摘要
本文提出了一种新高阶多变量马尔可夫模型,并对其收敛性进行了分析.给出了模型的参数估计方法.数值实验表明在预测精度方面新高阶多变量马尔可夫模型比高阶多变量马尔可夫模型更加有效.
In this paper, a new higher-order multivariate Markov chain model is proposed. The convergence property of the model is also analyzed. Numerical experiments are given to show that the new higher-order multivariate Markov chain model is more efficient than the higher-order multivariate Markov chain model in precision of prediction.
出处
《工程数学学报》
CSCD
北大核心
2015年第3期462-474,共13页
Chinese Journal of Engineering Mathematics
关键词
高阶多变量马尔可夫模型
分类数据序列
多变量马尔可夫链
higher-order multivariate Markov chain model
categorical data sequences
multi-variate Markov chains
