KVLMM: A Trajectory Prediction Method Based on a Variable-Order Markov Model With Kernel Smoothing
IEEE Access, 2018 With the dramatic proliferation of global positioning system (GPS) devices, a rich range of research has been conducted on the analysis of GPS trajectories.
Xing Wang +3 more
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Change Detection of Markov Kernels with Unknown Pre and Post Change Kernel [PDF]
2022 IEEE 61st Conference on Decision and Control (CDC), 2022 In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown.
Hao Chen, Jiacheng Tang, Abhishek Gupta
semanticscholar +3 more sources
Ergodicity and regime recoverability in finite Markov-modulated random walks [PDF]
Scientific ReportsWe study a finite Markov-modulated random walk (MMRW) on a one-dimensional lattice with reflecting boundaries, where a hidden finite-state Markov environment $$E_t$$ selects at each time step a regime-specific random walk kernel for the position process $
Arina Pambukyan +2 more
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A System of Multivariable Krawtchouk Polynomials and a Probabilistic Application [PDF]
Symmetry, Integrability and Geometry: Methods and Applications, 2011 The one variable Krawtchouk polynomials, a special case of the 2F1 function did appear in the spectral representation of the transition kernel for a Markov chain studied a long time ago by M. Hoare and M. Rahman.
F. Alberto Grünbaum, Mizan Rahman
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Quantitative Approximation of the Probability Distribution of a Markov Process by Formal Abstractions [PDF]
Logical Methods in Computer Science, 2015 The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time, which allows for
Sadegh Esmaeil Zadeh Soudjani +1 more
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Study on the spatial and temporal evolution characteristics and spatial influencing factors of carbon emission intensity in commercial land [PDF]
Scientific ReportsUnder China’s dual carbon strategy, the supporting role of commercial land in achieving this goal should be reconsidered. This paper uses Kernel density estimation and Markov chain analysis to examine the trends in carbon emission intensity of commercial
Nuolan Tian, Lingzhi Tan
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Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [PDF]
Iranian Journal of Finance, 2021 The modeling of strategies for buying and selling in Stock Market Investment has been the object of numerous advances and uses in economic studies, both theoretically and empirically.
Hossein Naderi +3 more
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Total positivity of copulas from a Markov kernel perspective [PDF]
Journal of Mathematical Analysis and Applications, 2022 The underlying dependence structure between two random variables can be described in manifold ways. This includes the examination of certain dependence properties such as lower tail decreasingness (LTD), stochastic increasingness (SI) or total positivity
S. Fuchs, Marco Tschimpke
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Decomposition of Finitely Additive Markov Chains in Discrete Space
Mathematics, 2022 In this study, we consider general Markov chains (MC) defined by a transition probability (kernel) that is finitely additive. These Markov chains were constructed by S. Ramakrishnan within the concepts and symbolism of game theory.
Alexander Zhdanok, Anna Khuruma
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IEEE Transactions on Circuits and Systems Part 1: Regular Papers, 2021 In this paper, the $\mathcal {H}_{\infty }$ stabilization problem is studied for discrete-time semi-Markov jump singularly perturbed systems (SMJSPSs) with repeated scalar nonlinearities.
Hao Shen +4 more
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