Multivariate Markov chain models

Eric S. Fung; Wai Ki Ching; Sydney Chu; Michael K. Ng; Wenan Zang

doi:10.1109/ICSMC.2002.1176055

Multivariate Markov chain models

Eric S. Fung
, Wai Ki Ching
, Sydney Chu
, Michael K. Ng^*
, Wenan Zang

^*Corresponding author for this work

Department of Mathematics

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

1 Citation (Scopus)

Abstract

In this paper we study tnultivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model.

Original language	English
Title of host publication	2002 IEEE International Conference on Systems, Man and Cybernetics
Editors	Abdelkader El Kame1, Khaled Mellouli, Pierre Borne
Publisher	IEEE
Pages	295-299
Number of pages	5
Volume	7
ISBN (Print)	0780374371
DOIs	https://doi.org/10.1109/ICSMC.2002.1176055
Publication status	Published - Oct 2002
Event	2002 IEEE International Conference on Systems, Man and Cybernetics - Yasmine Hammamet, Tunisia Duration: 6 Oct 2002 → 9 Oct 2002 https://ieeexplore.ieee.org/xpl/conhome/8325/proceeding (Conference Proceedings)

Publication series

Name	Proceedings of the IEEE International Conference on Systems, Man and Cybernetics
Publisher	IEEE
ISSN (Print)	1062-922X

Conference

Conference	2002 IEEE International Conference on Systems, Man and Cybernetics
Country/Territory	Tunisia
City	Yasmine Hammamet
Period	6/10/02 → 9/10/02
Internet address	https://ieeexplore.ieee.org/xpl/conhome/8325/proceeding (Conference Proceedings)

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 9 Industry, Innovation, and Infrastructure

User-Defined Keywords

Markov chain
Estimation
Multivariate data

Access to Document

10.1109/ICSMC.2002.1176055

Cite this

Fung, E. S., Ching, W. K., Chu, S., Ng, M. K., & Zang, W. (2002). Multivariate Markov chain models. In A. E. Kame1, K. Mellouli, & P. Borne (Eds.), 2002 IEEE International Conference on Systems, Man and Cybernetics (Vol. 7, pp. 295-299). (Proceedings of the IEEE International Conference on Systems, Man and Cybernetics). IEEE. https://doi.org/10.1109/ICSMC.2002.1176055

@inproceedings{67020ecb29354995948c82236756602d,

title = "Multivariate Markov chain models",

abstract = "In this paper we study tnultivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model.",

keywords = "Markov chain, Estimation, Multivariate data",

author = "Fung, \{Eric S.\} and Ching, \{Wai Ki\} and Sydney Chu and Ng, \{Michael K.\} and Wenan Zang",

note = "Publisher Copyright: {\textcopyright} 2002 IEEE SMC. Funding Information: Wai Ki Ching, Sydney Chu, Michael K. Ng and Wenan Zang are the members of Operations Research Group, Department of Mathematics, The University of Hong Koug. The Operations Research Group is supported in part by Hung Hing Ying Physical Sciences Research fund, ORG: an Operations Research Programme Group project, 2002-2003.; 2002 IEEE International Conference on Systems, Man and Cybernetics ; Conference date: 06-10-2002 Through 09-10-2002",

year = "2002",

month = oct,

doi = "10.1109/ICSMC.2002.1176055",

language = "English",

isbn = "0780374371",

volume = "7",

series = "Proceedings of the IEEE International Conference on Systems, Man and Cybernetics",

publisher = "IEEE",

pages = "295--299",

editor = "Kame1, \{Abdelkader El\} and Khaled Mellouli and Pierre Borne",

booktitle = "2002 IEEE International Conference on Systems, Man and Cybernetics",

address = "United States",

url = "https://ieeexplore.ieee.org/xpl/conhome/8325/proceeding",

}

Fung, ES, Ching, WK, Chu, S, Ng, MK & Zang, W 2002, Multivariate Markov chain models. in AE Kame1, K Mellouli & P Borne (eds), 2002 IEEE International Conference on Systems, Man and Cybernetics. vol. 7, Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, IEEE, pp. 295-299, 2002 IEEE International Conference on Systems, Man and Cybernetics, Yasmine Hammamet, Tunisia, 6/10/02. https://doi.org/10.1109/ICSMC.2002.1176055

Multivariate Markov chain models. / Fung, Eric S.; Ching, Wai Ki; Chu, Sydney et al.
2002 IEEE International Conference on Systems, Man and Cybernetics. ed. / Abdelkader El Kame1; Khaled Mellouli; Pierre Borne. Vol. 7 IEEE, 2002. p. 295-299 (Proceedings of the IEEE International Conference on Systems, Man and Cybernetics).

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

TY - GEN

T1 - Multivariate Markov chain models

AU - Fung, Eric S.

AU - Ching, Wai Ki

AU - Chu, Sydney

AU - Ng, Michael K.

AU - Zang, Wenan

N1 - Publisher Copyright: © 2002 IEEE SMC. Funding Information: Wai Ki Ching, Sydney Chu, Michael K. Ng and Wenan Zang are the members of Operations Research Group, Department of Mathematics, The University of Hong Koug. The Operations Research Group is supported in part by Hung Hing Ying Physical Sciences Research fund, ORG: an Operations Research Programme Group project, 2002-2003.

PY - 2002/10

Y1 - 2002/10

N2 - In this paper we study tnultivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model.

AB - In this paper we study tnultivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model.

KW - Markov chain

KW - Estimation

KW - Multivariate data

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U2 - 10.1109/ICSMC.2002.1176055

DO - 10.1109/ICSMC.2002.1176055

M3 - Conference proceeding

AN - SCOPUS:0037670110

SN - 0780374371

VL - 7

T3 - Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

SP - 295

EP - 299

BT - 2002 IEEE International Conference on Systems, Man and Cybernetics

A2 - Kame1, Abdelkader El

A2 - Mellouli, Khaled

A2 - Borne, Pierre

PB - IEEE

T2 - 2002 IEEE International Conference on Systems, Man and Cybernetics

Y2 - 6 October 2002 through 9 October 2002

ER -

Multivariate Markov chain models

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