A New Improved Parsimonious Multivariate Markov Chain Model

نویسندگان

  • Chao Wang
  • Ting-Zhu Huang
چکیده

We present a new improved parsimonious multivariate Markov chain model. Moreover, we find a new convergence condition with a new variability to improve the prediction accuracy and minimize the scale of the convergence condition. Numerical experiments illustrate that the new improved parsimonious multivariate Markov chain model with the new convergence condition of the new variability performs better than the improved parsimonious multivariate Markov chain model in prediction.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Model to Speculate CLV Based on Markov Chain Model

The present study attempts to establish a new framework to speculate customer lifetime value by a stochastic approach. In this research the customer lifetime value is considered as combination of customer’s present and future value. At first step of our desired model, it is essential to define customer groups based on their behavior similarities, and in second step a mechanism to count current ...

متن کامل

A Simplified Higher-Order Markov Chain Model

In this paper, we present a simplified higher-order Markov chain model for multiple categorical data sequences also called as simplified higher-order multivariate Markov chain model. The number of the parameters of the new model is only ) ) (( 2 sm s n O + which is less than ) (( 2 m ns O in the higher-order multivariate Markov chain model. Numerical experiments illustrate the benefits of our n...

متن کامل

A blended model for estimating of missing precipitation data (Case study of Tehran - Mehrabad station)

Meteorological stations usually contain some missing data for different reasons.There are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. In this paper a blended model comprising the bivariate expo...

متن کامل

Markov Chain Analogue Year Daily Rainfall Model and Pricing of Rainfall Derivatives

In this study we model the daily rainfall occurrence using Markov Chain Analogue Yearmodel (MCAYM) and the intensity or amount of daily rainfall using three different probability distributions; gamma, exponential and mixed exponential distributions. Combining the occurrence and intensity model we obtain Markov Chain Analogue Year gamma model (MCAYGM), Markov Chain Analogue Year exponentia...

متن کامل

Normal Linear Regression Models with Recursive Graphical Markov Structure*

A multivariate normal statistical model defined by the Markov properties determined by an acyclic digraph admits a recursive factorization of its likelihood function (LF) into the product of conditional LFs, each factor having the form of a classical multivariate linear regression model (≡ MANOVA model). Here these models are extended in a natural way to normal linear regression models whose LF...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • J. Applied Mathematics

دوره 2013  شماره 

صفحات  -

تاریخ انتشار 2013