Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

in this paper by using the data related to the monthly precipitation of 13 stations situated in west azerbaijan province of iran in a time period of 34 years, monitoring and forecasting the probability of a drought occurrence is evaluated in next coming months. in this process, first the monthly precipitation amounts for each rainfall station are used in order to calculate the standardized prec...

to evaluate and predict component-based software security, a two-dimensional model of software security is proposed by stochastic petri net in this paper. in this approach, the software security is modeled by graphical presentation ability of petri nets, and the quantitative prediction is provided by the evaluation capability of stochastic petri net and the computing power of markov chain. each...

Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method h...

Keywords: Bayesian model selection Reversible jump Markov chain Monte Carlo Autoregressive fractional integrated moving average models Long memory processes a b s t r a c t Various model selection criteria such as Akaike information criterion (AIC; Akaike, 1973), Bayesian information criterion (BIC; Akaike, 1979) and Hannan–Quinn criterion (HQC; Hannan, 1980) are used for model specification in...

Many mechanisms to improve the performance have been proposed in the IEEE 802.15.4 Wireless sensor networks area, due to its high influence in the modern day world. Most of them have improved the performance of the network compared to the standard CSMA/CA backoff method. But still there are improvements to almost every method proposed. In this paper, we have proposed a hybrid binary exponential...

In this paper, we consider a queueing model for machine repairing system with Bernoulli vacation schedule. The failure times, repair times and vacation times are all assumed to be exponentially distributed. In congestion, the server may increase the repair rate with pressure coefficient  to reduce the queue length. We assume that the server begins the working vacation when the system is empty....

We analyze the performance of an Additive Increase Multiplicative Decrease (AIMD)-like flow control mechanism. The transmission rate is considered to increase linearly in time until the receipt of a congestion notification, when the transmission rate is multiplicatively decreased. AIMD captures the steady state behavior of TCP in the absence of timeouts and in the absence of maximum window size...

We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...

Orthogonal time frequency space (OTFS) modulation is a 2-dimensional (2D) modulation scheme designed in the delay-Doppler domain, unlike traditional modulation schemes which are designed in the time-frequency domain. Through a series of 2D transformations, OTFS converts a doubly-dispersive channel into an almost non-fading channel in the delay-Doppler domain. In this domain, each symbol in a fr...