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Sponsored by the Center for Science and Technology Development of the Ministry of Education
Supervised by Ministry of Education of the People's Republic of China
In this paper, we focus on constructing a more simplified higher-order multivariate Markov chain model. A higher-order multivariate Markov chain model for multiple categorical data sequences is proposed, and the number of parameters of the model is only O((n+s)sm2). Moreover,the convergence property is also analysed. Numerical experiments show that the model proposed is efficient.
Keywords:Higher-order multivariate Markov chain; Categorical data sequences; Multivariate Markov chain