New criterion revolutionizes selection of regimes in Hidden Markov Models!
The article compares different methods for choosing the number of patterns in Hidden Markov models. It introduces new tests to check how well the models fit the data, and suggests a new way to pick the best number of patterns. The study looks at different types of data, like continuous, discrete, or zero-inflated. The tests were tried out in experiments to see how well they worked, and the results were compared with traditional methods.