Time series modeling and forecasting based on a Markov chain with changing transition matrices.

Antoni Wilinski

Published in: Expert Syst. Appl. (2019)

Keyphrases

markov chain
transition matrices
steady state
finite state
random walk
markov model
monte carlo simulation
monte carlo method
transition probabilities
stationary distribution
markov decision processes
monte carlo
state space
transition matrix
machine learning
long run
non stationary
queueing networks
support vector