AN HIGHER-ORDER MARKOV CHAIN MODEL FOR PREDICTION OF CATEGORICAL DATA SEQUENCES

Author(s):  
WAI KI CHING ◽  
ERIC S. FUNG ◽  
MICHAEL K. NG
2004 ◽  
Vol 51 (4) ◽  
pp. 557-574 ◽  
Author(s):  
Wai Ki Ching ◽  
Eric S. Fung ◽  
Michael K. Ng

2018 ◽  
Vol 19 (3) ◽  
pp. 449
Author(s):  
A. G. C. Pereira ◽  
F. A. S. Sousa ◽  
B. B. Andrade ◽  
Viviane Simioli Medeiros Campos

The aim of this study is to get further into the two-state Markov chain model for synthetic generation daily streamflows. The model proposed in Aksoy and Bayazit (2000) and Aksoy (2003) is based on a two Markov chains for determining the state of the stream. The ascension curve of the hydrograph is modeled by a two-parameter Gamma probability distribution function and is assumed that a recession curve of the hydrograph follows an exponentially function. In this work, instead of assuming a pre-defined order for the Markov chains involved in the modelling of streamflows, a BIC test is performed to establish the Markov chain order that best fit on the data. The methodology was applied to data from seven Brazilian sites. The model proposed here was  better than that one proposed by Aksoy but for two sites which have the lowest time series and are located in the driest regions.


Author(s):  
Mark Levene ◽  
George Loizou

Navigation through the web, colloquially known as "surfing", is one of the main activities of users during web interaction. When users follow a navigation trail they often tend to get disoriented in terms of the goals of their original query and thus the discovery of typical user trails could be useful in providing navigation assistance. Herein, we give a theoretical underpinning of user navigation in terms of the entropy of an underlying Markov chain modelling the web topology. We present a novel method for online incremental computation of the entropy and a large deviation result regarding the length of a trail to realize the said entropy. We provide an error analysis for our estimation of the entropy in terms of the divergence between the empirical and actual probabilities. We then indicate applications of our algorithm in the area of web data mining. Finally, we present an extension of our technique to higher-order Markov chains by a suitable reduction of a higher-order Markov chain model to a first-order one.


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