Special Issue: “The Mixture Transition Distribution Model and Other Models for High-Order Dependencies”
نویسندگان
چکیده
High-order Markov chains are very useful for the analysis of complex temporal relationships, but they generally require a high number parameters [...]
منابع مشابه
The Mixture Transition Distribution (MTD) Model for High-Order Markov Chains and Non-Gaussian Time Series
The Mixture Transition Distribution model (MTD) was introduced by Raftery (1985) for the modeling of high-order Markov chains with a nite state space. Since then, it has been generalized and successfully applied to a range of situations including the analysis of wind direction, DNA and social behavior. Here we review the MTD model and the developments since 1985. We rst introduce the basic prin...
متن کاملThe Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series
The mixture transition distribution model (MTD) was introduced in 1985 by Raftery for the modeling of high-order Markov chains with a finite state space. Since then it has been generalized and successfully applied to a range of situations, including the analysis of wind directions, DNA sequences and social behavior. Here we review the MTD model and the developments since 1985. We first introduc...
متن کاملEstimation of the Mixture Transition Distribution Model
This paper introduces a new iterative algorithm for the estimation of the Mixture Transition Distribution model (MTD). It does not require the use of any speciic external optimization procedure and can therefore be programmed in any computing language. Comparisons with previously published results show that this new algorithm performs at least as good or better than other methods. The choice of...
متن کاملModel Selection for Mixture Models Using Perfect Sample
We have considered a perfect sample method for model selection of finite mixture models with either known (fixed) or unknown number of components which can be applied in the most general setting with assumptions on the relation between the rival models and the true distribution. It is, both, one or neither to be well-specified or mis-specified, they may be nested or non-nested. We consider mixt...
متن کاملEditorial for Special Issue of Microbiota
Editorial for Special Issue of Microbiota Bagher Larijani Professor, Endocrinology and Metabolism Research Center, Endocrinology and Metabolism Clinical Sciences Institute, Tehran University of Medical Sciences, Tehran, Iran
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Symmetry
سال: 2022
ISSN: ['0865-4824', '2226-1877']
DOI: https://doi.org/10.3390/sym14020206