A tridiagonal parsimonious higher order multivariate Markov chain model

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: Estimation methods;    Higher-order;    Markov chain models;    Numerical experiments;    Tridiagonal;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/231/1/012009/pdf
DOI  :  10.1088/1757-899X/231/1/012009

来源: IOP

【 摘 要 】

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