Stochastic behavior of stock returns is very important for investors and policy makers in the stock market. In this paper, the stochastic behavior of the return index of Tehran Stock Exchange (TEDPIX) is examined using unobserved component Markov switching model (UC-MS) for the 3/27/2010 until 8/3/2015 period. In this model, stock returns are decomposed into two components; a permanent componen...

in this paper, an interactive model for individual normal behaviour of drivers is presented in which the mutual effect of vehicles has been incorporated. temporal features obtained from vehicles tracking and their motion history is utilized for generating a model of normal behaviour. because of non-stationarity of behaviour, hidden markov model has been used for interactive model. this model ha...

analyzing the process of land use and cover changes during long periods of time and predicting the future changes is highly important and useful for the land use managers. in this study, the land use maps in the ardabil plain in north-west part of iran for four periods (1989, 1998, 2009 and 2013) are extracted and analyzed through remote sensing technique, using the land-sat satellite images. t...

A profile hidden Markov model (PHMM) is widely used in assigning protein sequences to protein families. In this model, the hidden states only depend on the previous hidden state and observations are independent given hidden states. In other words, in the PHMM, only the information of the left side of a hidden state is considered. However, it makes sense that considering the information of the b...

in this paper a simple and effective expert system to predict random data fluctuation in short-term period is established. evaluation process includes introducing fourier series, markov chain model prediction and comparison (gray) combined with the model prediction gray- fourier- markov that the mixed results, to create an expert system predicted with artificial intelligence, made this model to...

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...

A wind farm is a collection of wind turbines built in an area to provide electricity. Wind power is a renewable energy resource and an alternative to non-renewable fossil fuels. In this paper impact of wind farms in power system reliability is investigate and a new procedure for reliability assessment of wind farms in HL1 level is proposed. In proposed procedure, application of Fuzzy – Markov f...