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...

We develop a general technique for the quantitative analysis of iterative distributed load balancing schemes. We illustrate the technique by studying two simple, intuitively appealing models that are prevalent in the literature: the diffusive paradigm, and periodic balancing circuits (or the dimension exchange paradigm). It is well known that such load balancing schemes can be roughly modeled b...

The paper presents an improved Vector Quantization (VQ) approach for discrete Hidden Markov Models (HMMs). This improved VQ approach performs an optimal distribution of VQ codebook components on HMM states. This technique, that we named the Distributed Vector Quantization (DVQ) of hidden Markov models, succeeds in unifying acoustic microstructure and phonetic macro-structure when the estimation...

Grey theory is an effective method to solve uncertainty problems with discrete data and incomplete information. This paper proposes an improved grey GM (1, 1) model, using a technique that combines residual modification with Markov chain model. Proposed Grey-Markov model, applied as a case study to annual output of Taiwan Hsinchu Industries Science Park, could clearly improve forecast accuracy ...

A new technique is proposed for performance evaluation of random access protocols. This technique is based on the idea that the service probability distribution of a particular random access protocol can be described by a phasetype distribution. By modeling the service probability distribution of a protocol into a phase-type distribution, the performance of the protocol can be evaluated using a...

In order to make systems based on nanometerscale devices reliable, the design of fault-tolerant architectures will be necessary. This paper presents a novel fault-tolerant technique for future nanocomputers, NAND multiplexing. Initiated by von Neumann, the NAND multiplexing technique, based on a massive duplication of imperfect devices and randomized imperfect interconnect, had been studied wit...

Abstract. A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on spectral analysis of a self-adjoint matrix that is a function of the original transition matrix. It is demonstrated that the technique is more robust than existing methods when applied to noisy non-reversible Markov ch...

We discuss strong Markov property of Poisson point processes and the related stopping sets. Viewing Poisson process as a set indexed random field, we demonstrate how the martingale technique applies to establish the analogues of the classical results: Doob’s theorem, Wald identity in this multi-dimensional setting. In particular, we show that the famous Slivnyak-Mecke theorem characterising the...

The purpose of this study is to investigate the impact of exchange rate misalignment on inflation persistence. For this purpose, Vector Auto Regression method and Markov Switching model is used for quarterly data during 1989:4 -2014:3. The results show that, the impact of liquidity growth and exchange rate misalignment on inflation persistence is positive. On the other hand, GDP growth has a ne...