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Apr 12 at 19:16 comment added Ricardo Barros Lourenço Thanks for the suggestion of state space models. I have been thinking a bit in my use case (vegetation modelling) on the usage of Markov states that may help to describe changes in non-stationary signals (such the one of vegetation of a natural forest over time).
Apr 12 at 5:27 history answered Yves CC BY-SA 4.0