Hidden Markov Models for Time Series, Zucchini

Автор: Olivier Capp?; Eric Moulines; Tobias Ryden
Название: Inference in Hidden Markov Models
ISBN: 1441923195 ISBN-13(EAN): 9781441923196
Издательство: Springer
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Цена: 27251.00 р.
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Описание: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. The book builds on recent developments, both at the foundational level and the computational level, to present a self-contained view.

Автор: Ching Wai-Ki, Ng Michael K.
Название: Markov Chains: Models, Algorithms and Applications
ISBN: 0387293353 ISBN-13(EAN): 9780387293356
Издательство: Springer
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Цена: 13270.00 р.
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Описание: Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This title outlines developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, and many other practical systems.

Автор: Guglielmo d`Amico, Giuseppe di Biase, Jacques Janssen, Raimondo Manca
Название: Semi-Markov Migration Models for Credit Risk
ISBN: 1848219059 ISBN-13(EAN): 9781848219052
Издательство: Wiley
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Цена: 22010.00 р.
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Описание: Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk.

Автор: Hernandez-Lerma
Название: Discrete-Time Markov Control Processes
ISBN: 0387945792 ISBN-13(EAN): 9780387945798
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This text provides a unified treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbound costs and non-compact control constraint sets.

Автор: Sylvia Fr?hwirth-Schnatter
Название: Finite Mixture and Markov Switching Models
ISBN: 144192194X ISBN-13(EAN): 9781441921949
Издательство: Springer
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Цена: 21661.00 р.
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Описание: This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modeling, showing how finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated.

Автор: Yuriy E Obzherin
Название: Semi-Markov Models
ISBN: 0128022124 ISBN-13(EAN): 9780128022122
Издательство: Elsevier Science
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Цена: 11620.00 р.
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Описание: Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control. . Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability and efficiency, and utilizing the method of asymptotic phase enlargement developed by V.S. Korolyuk and A.F. Turbin. The work then explores semi-Markov models of latent failures control in two-component systems. Building on these results, solutions are provided for the problems of optimal periodicity of control execution. Finally, the book presents a comparative analysis of analytical and imitational modeling of some one- and two-component systems, before discussing practical applications of the results