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- Publisher Website: 10.1093/imaman/dpl014
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Article: Interactive hidden Markov models and their applications
Title | Interactive hidden Markov models and their applications |
---|---|
Authors | |
Keywords | Categorical time series Hidden Markov model Prediction of demand Steady-state probability distribution |
Issue Date | 2007 |
Publisher | Oxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/ |
Citation | Ima Journal Management Mathematics, 2007, v. 18 n. 1, p. 85-97 How to Cite? |
Abstract | In this paper, we propose an Interactive hidden Markov model (IHMM). In a traditional HMM, the observable states are affected directly by the hidden states, but not vice versa. In the proposed IHMM, the transitions of hidden states depend on the observable states. We also develop an efficient estimation method for the model parameters. Numerical examples on the sales demand data and economic data are given to demonstrate the applicability of the model. |
Persistent Identifier | http://hdl.handle.net/10722/156177 |
ISSN | 2023 Impact Factor: 1.9 2023 SCImago Journal Rankings: 0.730 |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Ching, WK | en_HK |
dc.contributor.author | Fung, E | en_HK |
dc.contributor.author | Ng, M | en_HK |
dc.contributor.author | Siu, TK | en_HK |
dc.contributor.author | Li, WK | en_HK |
dc.date.accessioned | 2012-08-08T08:40:43Z | - |
dc.date.available | 2012-08-08T08:40:43Z | - |
dc.date.issued | 2007 | en_HK |
dc.identifier.citation | Ima Journal Management Mathematics, 2007, v. 18 n. 1, p. 85-97 | en_HK |
dc.identifier.issn | 1471-678X | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/156177 | - |
dc.description.abstract | In this paper, we propose an Interactive hidden Markov model (IHMM). In a traditional HMM, the observable states are affected directly by the hidden states, but not vice versa. In the proposed IHMM, the transitions of hidden states depend on the observable states. We also develop an efficient estimation method for the model parameters. Numerical examples on the sales demand data and economic data are given to demonstrate the applicability of the model. | en_HK |
dc.language | eng | en_US |
dc.publisher | Oxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/ | en_HK |
dc.relation.ispartof | IMA Journal Management Mathematics | en_HK |
dc.rights | IMA Journal of Management Mathematics. Copyright © Oxford University Press. | - |
dc.subject | Categorical time series | en_HK |
dc.subject | Hidden Markov model | en_HK |
dc.subject | Prediction of demand | en_HK |
dc.subject | Steady-state probability distribution | en_HK |
dc.title | Interactive hidden Markov models and their applications | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Ching, WK: wching@hku.hk | en_HK |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_HK |
dc.identifier.authority | Ching, WK=rp00679 | en_HK |
dc.identifier.authority | Li, WK=rp00741 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1093/imaman/dpl014 | en_HK |
dc.identifier.scopus | eid_2-s2.0-33845383467 | en_HK |
dc.identifier.hkuros | 125188 | - |
dc.identifier.volume | 18 | en_HK |
dc.identifier.issue | 1 | en_HK |
dc.identifier.spage | 85 | en_HK |
dc.identifier.epage | 97 | en_HK |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Ching, WK=13310265500 | en_HK |
dc.identifier.scopusauthorid | Fung, E=7005440799 | en_HK |
dc.identifier.scopusauthorid | Ng, M=34571761900 | en_HK |
dc.identifier.scopusauthorid | Siu, TK=8655758200 | en_HK |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_HK |
dc.identifier.citeulike | 986526 | - |
dc.identifier.issnl | 1471-678X | - |