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Article: A multivariate Markov chain model for categorical data sequences and its applications in demand predictions

TitleA multivariate Markov chain model for categorical data sequences and its applications in demand predictions
Authors
KeywordsDemand Prediction
Markov Model
Multivariate
Issue Date2002
PublisherOxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/
Citation
Ima Journal Management Mathematics, 2002, v. 13 n. 3, p. 187-199 How to Cite?
AbstractMarkov models are commonly used in modelling many practical systems such as telecommunication systems, manufacturing systems and inventory systems. In this paper we propose a multivariate Markov chain model for modelling multiple categorical data sequences. We develop efficient estimation methods for the model parameters. We then apply the model and method to demand predictions for a soft-drink company in Hong Kong.
Persistent Identifierhttp://hdl.handle.net/10722/156119
ISSN
2015 Impact Factor: 0.878
2015 SCImago Journal Rankings: 0.351

 

DC FieldValueLanguage
dc.contributor.authorChing, WKen_US
dc.contributor.authorFung, ESen_US
dc.contributor.authorNg, MKen_US
dc.date.accessioned2012-08-08T08:40:28Z-
dc.date.available2012-08-08T08:40:28Z-
dc.date.issued2002en_US
dc.identifier.citationIma Journal Management Mathematics, 2002, v. 13 n. 3, p. 187-199en_US
dc.identifier.issn1471-678Xen_US
dc.identifier.urihttp://hdl.handle.net/10722/156119-
dc.description.abstractMarkov models are commonly used in modelling many practical systems such as telecommunication systems, manufacturing systems and inventory systems. In this paper we propose a multivariate Markov chain model for modelling multiple categorical data sequences. We develop efficient estimation methods for the model parameters. We then apply the model and method to demand predictions for a soft-drink company in Hong Kong.en_US
dc.languageengen_US
dc.publisherOxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/en_US
dc.relation.ispartofIMA Journal Management Mathematicsen_US
dc.subjectDemand Predictionen_US
dc.subjectMarkov Modelen_US
dc.subjectMultivariateen_US
dc.titleA multivariate Markov chain model for categorical data sequences and its applications in demand predictionsen_US
dc.typeArticleen_US
dc.identifier.emailChing, WK:wching@hku.hken_US
dc.identifier.authorityChing, WK=rp00679en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1093/imaman/13.3.187en_US
dc.identifier.scopuseid_2-s2.0-0345055705en_US
dc.identifier.volume13en_US
dc.identifier.issue3en_US
dc.identifier.spage187en_US
dc.identifier.epage199en_US
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridChing, WK=13310265500en_US
dc.identifier.scopusauthoridFung, ES=7005440799en_US
dc.identifier.scopusauthoridNg, MK=34571761900en_US

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