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Incremental multivariate Markov chain model

In this study, the authors present an incremental multivariate Markov (IMM) chain model. Moreover, the estimation method of the parameters in IMM is proposed. Numerical experiments illustrate the effectiveness of IMM.

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Bibliographic Details
Published in:Journal of engineering (Stevenage, England) England), 2018-11, Vol.2018 (16), p.1433-1435
Main Authors: Yang, Chuan-sheng, Zheng, Yu-jia, Wang, Chao
Format: Article
Language:English
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Description
Summary:In this study, the authors present an incremental multivariate Markov (IMM) chain model. Moreover, the estimation method of the parameters in IMM is proposed. Numerical experiments illustrate the effectiveness of IMM.
ISSN:2051-3305
2051-3305
DOI:10.1049/joe.2018.8278