A simplified parsimonious higher order multivariate Markov chain model with new convergence condition

2017 2nd International Seminar on Advances in Materials Science and Engineering

Wang, Chao^1,2 ; Yang, Chuan-Sheng^1,2

School of Mathematics, Physics and Information Science, Zhejiang Ocean University, China^1

Key Laboratory of Oceanographic Big Data Mining and Application of Zhejiang Province, China^2

关键词: Convergence conditions;    Estimation methods;    Higher-order;    Markov chain models;    Numerical experiments;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/231/1/012011/pdf
DOI  :  10.1088/1757-899X/231/1/012011

来源: IOP

【 摘 要 】

In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.