Results 11 to 20 of about 102,383 (223)

Project Cost Overrun Risk Prediction Using Hidden Markov Chain Analysis

open access: yesBuildings, 2023
Construction project cost overrun is a common problem in the construction industry. The cost of construction projects is thought to have increased by approximately 33% on average.
Sou-Sen Leu, Yanni Liu, Pei-Lin Wu
doaj   +1 more source

Dissipative control of a three-species food chain stochastic system with a hidden Markov chain

open access: yesAdvances in Difference Equations, 2017
This paper focuses on a three-species food chain system which is formulated as stochastic differential equations with regime switching represented by a hidden Markov chain. Firstly, using the Wonham filter, we estimate the hidden Markov chain through the
Yonggang Ma   +3 more
doaj   +1 more source

Analyticity of Entropy Rate of Hidden Markov Chains [PDF]

open access: yes, 2005
We prove that under mild positivity assumptions the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. A general principle to determine the domain of analyticity is stated.
Han, Guangyue, Marcus, Brian
core   +4 more sources

Hidden Markov Model Application to Transfer The Trader Online Forex Brokers

open access: yesCauchy: Jurnal Matematika Murni dan Aplikasi, 2012
Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online.
Farida Suharleni   +2 more
doaj   +1 more source

Optimal Control with Partially Observed Regime Switching: Discounted and Average Payoffs

open access: yesMathematics, 2022
We consider an optimal control problem with the discounted and average payoff. The reward rate (or cost rate) can be unbounded from above and below, and a Markovian switching stochastic differential equation gives the state variable dynamic.
Beatris Adriana Escobedo-Trujillo   +3 more
doaj   +1 more source

Features requirement elicitation process for designing a chatbot application

open access: yesIET Networks, EarlyView., 2022
This article seeks to assist the chatbot community by outlining the characteristics that a chatbot needs to possess and explaining how to create a chatbot for a bank. In order to determine which capabilities are most crucial to ending users, a study of a small sample of chatbot users was conducted.
Nurul Muizzah Johari   +4 more
wiley   +1 more source

Estimating hidden semi-Markov chains from discrete sequences. [PDF]

open access: yes, 2003
International audienceThis article addresses the estimation of hidden semi-Markov chains from nonstationary discrete sequences. Hidden semi-Markov chains are particularly useful to model the succession of homogeneous zones or segments along sequences.
Guédon, Yann
core   +3 more sources

Some limit properties for a hidden inhomogeneous Markov chain

open access: yesJournal of Inequalities and Applications, 2018
This paper presents a general strong limit theorem for delayed sum of functions of random variables for a hidden time inhomogeneous Markov chain (HTIMC), and as corollaries, some strong laws of large numbers for HTIMC are established thereby.
Yun Dong, Fang-qing Ding, Qi-feng Yao
doaj   +1 more source

Entropy rate of continuous-state hidden Markov chains [PDF]

open access: yes, 2010
We prove that under mild positivity assumptions, the entropy rate of a continuous-state hidden Markov chain, observed when passing a finite-state Markov chain through a discrete-time continuous-output channel, is analytic as a function of the transition ...
Han, G, Marcus, B
core   +2 more sources

Time series segmentation with shifting means hidden markov models [PDF]

open access: yesNonlinear Processes in Geophysics, 2006
We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means ...
Ath. Kehagias, V. Fortin
doaj  

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