Artificial intelligence

Scientific journal

ISSN 2710-1673

ONLINE: ISSN 2710-1681

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Виявлення залежностей більшої глибини на основі марковських моделей

Kharin Y.1, Piatlitski A.2, Maltsew M.3
1 НІІ прикладних проблем атематики та інформатика БДУ
2 НІІ прикладних проблем атематики та інформатика БДУ
3 НІІ прикладних проблем атематики та інформатика БДУ

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UDC: 519.2
Publication Language: Russian
Stuc. intelekt. 2008; 13(3):121-127

Abstract: Statistical decision rules for detection of high-order dependencies and for testing of s dimensional uniformity of discrete time series are constructed. The first test is based on frequency statistics of Markov chain with partial connections. The second test is based on frequency statistics of variable length Markov chain. Asymptotic properties of proposed tests are found. Numerical results are given.

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