discrete-state Markov model
Offline Signature Verification Using the Discrete Radon Transform and a Hidden Markov Model
... d ( X , λ ) = − ln f ( X | λ ) . (6) In real-world scenarios, each writer can only submit a small number of training samples when he or she is enrolled into the system. Since our algorithm uses feature vectors with a ...
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Evaluation Criteria for Reliability in Computer Systems
... the Markov process, we divide the time into three : past, present, and ...a Markov process because the number of events that occur after a certain time is regardless of the events that happened before ...
5
Continuous Observation Partially Observable Semi Markov Decision Processes for Machine Maintenance
... hazard model [1], [2], [3]. Another common choice is to directly model conditioning monitoring data by a stochastic process, ...a discrete set of states; see, ...the state of the machine. We ...
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A transition-constrained discrete hidden Markov model for automatic sleep staging
... hidden Markov models (HMM) [5-7], have been ...the state transition probabilities and the probability of the observation of a ...previous state will influence the state recognition result of ...
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On Evaluating the Efficacy of Predictive Models for Cognitive Radio Spectrum Availability in Nigeria
... developed model in predicting the cognitive spectrum availabil- ity in ...using discrete-time two-state Markov chain with an appropriate Duty Cycle (DC) model and also a modified m-bell ...
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Wright Fisher construction of the two parameter Poisson Dirichlet diffusion
... two-parameter model can be derived from a Wright–Fisher Markov chain ...one-parameter model, there are two limit operations ...Wright–Fisher model for a randomly mating population of size N ...
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Semi-Markov Modeling in Discrete Time and State for the Study of Desertification in Nigeria
... in discrete time and discrete state and the rate at which Sahel savannah (desert)encroaches into the Sudan ...The model could be used to predict the encroachment of desert in Nigeria and the ...
8
A discrete state discrete time model using indirect observation
... a discrete-time Markov process when longitudinal data that describe the entire process are not ...a discrete-time Markov ...a model of diabetic nephropathy and a model of ...
15
Enhanced state selection Markov model for image splicing detection
... image model was proposed, which combined together the characteristic function moments of wavelet sub-bands and Markov transition probabilities on block discrete cosine transform (DCT) coefficients as ...
10
Fuzzy Semi-Markov Model with Weighted Fuzzy Transitions
... the discrete time homogeneous weighted fuzzy semi-Markov model, whose transitions are taken as weighted transition possibilities on the state ...
8
MARKOV MODEL WITH ABSORBING STATE FOR RELIABLE PACKET DELIVERY IN WIRELESS SENSOR NETWORKS
... This paper presents a model for reliable packet delivery in Wireless Sensor Networks based on Discrete Parameter Markov Chain with absorbing state. We have demonstrated the comparison between ...
5
The Asian Option Pricing when Discrete Dividends Follow a Markov Modulated Model
... motion model under regime ...of discrete dividend modeling and option ...a Markov-modulated geometric Brownian motion, and then computed the Basket option under the dividends ...the discrete ...
14
Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model
... the model with the lower BIC value is the one to be ...the model is the Akaike’s information criterion (AIC), which only uses the number of parameters to penalize the fitness of ...4-states model. ...
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Application of Self-Tuning Control System for Solution of Fault Tolerance Problem
... from Markov parameters of this reduced order model should also be of the Hankel ...The discrete time state space realisation of the process can be determined from the relationship between ...
5
A Hybrid Feature Extraction Approach for Human Action Recognition System based on Skeleton Data
... ABSTRACT: Human action recognition has potential to impact a wide range of applications from surveillance to human computer interfaces to content based video retrieval. In this paper, the human actions are classified in ...
8
A non parametric hidden Markov model for climate state identification
... Hidden Markov models (HMMs) can allow for varying wet and dry cycles in the climate without the need to simulate supplementary climate ...the state conditional ...about state conditional ...
16
A systematic literature review of operational research methods for modelling patient flow and outcomes within community healthcare and other settings
... a model of flow, the relevant system is viewed as comprising a set of distinct compartments or states, through which continuous matter or discrete entities ...flow model can represent any amalgam of ...
21
Pension plan solvency and extreme market movements : a regime switching approach.
... and Model 6. In addition, the ‘crash’ state is much more clearly revealed in the three-state calibration in terms of expected return, although less so in ...in State 1 is below − ...
30
Pension plan solvency and extreme market movements : a regime switching approach
... used Markov regime switching ...movements. Markov regime switching models can capture rare, but extreme market events, time-varying asset return volatility and the fat-tailed nature of stock ...
51
Pension plan solvency and extreme market movements : a regime switching approach
... To overcome the weaknesses of the traditional one-state lognormal model of portfolio returns we extend our analysis to incorporate extreme events into the analysis. There are a number of techniques ...
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