Parallel discretization of the Markov chain approximation for the autoregressive moving average chart.
Chang-Ho JihnM. Mujiya UlkhaqPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- markov chain
- autoregressive moving average
- steady state
- transition probabilities
- monte carlo simulation
- monte carlo
- random walk
- markov model
- state space
- monte carlo method
- autoregressive
- stationary distribution
- approximation algorithms
- queueing networks
- least squares
- transition matrix
- pairwise
- artificial neural networks