Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (3): 462-474.doi: 10.3969/j.issn.1005-3085.2015.03.014

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A New Higher-order Multivariate Markov Chain Model

WANG Chao1,   HUANG Ting-zhu1,   CHING Wai-ki2   

  1. 1- School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu 611731
    2- Advanced Modeling and Applied Computing Laboratory/Department of Mathematics, University of Hong Kong, Pokfulam Road, Hongkong
  • Received:2014-01-21 Accepted:2014-06-02 Online:2015-06-15 Published:2015-08-15

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Abstract:

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.

Key words: higher-order multivariate Markov chain model, categorical data sequences, multivariate Markov chains

CLC Number: