Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (Q2508906)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting timeseries by continuous-time Markov chains: a quadratic programming approach |
scientific article |
Statements
Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (English)
0 references
20 October 2006
0 references
embedding problem
0 references
inverse problems
0 references
timeseries analysis
0 references
numerical examples
0 references
stochastic matrix
0 references
eigenspectrum
0 references
quadratic programming
0 references
molecular dynamics
0 references
atmospheric flows
0 references
0 references
