Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
An Efficient Algorithm for Applied Implementation of Higher-Order Markov Models for Time Series Forecasting. / Belousova, Ekaterina E.; Rakitskiy, Anton.
International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices, EDM. IEEE Computer Society, 2024. стр. 1870-1873 (International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices, EDM).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
}
TY - GEN
T1 - An Efficient Algorithm for Applied Implementation of Higher-Order Markov Models for Time Series Forecasting
AU - Belousova, Ekaterina E.
AU - Rakitskiy, Anton
N1 - Conference code: 25
PY - 2024
Y1 - 2024
N2 - Markov chains can be used to predict the next state of a stationary time series with discrete time. This method models the probability distribution of future states based on one current state or a few previous states without knowing the complete history of the stochastic system. A naive implementation of such a model has some disadvantages, including the rapid increase in the size of the probability transition matrix, the possibility of zero transitions, and the potential changes in transition probabilities over time. In this paper, the paper proposes an effective method for implementing Markov chains. The article describes an algorithm for training the model and proposes the use of a sliding window technique to reevaluate probabilities. Additionally, the paper proposes optimization techniques associated with matrix multiplication and exponentiation as well as the introduction of artificial noise in the model for prediction purposes. First, this paper presents the basic concepts of Markov chains. Then, it reviews the native approach to implementing a Markov chain-based forecasting technique and proposes an improved implementation algorithm. Finally, the experimental results are presented to demonstrate the potential of the proposed method.
AB - Markov chains can be used to predict the next state of a stationary time series with discrete time. This method models the probability distribution of future states based on one current state or a few previous states without knowing the complete history of the stochastic system. A naive implementation of such a model has some disadvantages, including the rapid increase in the size of the probability transition matrix, the possibility of zero transitions, and the potential changes in transition probabilities over time. In this paper, the paper proposes an effective method for implementing Markov chains. The article describes an algorithm for training the model and proposes the use of a sliding window technique to reevaluate probabilities. Additionally, the paper proposes optimization techniques associated with matrix multiplication and exponentiation as well as the introduction of artificial noise in the model for prediction purposes. First, this paper presents the basic concepts of Markov chains. Then, it reviews the native approach to implementing a Markov chain-based forecasting technique and proposes an improved implementation algorithm. Finally, the experimental results are presented to demonstrate the potential of the proposed method.
KW - Markov chains
KW - forecasting
KW - higher-order Markov models
KW - probability matrix
KW - time series
UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-85201963534&origin=inward&txGid=ee774640e4de088c1f4b737417146ed6
UR - https://www.mendeley.com/catalogue/b0aaabb6-65eb-3a35-ae37-69802407d842/
U2 - 10.1109/EDM61683.2024.10615065
DO - 10.1109/EDM61683.2024.10615065
M3 - Conference contribution
SN - 9798350389234
T3 - International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices, EDM
SP - 1870
EP - 1873
BT - International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices, EDM
PB - IEEE Computer Society
T2 - 25th IEEE International Conference of Young Professionals in Electron Devices and Materials
Y2 - 28 June 2024 through 2 July 2024
ER -
ID: 60549048