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Modeling of Agricultural Price Data Using Hidden Markov Model

Show simple item record Joshni, George Seemon, Thomas 2019-04-29T09:55:48Z 2019-04-29T09:55:48Z 2019-05-01
dc.description.abstract 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) model. The parameters of the model are estimated using EM algorithm and the sequence of hidden states are obtained based on the best fitted model. en_US
dc.rights Attribution-NonCommercial-NoDerivatives 4.0 International *
dc.rights.uri *
dc.subject Markov Process en_US
dc.subject Transition Probability Matrix en_US
dc.subject Stationary Distribution en_US
dc.subject Decoding en_US
dc.title Modeling of Agricultural Price Data Using Hidden Markov Model en_US
dc.volume Volume 6 en_US
dc.issue Issue 1 en_US
dc.contributor.authorcountry India en_US
dc.contributor.authoraffiliation Department of Statistics, St.Thomas College Palai, Kottayam, Kerala , India. en_US
dc.source.title International Journal of Computational and Theoretical Statistics en_US
dc.abbreviatedsourcetitle IJCTS en_US

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