Open AccessIncremental multivariate Markov chain model
Author(s) -
Yang Chuansheng,
Zheng Yujia,
Wang Chao
Publication year - 2018
Publication title -
the journal of engineering
Language(s) - English
Resource type - Journals
ISSN - 2051-3305
DOI - 10.1049/joe.2018.8278
Subject(s) - markov chain , multivariate statistics , markov model , computer science , multivariate analysis , variable order markov model , chain (unit) , mathematics , statistics , physics , astronomy
In this study, the authors present an incremental multivariate Markov (IMM) chain model. Moreover, the estimation method of the parameters in IMM is proposed. Numerical experiments illustrate the effectiveness of IMM.