Dissimilarity between Markovian processes applied to industrial processes

In this paper we introduce a result which solves the problem of how to measure the similarity or discrepancy between two Markovian stochastic processes. The result is based on a consistent measure derived from a generalization of the Bayesian Information Criterion. We apply this concept to a practic...

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Bibliographic Details
Main Authors: García, Jesús E., González-López, V. A., de Andrade, F. H. Kubo
Format: Conference Proceeding
Language:English
Subjects:
Bayesian analysis
Markov processes
Similarity
Stochastic processes
Online Access:Get full text
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Summary:In this paper we introduce a result which solves the problem of how to measure the similarity or discrepancy between two Markovian stochastic processes. The result is based on a consistent measure derived from a generalization of the Bayesian Information Criterion. We apply this concept to a practical problem with the aim of analyzing the similarity or discrepancy between two processes related to fuel alcohol production, which should be considered indistinguishable, according to their technical specifications.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.4992383