Browsing by Subject "Markov chain"

Article

Modelling precipitation in Sweden using multiple step markov chains and a composite model

Lennartsson, J.; Baxevani, Anastassia; Chen, D. (2008)

In this paper, we propose a new method for modelling precipitation in Sweden. We consider a chain dependent stochastic model that consists of a component that models the probability of occurrence of precipitation at a ...

Article

Regression Theory for Categorical Time Series

Fokianos, Konstantinos; Kedem, B. (2003)

Categorical - or qualitative - time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the data analyst is ...

Article

Space-time models for moving fields with an application to significant wave height fields

Ailliot, P.; Baxevani, Anastassia; Cuzol, A.; Monbet, V.; Raillard, N. (2011)

The surface of the ocean, and so such quantities as the significant wave height, $H-s$, can be thought of as a random surface that develops over time. In this paper, we explore certain types of random fields in space and ...

Article

Spectral multipliers for Markov chains

Alexopoulos, Georgios K. (2004)

We prove an analog to the classical Mikhlin-Hörmander multiplier theorem for Markov chains.