A new improved parsimonious multivariate Markov chain model (Q2375712)
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scientific article; zbMATH DE number 6175977
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| English | A new improved parsimonious multivariate Markov chain model |
scientific article; zbMATH DE number 6175977 |
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A new improved parsimonious multivariate Markov chain model (English)
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14 June 2013
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Summary: We present a new improved parsimonious multivariate Markov chain model. Moreover, we find a new convergence condition with a new variability to improve the prediction accuracy and minimize the scale of the convergence condition. Numerical experiments illustrate that the new improved parsimonious multivariate Markov chain model with the new convergence condition of the new variability performs better than the improved parsimonious multivariate Markov chain model in prediction.
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parsimonious multivariate Markov chain model
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prediction accuracy
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0.7954139113426208
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0.7903279066085815
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0.7560780644416809
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0.7384765148162842
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0.7369800806045532
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