-title":"\u21131 trend filtering","volume":"51","author":"Kim","year":"2009","journal-title":"SIAM Review"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0047","doi-asserted-by":"crossref","first-page":"715","DOI":"10.1016\/j.csda.2010.06.015","article-title":"Hidden Markov models with arbitrary state dwell-time distributions","volume":"55","author":"Langrock","year":"2011","journal-title":"Computational Statistics & Data Analysis"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0048","doi-asserted-by":"crossref","first-page":"129","DOI":"10.1109\/TIT.1982.1056489","article-title":"Least squares quantization in PCM","volume":"28","author":"Lloyd","year":"1982","journal-title":"IEEE Transactions on Information Theory"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0049","doi-asserted-by":"crossref","first-page":"395","DOI":"10.1007\/s11222-007-9033-z","article-title":"A tutorial on spectral clustering","volume":"17","author":"von Luxburg","year":"2007","journal-title":"Statistics and Computing"},{"key":"10.1016\/j.eswa.2020.113307_bib0050","series-title":"Advances in neural information processing systems","first-page":"873","article-title":"Learning segmentation by random walks","author":"Meila","year":"2001"},{"key":"10.1016\/j.eswa.2020.113307_bib0051","series-title":"Proceedings of the 1998 IEEE international conference on acoustics, speech and signal processing","first-page":"2721","article-title":"Hidden Markov models for face recognition","volume":"5","author":"Nefian","year":"1998"},{"key":"10.1016\/j.eswa.2020.113307_bib0052","series-title":"Advances in neural information processing systems","first-page":"849","article-title":"On spectral clustering: Analysis and an algorithm","author":"Ng","year":"2002"},{"key":"10.1016\/j.eswa.2020.113307_bib0053","doi-asserted-by":"crossref","first-page":"189","DOI":"10.1016\/j.apenergy.2015.08.115","article-title":"Economic valuation of heat pumps and electric boilers in the Danish energy system","volume":"167","author":"Nielsen","year":"2016","journal-title":"Applied Energy"},{"issue":"1\u20132","key":"10.1016\/j.eswa.2020.113307_bib0054","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1007\/s10479-018-2947-3","article-title":"Multi-period portfolio selection with drawdown control","volume":"282","author":"Nystrup","year":"2019","journal-title":"Annals of Operations Research"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0055","first-page":"62","article-title":"Dynamic allocation or diversification: A regime-based approach to multiple assets","volume":"44","author":"Nystrup","year":"2017","journal-title":"Journal of Portfolio Management"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0056","first-page":"103","article-title":"Regime-based versus static asset allocation: Letting the data speak","volume":"42","author":"Nystrup","year":"2015","journal-title":"Journal of Portfolio Management"},{"issue":"5","key":"10.1016\/j.eswa.2020.113307_bib0057","doi-asserted-by":"crossref","first-page":"361","DOI":"10.1057\/jam.2016.12","article-title":"Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation","volume":"17","author":"Nystrup","year":"2016","journal-title":"Journal of Asset Management"},{"issue":"9","key":"10.1016\/j.eswa.2020.113307_bib0058","doi-asserted-by":"crossref","first-page":"1531","DOI":"10.1080\/14697688.2015.1004801","article-title":"Stylised facts of financial time series and hidden Markov models in continuous time","volume":"15","author":"Nystrup","year":"2015","journal-title":"Quantitative Finance"},{"issue":"8","key":"10.1016\/j.eswa.2020.113307_bib0059","doi-asserted-by":"crossref","first-page":"989","DOI":"10.1002\/for.2447","article-title":"Long memory of financial time series and hidden Markov models with time-varying parameters","volume":"36","author":"Nystrup","year":"2017","journal-title":"Journal of Forecasting"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0060","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1080\/14697688.2017.1342857","article-title":"Dynamic portfolio optimization across hidden market regimes","volume":"18","author":"Nystrup","year":"2018","journal-title":"Quantitative Finance"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0061","doi-asserted-by":"crossref","first-page":"105","DOI":"10.1016\/S0957-4174(00)00025-7","article-title":"Using change-point detection to support artificial neural networks for interest rates forecasting","volume":"19","author":"Oh","year":"2000","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2020.113307_bib0062","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1016\/j.eswa.2016.01.015","article-title":"A novel corporate credit rating system based on student\u2019s-t hidden Markov models","volume":"53","author":"Petropoulos","year":"2016","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2020.113307_bib0063","doi-asserted-by":"crossref","first-page":"50","DOI":"10.1016\/j.ins.2017.05.038","article-title":"A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series","volume":"412\u2013413","author":"Petropoulos","year":"2017","journal-title":"Information Sciences"},{"issue":"12","key":"10.1016\/j.eswa.2020.113307_bib0064","doi-asserted-by":"crossref","first-page":"2327","DOI":"10.1016\/j.jweia.2008.03.010","article-title":"Regime-switching modelling of the fluctuations of offshore wind generation","volume":"96","author":"Pinson","year":"2008","journal-title":"Journal of Wind Engineering and Industrial Aerodynamics"},{"key":"10.1016\/j.eswa.2020.113307_bib0065","series-title":"Advances in neural information processing systems","first-page":"3120","article-title":"Regularized spectral clustering under the degree-corrected stochastic blockmodel","author":"Qin","year":"2013"},{"key":"10.1016\/j.eswa.2020.113307_bib0066","doi-asserted-by":"crossref","first-page":"235","DOI":"10.1016\/j.eswa.2017.08.043","article-title":"Sequential fraud detection for prepaid cards using hidden Markov model divergence","volume":"91","author":"Robinson","year":"2018","journal-title":"Expert Systems with Applications"},{"issue":"1","key":"10.1016\/j.eswa.2020.113307_bib0067","doi-asserted-by":"crossref","first-page":"204","DOI":"10.1109\/JSTARS.2014.2341219","article-title":"Hybrid hidden Markov model for marine environment monitoring","volume":"8","author":"Rousseeuw","year":"2015","journal-title":"IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0068","doi-asserted-by":"crossref","first-page":"659","DOI":"10.1214\/08-BA326","article-title":"EM versus Markov chain Monte Carlo for estimation of hidden Markov models: A computational perspective","volume":"3","author":"Ryd\u00e9n","year":"2008","journal-title":"Bayesian Analysis"},{"issue":"3","key":"10.1016\/j.eswa.2020.113307_bib0069","doi-asserted-by":"crossref","first-page":"217","DOI":"10.1002\/(SICI)1099-1255(199805\/06)13:3<217::AID-JAE476>3.0.CO;2-V","article-title":"Stylized facts of daily return series and the hidden Markov model","volume":"13","author":"Ryd\u00e9n","year":"1998","journal-title":"Journal of Applied Econometrics"},{"issue":"4","key":"10.1016\/j.eswa.2020.113307_bib0070","doi-asserted-by":"crossref","first-page":"301","DOI":"10.1007\/s11634-011-0096-5","article-title":"Model-based clustering and segmentation of time series with changes in regime","volume":"5","author":"Sam\u00e9","year":"2011","journal-title":"Advances in Data Analysis and Classification"},{"key":"10.1016\/j.eswa.2020.113307_bib0071","unstructured":"Sedoc, J., Rodu, J., Foster, D., & Ungar, L. (2018). Multiscale hidden Markov models for covariance prediction."},{"issue":"5","key":"10.1016\/j.eswa.2020.113307_bib0072","doi-asserted-by":"crossref","first-page":"693","DOI":"10.1016\/j.energy.2004.05.026","article-title":"First and second order Markov chain models for synthetic generation of wind speed time series","volume":"30","author":"Shamshad","year":"2005","journal-title":"Energy"},{"issue":"8","key":"10.1016\/j.eswa.2020.113307_bib0073","doi-asserted-by":"crossref","first-page":"888","DOI":"10.1109\/34.868688","article-title":"Normalized cuts and image segmentation","volume":"22","author":"Shi","year":"2000","journal-title":"IEEE Transactions on Pattern Analysis and Machine Intelligence"},{"key":"10.1016\/j.eswa.2020.113307_bib0074","series-title":"Proceedings of the twenty-seventh international conference on machine learning","first-page":"991","article-title":"Hilbert space embeddings of hidden Markov models","author":"Song","year":"2010"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0075","doi-asserted-by":"crossref","first-page":"469","DOI":"10.1162\/089976603762553004","article-title":"Efficient greedy learning of Gaussian mixture models","volume":"15","author":"Verbeek","year":"2003","journal-title":"Neural Computation"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0076","doi-asserted-by":"crossref","first-page":"260","DOI":"10.1109\/TIT.1967.1054010","article-title":"Error bounds for convolutional codes and an asymptotically optimum decoding algorithm","volume":"13","author":"Viterbi","year":"1967","journal-title":"IEEE Transactions on Information Theory"},{"key":"10.1016\/j.eswa.2020.113307_bib0077","series-title":"Proceedings of the seventh IEEE international conference on computer vision","first-page":"975","article-title":"Segmentation using eigenvectors: a unifying view","volume":"2","author":"Weiss","year":"1999"},{"key":"10.1016\/j.eswa.2020.113307_bib0078","series-title":"Advances in neural information processing systems","first-page":"1601","article-title":"Self-tuning spectral clustering","author":"Zelnik-Manor","year":"2005"},{"issue":"2","key":"10.1016\/j.eswa.2020.113307_bib0079","doi-asserted-by":"crossref","first-page":"352","DOI":"10.1016\/j.patrec.2010.09.014","article-title":"Local density adaptive similarity measurement for spectral clustering","volume":"32","author":"Zhang","year":"2011","journal-title":"Pattern Recognition Letters"},{"key":"10.1016\/j.eswa.2020.113307_bib0080","article-title":"Regime switching model estimation: spectral clustering hidden Markov model","author":"Zheng","year":"2019","journal-title":"Annals of Operations Research"}],"container-title":["Expert Systems with Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417420301329?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417420301329?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2025,10,17]],"date-time":"2025-10-17T04:49:53Z","timestamp":1760676593000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0957417420301329"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,7]]},"references-count":80,"alternative-id":["S0957417420301329"],"URL":"https:\/\/doi.org\/10.1016\/j.eswa.2020.113307","relation":{},"ISSN":["0957-4174"],"issn-type":[{"value":"0957-4174","type":"print"}],"subject":[],"published":{"date-parts":[[2020,7]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"Learning hidden Markov models with persistent states by penalizing jumps","name":"articletitle","label":"Article Title"},{"value":"Expert Systems with Applications","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.eswa.2020.113307","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2020 Elsevier Ltd. All rights reserved.","name":"copyright","label":"Copyright"}],"article-number":"113307"}}