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Semi Markov Models

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Introduction to Hidden Semi Markov Models

Introduction to Hidden Semi Markov Models Book
Author : John Van der Hoek,Robert J. Elliott
Publisher : Cambridge University Press
Release : 2019
ISBN : 1108421601
Language : En, Es, Fr & De

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Book Description :

Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.

Semi Markov Chains and Hidden Semi Markov Models toward Applications

Semi Markov Chains and Hidden Semi Markov Models toward Applications Book
Author : Vlad Stefan Barbu,Nikolaos Limnios
Publisher : Springer Science & Business Media
Release : 2009-01-07
ISBN : 0387731733
Language : En, Es, Fr & De

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Book Description :

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Semi Markov Models

Semi Markov Models Book
Author : Jacques Janssen
Publisher : Springer Science & Business Media
Release : 2013-11-11
ISBN : 148990574X
Language : En, Es, Fr & De

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Book Description :

This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

Semi Markov Risk Models for Finance Insurance and Reliability

Semi Markov Risk Models for Finance  Insurance and Reliability Book
Author : Jacques Janssen,Raimondo Manca
Publisher : Springer Science & Business Media
Release : 2007-05-15
ISBN : 0387707301
Language : En, Es, Fr & De

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Book Description :

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.

Semi Markov Models and Applications

Semi Markov Models and Applications Book
Author : Jacques Janssen,Nikolaos Limnios
Publisher : Springer Science & Business Media
Release : 2013-12-01
ISBN : 1461332885
Language : En, Es, Fr & De

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Book Description :

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Hidden Semi Markov Models

Hidden Semi Markov Models Book
Author : Shun-Zheng Yu
Publisher : Morgan Kaufmann
Release : 2015-10-22
ISBN : 0128027711
Language : En, Es, Fr & De

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Book Description :

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. Discusses the latest developments and emerging topics in the field of HSMMs Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. Shows how to master the basic techniques needed for using HSMMs and how to apply them.

An Age Dependent Absorbing Semi Markov Model of Post entitlement Work Histories of the Disabled Beneficiaries

An Age Dependent  Absorbing  Semi Markov Model of Post entitlement Work Histories of the Disabled Beneficiaries Book
Author : John C. Hennessey,United States. Social Security Administration. Office of Research and Statistics
Publisher : Unknown
Release : 1980
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download An Age Dependent Absorbing Semi Markov Model of Post entitlement Work Histories of the Disabled Beneficiaries book written by John C. Hennessey,United States. Social Security Administration. Office of Research and Statistics, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Random Effects and Covariates in a Semi Markov Model

Random Effects and Covariates in a Semi Markov Model Book
Author : Juliann Kathleen Martel
Publisher : Unknown
Release : 1991
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Random Effects and Covariates in a Semi Markov Model book written by Juliann Kathleen Martel, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

NASA Technical Paper

NASA Technical Paper Book
Author : Anonim
Publisher : Unknown
Release : 1988
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download NASA Technical Paper book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Estimation and Validation of Semi markovian Patient Flow Models

Estimation and Validation of Semi markovian Patient Flow Models Book
Author : Elliott N. Weiss,Morris A. Cohen,John C. Hershey
Publisher : Unknown
Release : 1980
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Estimation and Validation of Semi markovian Patient Flow Models book written by Elliott N. Weiss,Morris A. Cohen,John C. Hershey, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Semi Markov Processes and Reliability

Semi Markov Processes and Reliability Book
Author : Nikolaos Limnios,G. Oprisan
Publisher : Springer Science & Business Media
Release : 2001-02-16
ISBN : 9780817641962
Language : En, Es, Fr & De

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Book Description :

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

Synthetic Bounds for Semi Markov Reliability Models

Synthetic Bounds for Semi Markov Reliability Models Book
Author : Anonim
Publisher : Unknown
Release : 1985
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Synthetic Bounds for Semi Markov Reliability Models book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Model Reduction by Trimming for a Class of Semi Markov Reliability Models and the Corresponding Error Bound

Model Reduction by Trimming for a Class of Semi Markov Reliability Models and the Corresponding Error Bound Book
Author : Allan L. White
Publisher : Unknown
Release : 1991
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Model Reduction by Trimming for a Class of Semi Markov Reliability Models and the Corresponding Error Bound book written by Allan L. White, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Indicators of Crime and Criminal Justice

Indicators of Crime and Criminal Justice Book
Author : Stephen E. Fienberg,Albert J. Reiss
Publisher : Unknown
Release : 1980
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Indicators of Crime and Criminal Justice book written by Stephen E. Fienberg,Albert J. Reiss, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

NASA Tech Briefs

NASA Tech Briefs Book
Author : Anonim
Publisher : Unknown
Release : 1993
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download NASA Tech Briefs book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Bayesian Inference for Inverse Gaussian Distribution and Semi Markov Processes with Emphasis on Analysis of Buying Behavior

Bayesian Inference for Inverse Gaussian Distribution and Semi Markov Processes with Emphasis on Analysis of Buying Behavior Book
Author : Asit Kumar Banerjee
Publisher : Unknown
Release : 1974
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Bayesian Inference for Inverse Gaussian Distribution and Semi Markov Processes with Emphasis on Analysis of Buying Behavior book written by Asit Kumar Banerjee, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Dynamic Semi Markov Analysis of Consumer Response

Dynamic Semi Markov Analysis of Consumer Response Book
Author : John R. Hauser,Kenneth Joseph Wisniewski,Northwestern University (Evanston, Ill.). Transportation Center
Publisher : Unknown
Release : 1980
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Dynamic Semi Markov Analysis of Consumer Response book written by John R. Hauser,Kenneth Joseph Wisniewski,Northwestern University (Evanston, Ill.). Transportation Center, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Dynamic Probabilistic Systems

Dynamic Probabilistic Systems Book
Author : Ronald A. Howard
Publisher : Courier Corporation
Release : 2012-05-04
ISBN : 0486140679
Language : En, Es, Fr & De

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Book Description :

An integrated work in two volumes, this text teaches readers to formulate, analyze, and evaluate Markov models. The first volume treats basic process; the second, semi-Markov and decision processes. 1971 edition.

Semi Markov Migration Models for Credit Risk

Semi Markov Migration Models for Credit Risk Book
Author : Guglielmo D'Amico,Giuseppe Di Biase,Jacques Janssen,Raimondo Manca
Publisher : John Wiley & Sons
Release : 2017-06-01
ISBN : 1119415128
Language : En, Es, Fr & De

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Book Description :

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. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary to complete this descriptive orientation. This book presents a complete presentation of such a category of models using homogeneous and non-homogeneous semi-Markov processes developed by the authors in several recent papers. This approach provides a good method of evaluating the default risk and the classical VaR indicators used for Solvency II and Basel III governance rules. This book is the first to present a complete semi-Markov treatment of credit risk while also insisting on the practical use of the models presented here, including numerical aspects, so that this book is not only useful for scientific research but also to managers working in this field for banks, insurance companies, pension funds and other financial institutions.