A mixture transition distribution modeling for higher-order circular Markov processes
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866909380954292224 |
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| author | Ogata, Hiroaki Shiohama, Takayuki |
| author_facet | Ogata, Hiroaki Shiohama, Takayuki |
| contents | The stationary higher-order Markov process for circular data is considered. We employ the mixture transition distribution (MTD) model to express the transition density of the process on the circle. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models. The structures of the circular autocorrelation function together with the circular partial autocorrelation function are found to be similar to those of the autocorrelation and partial autocorrelation functions of the real-valued autoregressive process when the underlying binding density has zero sine moments. The validity of the model is assessed by applying it to some Monte Carlo simulations and real directional data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_00874 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A mixture transition distribution modeling for higher-order circular Markov processes Ogata, Hiroaki Shiohama, Takayuki Methodology The stationary higher-order Markov process for circular data is considered. We employ the mixture transition distribution (MTD) model to express the transition density of the process on the circle. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models. The structures of the circular autocorrelation function together with the circular partial autocorrelation function are found to be similar to those of the autocorrelation and partial autocorrelation functions of the real-valued autoregressive process when the underlying binding density has zero sine moments. The validity of the model is assessed by applying it to some Monte Carlo simulations and real directional data. |
| title | A mixture transition distribution modeling for higher-order circular Markov processes |
| topic | Methodology |
| url | https://arxiv.org/abs/2304.00874 |