Markov chains
4,194 Followers
Recent papers in Markov chains
One concern with current techniques of UV reactor validation is that they provide only a measure of the mean UV fluence. In this research, the actual fluence distribution of a UV reactor is measured through the use of photochemically... more
This paper proposes and compares portfolio selection models under the assumption that the portfolios of returns follow a GARCH type process. We compute the price/return distribution at some future time approximating the GARCH process with... more
The Hsp20 genes are associated with stress caused by HS and other abiotic factors, but have recently been found to be associated with the response to biotic stresses. These genes represent the most abundant class among the HSPs in plants,... more
— This paper presents a method for short-term electricity price forecasting based on combination of the Monte Carlo simulation and Markov chains. The method provides an estimation of the probabilities of various electricity price ranges,... more
Markov chains are mathematical models that use concepts from probability to describe how a system changes from one state to another. The basic ideas were developed by the Russian mathematician A. A. Markov about 100 years ago. These... more
The basic theory of Markov chains has been known to mathematicians and engineers for close to 80 years, but it is only in the past decade that it has been applied explicitly to problems in speech processing. One of the major reasons why... more
To compare the cost-effectiveness of treating prostate cancer patients with intensity-modulated radiation therapy and a spacer (IMRT+S) versus IMRT-only without a spacer (IMRT-O). A decision-analytic Markov model was constructed to... more
This study develops forecasts of the number of people with diagnosed diabetes and diagnosed diabetes prevalence in the United States through the year 2050. A Markov modeling framework is used to generate forecasts by age, race and... more
In this paper concerned with the study of queueing model for teletraffic. In teletraffic data are related to internet and other complex telecommunications systems. They include packet sizes, inter-arrival times, download times and... more
Life table analysis has traditionally been the tool of choice in analyzing distribution of "survival" times when a parametric form for the survival curve could not be reasonably assumed. Chiang, in two papers [1,2] formalized... more
The aim of this paper is to present an R library, called tdc.msm, developed to analyze multi-state survival data. In this library, the time-dependent regression model and multi-state models are included as two possible approaches for such... more
To analyze whether two dietary weight loss interventions--the dietary approaches to stop hypertension (DASH) program and a low-fat diet program--would be cost-effective in Australia, and to assess their potential to reduce the disease... more
The relation of the Polya-Aeppli distribution of probabilities (also known as the Poisson-Geometric distribution) with random processes in the stationary case is considered in this article. Then the above mentioned distribution is... more
The aim of this project is to research and implement multiple learning-based and search-based automated level design techniques. The types of techniques used are influenced by structures used in games and in other forms of media. This... more