Title :
Research and Application of Corrected Weighted Markov Model by Method of Stochastic Optimization Burnishing
Author :
Liu Weijie ; Jia Jianhua
Author_Institution :
Jingdezhen Ceramic Inst., Jingdezhen, China
Abstract :
In order to overcome the stochastic volatility and state of non-after-effect, we use the b-spline polishing method which have excellent properties of approximation, smoothness, convexity preserving and integrity to randomly optimize and modify weighted Markov model, and eventually corrected weighted Markov model by method of stochastic optimization burnishing. When the model is applied to prediction of annual precipitation, the results show that corrected weighted Markov model by method of stochastic optimization burnishing has higher prediction accuracy, which has important research value and realistic function.
Keywords :
Markov processes; approximation theory; convex programming; splines (mathematics); weather forecasting; annual precipitation prediction; approximation properties; b-spline polishing method; convexity integrity properties; convexity preserving properties; corrected weighted Markov model; non after-effect state; smoothness properties; stochastic optimization burnishing method; stochastic volatility; Burnishing; Data models; Fluctuations; Markov processes; Optimization; Predictive models; prediction; stochastic optimization; weighted Markov chain model;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2013 Fifth International Conference on
Conference_Location :
Shiyang
DOI :
10.1109/ICCIS.2013.45