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Article: On Multi-dimensional Markov Chain Models

TitleOn Multi-dimensional Markov Chain Models
Authors
KeywordsHigh dimensional Markov chains
Categorical data sequences
Demand prediction
Issue Date2007
PublisherYokohama Publishers. The Journal's web site is located at http://www.ybook.co.jp/pjo.html
Citation
Pacific Journal of Optimization , 2007, v. 3 n. 2, p. 235-243 How to Cite?
AbstractMarkov chain models are commonly used to model categorical data sequences. In the paper, we propose a multi-dimensional Markov chain model for modeling high dimensional categorical data sequences. In particular, the model is practical when there are limited data available. We then test the model with some practical sales demand data. Numerical results indicate the proposed model when compared to the existing models has comparable performance but has much less number of model parameters.
Persistent Identifierhttp://hdl.handle.net/10722/75385
ISSN
2015 Impact Factor: 0.307
2015 SCImago Journal Rankings: 0.549

 

DC FieldValueLanguage
dc.contributor.authorChing, WKen_HK
dc.contributor.authorZhang, SQen_HK
dc.contributor.authorNg, MKen_HK
dc.date.accessioned2010-09-06T07:10:37Z-
dc.date.available2010-09-06T07:10:37Z-
dc.date.issued2007en_HK
dc.identifier.citationPacific Journal of Optimization , 2007, v. 3 n. 2, p. 235-243en_HK
dc.identifier.issn1348-9151en_HK
dc.identifier.urihttp://hdl.handle.net/10722/75385-
dc.description.abstractMarkov chain models are commonly used to model categorical data sequences. In the paper, we propose a multi-dimensional Markov chain model for modeling high dimensional categorical data sequences. In particular, the model is practical when there are limited data available. We then test the model with some practical sales demand data. Numerical results indicate the proposed model when compared to the existing models has comparable performance but has much less number of model parameters.-
dc.languageengen_HK
dc.publisherYokohama Publishers. The Journal's web site is located at http://www.ybook.co.jp/pjo.htmlen_HK
dc.relation.ispartofPacific Journal of Optimizationen_HK
dc.subjectHigh dimensional Markov chains-
dc.subjectCategorical data sequences-
dc.subjectDemand prediction-
dc.titleOn Multi-dimensional Markov Chain Modelsen_HK
dc.typeArticleen_HK
dc.identifier.emailChing, WK: wching@hkucc.hku.hken_HK
dc.identifier.emailNg, MK: kkpong@hkusua.hku.hken_HK
dc.identifier.authorityChing, WK=rp00679en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.hkuros134813en_HK
dc.identifier.volume3-
dc.identifier.issue2-
dc.identifier.spage235-
dc.identifier.epage243-
dc.publisher.placeJapan-

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