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 ...

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.

This paper extends the dynamically formulated hidden Markov models to a high-order hidden Markov model (HO-HMM) formulation. In the HO-HMM, the Markovian assumption that the future states (interpreted ...