regression analysis in markov chain

Authors

r. meshkani

abstract

in a finite stationary markov chain, transition probabilities may depend on some explanatoryvariables. a similar problem has been considered here. the corresponding posteriors are derived andinferences are done using these posteriors. finally, the procedure is illustrated with a real example.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

15 صفحه اول

Finite Markov Chain Analysis

Finite, discrete-time Markov chain models of genetic algorithms have been used successfully in the past to understand the complex dynamics of a simple GA. Markov chains can exactly model the GA by accounting for all of the stochasticity introduced by various GA operators, such as initialization, selection, crossover, and mutation. Although such models quickly become unwieldy with increasing pop...

full text

Development of Markov Chain Grey Regression Model to Forecast the Annual Natural Gas Consumption

Accurate forecasting of annual gas consumption of the country plays an important role in energy supply strategies and policy making in this area.  Markov chain grey regression model is considered to be a superior model for analyzing and forecasting annual gas consumption.  This model Markov is a combination of the Markov chain and grey regression models. According to this model, the residual er...

full text

application logistic regression and markov chain in land cover change prediction in east of mazandaran province

this study was performed with objective land cover change prediction (forest, agriculture, residential and orchard) using logistic regression and markov chain in the gis environment in east of mazandaran province. land cover change detected using satellite imageries belonging to the years 1987 and 2001. transition potential modeling was conducted using a logistic regression. seven variables (de...

full text

A Logistic Regression / Markov Chain Model For NCAA Basketball

Each year, more than $3 billion is wagered on the NCAA Division I men’s basketball tournament. Most of that money is wagered in pools where the object is to correctly predict winners of each game, with emphasis on the last four teams remaining (the Final Four). In this paper, we present a combined logistic regression/Markov chain (LRMC) model for predicting the outcome of NCAA tournament games ...

full text

My Resources

Save resource for easier access later


Journal title:
iranian journal of science and technology (sciences)

ISSN 1028-6276

volume 30

issue 3 2006

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023