Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (Q2508906)
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scientific article; zbMATH DE number 5066057
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| English | Fitting timeseries by continuous-time Markov chains: a quadratic programming approach |
scientific article; zbMATH DE number 5066057 |
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Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (English)
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20 October 2006
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embedding problem
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inverse problems
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timeseries analysis
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numerical examples
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stochastic matrix
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eigenspectrum
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quadratic programming
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molecular dynamics
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atmospheric flows
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0.89084995
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0.8627224
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0.8573519
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0.85315716
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0.8522831
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0.8519354
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