Hidden Markov Model
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Analysis of Gold Price Trend Using the Hidden Markov Model
Abstract: This study aims to analyze the behavior of gold prices in India through a two-state Hidden Markov Model (HMM). We first formulated crucial parameters, such as the Transition Probability Matrix (TPM), Initial Probability Vector (IPV), and Emission Probability Matrix (EPM). Subsequently, we constructed a hidden Markov probability distribution and evaluated Pearson’s coefficients to gauge the correlations separately for each state. The goodness of fit of the developed model was assessed …
Published in Research & Reviews: Discrete Mathematical Structures · Vol. 11, Issue 2, 2024 · pp. 7–16 Read article
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Modeling the Novel Coronavirus Disease (COVID-19) as Hidden Markov Chains
Abstract: The Hidden Markov Model has over the years been an appropriate method for modeling diseases such as HIV AIDS, heart failure, and so on. With the ongoing pandemic affecting Nigeria by being responsible for 2,745 death cases out of 207,616 confirmed cases as of October 10, 2021, the need to study an important parameter of COVID-19, the case fatality rate by building a model and estimating the case fatality rate …
Published in Research & Reviews : Journal of Statistics Read article