Application of Markov chains to analyze and predict the time series

DOI10.5539/MAS.V4N5P162zbMATH Open1200.62116OpenAlexW2027903142MaRDI QIDQ3587503FDOQ3587503

Authors: Tie Liu 

Publication date: 8 September 2010

Published in: Modern Applied Science (Search for Journal in Brave)

Full work available at URL: http://ccsenet.org/journal/index.php/mas/article/view/6040

Recommendations

• Non-linear time series and Markov chains
• Higher-order multivariate Markov chains and their applications
• Higher-order Markov chain models for categorical data sequences
• Markov chain models, time series analysis and extreme value theory
• Performance modelling and Markov chains

zbMATH Keywords

time series analysisMarkov chains

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (4)

• Simulation study to identify the characteristics of Markov chain properties
• Pattern formation of multi-AUV systems with the optical sensor based on displacement-based formation control
• An enhanced absorbing Markov chain model for predicting TAIEX index futures
• Prediction of MOOC computational thinking learning scale based on Markov chain

This page was built for publication: Application of Markov chains to analyze and predict the time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3587503)