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We use autoregressive hidden Markov models and a time-frequency approach to create meaningful quantitative descriptions of behavioral characteristics of cerebellar ataxias from wearable inertial sensor data gathered during movement. Wearable sensor data is relatively easily collected and provides direct measurements of movement that can be used to develop useful behavioral biomarkers. Sensitive and specific behavioral biomarkers for neurodegenerative diseases are critical to supporting early detection, drug development efforts, and targeted treatments. We create a flexible and descriptive set of features derived from accelerometer and gyroscope data collected from wearable sensors while participants perform clinical assessment tasks, and with them estimate disease status and severity. A short period of data collection ($<$ 5 minutes) yields enough information to effectively separate patients with ataxia from healthy controls with very high accuracy, to separate ataxia from other neurodegenerative diseases such as Parkinsons disease, and to give estimates of disease severity.
In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dependent volatility and serial dependence are well established properties of financial time seri
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture model-based cluster
This paper presents an algorithm that makes novel use of distance measurements alongside a constrained Kalman filter to accurately estimate pelvis, thigh, and shank kinematics for both legs during walking and other body movements using only three wea
1. Movement is the primary means by which animals obtain resources and avoid hazards. Most movement exhibits directional bias that is related to environmental features (taxis), such as the location of food patches, predators, ocean currents, or wind.
The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in this paper w