A New Improved Parsimonious Multivariate Markov Chain Model

作者:Wang, Chao*; Huang, Ting-Zhu
来源:Journal of Applied Mathematics, 2013, 2013: 902972.
DOI:10.1155/2013/902972

摘要

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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