Conference Paper: Multivariate Markov chain models
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| Title | Multivariate Markov chain models |
|---|---|
| Authors | Fung, SL Ching, WK Chu, SCK Ng, KP Zang, W |
| Keywords | Markov chain Estimation Multivariate data |
| Issue Date | 2002 |
| Publisher | IEEE. |
| Citation | IEEE International Conference on Systems, Man, and Cybernetics Conference Proceedings, Hammamet, Tunisia, 6-9 October 2002, v. 3, p. 298-302 [How to Cite?] |
| Abstract | We study multivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model. |
| ISSN | 1062-922X |
| dc.contributor.author | Fung, SL |
|---|---|
| dc.contributor.author | Ching, WK |
| dc.contributor.author | Chu, SCK |
| dc.contributor.author | Ng, KP |
| dc.contributor.author | Zang, W |
| dc.date.accessioned | 2007-10-30T06:54:08Z |
| dc.date.available | 2007-10-30T06:54:08Z |
| dc.date.issued | 2002 |
| dc.description.abstract | We study multivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model. |
| dc.description.nature | published_or_final_version |
| dc.format.extent | 296271 bytes |
| dc.format.extent | 4654 bytes |
| dc.format.extent | 1995 bytes |
| dc.format.mimetype | application/pdf |
| dc.format.mimetype | text/plain |
| dc.format.mimetype | text/plain |
| dc.identifier.citation | IEEE International Conference on Systems, Man, and Cybernetics Conference Proceedings, Hammamet, Tunisia, 6-9 October 2002, v. 3, p. 298-302 [How to Cite?] |
| dc.identifier.hkuros | 79779 |
| dc.identifier.issn | 1062-922X |
| dc.identifier.openurl |  |
| dc.identifier.uri | http://hdl.handle.net/10722/46610 |
| dc.language | eng |
| dc.publisher | IEEE. |
| dc.rights | ©2002 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. |
| dc.rights | Creative Commons: Attribution 3.0 Hong Kong License |
| dc.subject | Markov chain |
| dc.subject | Estimation |
| dc.subject | Multivariate data |
| dc.title | Multivariate Markov chain models |
| dc.type | Conference_Paper |