Higher-order Markov chain models for categorical data sequences

Higher-order Markov chain models for categorical data sequences

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Article ID: iaor20052292
Country: United States
Volume: 51
Issue: 4
Start Page Number: 557
End Page Number: 574
Publication Date: Jun 2004
Journal: Naval Research Logistics
Authors: , ,
Keywords: programming: linear
Abstract:

In this paper we study higher-order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher-order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction.

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