Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

Journal of Computational Physics

Volumn 217, Issue 2, 2006, Pages 782-805

  Crommelin, D T ^a   Vanden Eijnden, E ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Embedding problem; Inverse problems; Markov chains; Timeseries analysis

Indexed keywords

CLIMATE MODELS; CONTINUOUS TIME SYSTEMS; MARKOV PROCESSES; MOLECULAR DYNAMICS; PROBLEM SOLVING; QUADRATIC PROGRAMMING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

CLIMATE SCIENCE; CONTINOUS TIME MARKOV CHAIN; EFFECTIVE DYNAMICS; EIGENSPECTRUM; EMBEDDING PROBLEMS; MINIMIZATION PROBLEMS; STOCHASTIC MATRICES; STOCHASTIC-MODELING; TIME-SERIES ANALYSIS; TRANSITION PROBABILITY MATRIX;

INVERSE PROBLEMS;

EID: 33748572951     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2006.01.045     Document Type: Article

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