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Browsing 12. International Journal of Computational and Theoretical Statistics by Subject "Transition Probability Matrix"

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Browsing 12. International Journal of Computational and Theoretical Statistics by Subject "Transition Probability Matrix"

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  • Modeling of Agricultural Price Data Using Hidden Markov Model 
    Joshni, George; Seemon, Thomas (2019-05-01)
    In this paper, we explore the application of hidden Markov model (HMM) in the modeling of agricultural price data. Normal hidden Markov model is fitted and compared with univariate autoregressive moving average (ARMA) ...

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