Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...

We discuss the notorious problem of order selection in hidden Markov models, that is of selecting an adequate number of states, highlighting typical pitfalls and practical challenges arising when ...

Drought is a naturally occurring climate phenomenon that significantly affects human and environmental activity, and can be considered one of the most widespread and destructive natural disasters.