Improved grey-Markov chain algorithm for forecasting.

Zhijun Li Weiwei Wang Mianyun Chen

Published in: Kybernetes (2009)

Keyphrases

markov chain
monte carlo
markov model
learning algorithm
optimal solution
objective function
monte carlo simulation
dynamic programming
em algorithm
bayesian networks
steady state
finite state
transition matrix
search space
closed form
bayesian framework
neural network
transition probabilities