A method to dynamically construct Markov models that describe the characteristics of binary messages is developed. Such models can be used to predict future message characters and can therefore be used as a basis for data compression. To this end, the Markov modelling technique is combined with Guazzo coding to produce a powerful method of data compression. The method has the advantage of being...

The exploitation of symmetries in Markov decision processes has proven to be a powerful concept for state space reduction without compromising solution optimality. In this paper we show how to perform a symmetry reduction for two player zero-sum Markov games with additional symmetry properties. The concept of equivariance symmetry justifies for the first time not only to lift the standard MDP s...

The technique presented in this paper allows the automatic construction of a lumped Markov chain for almost symmetrical Stochastic Well-formed Net (SWN) models. The starting point is the Extended Symbolic Reachability Graph (ESRG), which is a reduced representation of a SWN model reachability graph (RG), based on the aggregation of states into classes. These classes may be used as aggregates fo...

We introduce Markov Model for Web services attacks detection and mitigation. This model is capable of preventing not only injection attacks like SQL injection, Cross-Site Scripting (XSS), buffer overflow but also detect abnormal Web service client behavior. We adopted the well known technique based on Markov model for detecting Web application attacks. Our system contains two Markov models. Fir...

In the present paper we apply the Gibbs Sampling approach to estimate the parameters of a Markov Switching Model which we use to model financial time series. In particular, we estimate the standard deviation of the time series in order to obtain an indicator similar to the VIX index. The Markov Switching technique has been chosen because of the presence of exogenous factors which can have a lar...

A novel modeling technique for automatic control purposes is discussed. A fuzzy Markov system is proposed to describe both determined and random behavior of complex dynamic plants. The main advantage is its high computational speed. Another benefit of this method is its flexibility and applicability to both linear and nonlinear systems. A controlled Markov chain represents a fuzzy system with a...

Semi-Markov processes (SMPs) are expressive tools for modelling concurrent systems; they are a generalisation of Markov processes that allow for arbitrarily distributed sojourn times. This paper presents an iterative technique for passage time and transient analysis of large structurally unrestricted semi-Markov processes. Our method is based on the calculation and subsequent numerical inversio...

Semi-Markov processes (SMPs) are expressive tools for modelling parallel and distributed systems; they are a generalisation of Markov processes that allow for arbitrarily distributed sojourn times. This paper presents an iterative technique for transient and passage time analysis of large structurally unrestricted semi-Markov processes. Our method is based on the calculation and subsequent nume...

We propose an algorithm for the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under mild conditions, the existence of the divergence rate between a stationary process and an HMM, and approximate it with a properly defined ...

Query expansion is an important technology for improving retrieval performance in information retrieval. Many Studies have found contexts within query that strongly influence the interpretation of a query. In this paper, we propose the graph mining technique called Quasi-Clique as query context in Markov network retrieval model. Our approach exploits contextual information mined from the term M...