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The Non-parametric Estimation of Transitions Probability Matrix by using Clustering Analysis | ||
| Misan Journal of Acodemic Studies | ||
| Article 1, Volume 12, Issue 22, 2013, Pages 114-122 | ||
| Abstract | ||
| The aim of cluster analysis (clustering) is to classify a collection of data objects into clusters, such that objects within a cluster are more similar to each other than the objects in the other clusters. The change that happen on the state of the system with time become as behavior of Stochastic Process (Markov Chains)that changing with time ,we can represent the state of the system like Markov Chains and we can estimate the transitions probability matrix . We use the simulation to generating the data and apply the cluster analysis and estimate the transitions probability matrix. | ||
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