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- Publisher Website: 10.1093/imaman/13.3.187
- Scopus: eid_2-s2.0-0345055705
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Article: A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
Title | A multivariate Markov chain model for categorical data sequences and its applications in demand predictions |
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Authors | |
Keywords | Demand Prediction Markov Model Multivariate |
Issue Date | 2002 |
Publisher | Oxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/ |
Citation | Ima Journal Management Mathematics, 2002, v. 13 n. 3, p. 187-199 How to Cite? |
Abstract | Markov models are commonly used in modelling many practical systems such as telecommunication systems, manufacturing systems and inventory systems. In this paper we propose a multivariate Markov chain model for modelling multiple categorical data sequences. We develop efficient estimation methods for the model parameters. We then apply the model and method to demand predictions for a soft-drink company in Hong Kong. |
Persistent Identifier | http://hdl.handle.net/10722/156119 |
ISSN | 2023 Impact Factor: 1.9 2023 SCImago Journal Rankings: 0.730 |
DC Field | Value | Language |
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dc.contributor.author | Ching, WK | en_US |
dc.contributor.author | Fung, ES | en_US |
dc.contributor.author | Ng, MK | en_US |
dc.date.accessioned | 2012-08-08T08:40:28Z | - |
dc.date.available | 2012-08-08T08:40:28Z | - |
dc.date.issued | 2002 | en_US |
dc.identifier.citation | Ima Journal Management Mathematics, 2002, v. 13 n. 3, p. 187-199 | en_US |
dc.identifier.issn | 1471-678X | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/156119 | - |
dc.description.abstract | Markov models are commonly used in modelling many practical systems such as telecommunication systems, manufacturing systems and inventory systems. In this paper we propose a multivariate Markov chain model for modelling multiple categorical data sequences. We develop efficient estimation methods for the model parameters. We then apply the model and method to demand predictions for a soft-drink company in Hong Kong. | en_US |
dc.language | eng | en_US |
dc.publisher | Oxford University Press. The Journal's web site is located at http://imaman.oxfordjournals.org/ | en_US |
dc.relation.ispartof | IMA Journal Management Mathematics | en_US |
dc.subject | Demand Prediction | en_US |
dc.subject | Markov Model | en_US |
dc.subject | Multivariate | en_US |
dc.title | A multivariate Markov chain model for categorical data sequences and its applications in demand predictions | en_US |
dc.type | Article | en_US |
dc.identifier.email | Ching, WK:wching@hku.hk | en_US |
dc.identifier.authority | Ching, WK=rp00679 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1093/imaman/13.3.187 | en_US |
dc.identifier.scopus | eid_2-s2.0-0345055705 | en_US |
dc.identifier.volume | 13 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 187 | en_US |
dc.identifier.epage | 199 | en_US |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Ching, WK=13310265500 | en_US |
dc.identifier.scopusauthorid | Fung, ES=7005440799 | en_US |
dc.identifier.scopusauthorid | Ng, MK=34571761900 | en_US |
dc.identifier.issnl | 1471-678X | - |