PENDUGAAN PARAMETER MODEL HIDDEN MARKOV DISKRIT

Authors

  • Musafa Musafa Program Studi Manajemen Pariwisata,STP ARS Internasional-Universitas ARS

DOI:

https://doi.org/10.12928/admathedu.v9i2.15158

Abstract

Model Hidden Markov Diskrit dengan waktu diskrit (Elliott et al. 1995) merupakan model pasangan penyebab kejadian dan proses observasi. Model ini mengasumsikan penyebab kejadian sebagai rantai Markov waktu diskrit, yang diamati secara tidak langsung. Proses observasi berskala diskrit dan kejadian yang akan datang dipengaruhi oleh penyebab kejadian saat ini. Parameter  model ini adalah matriks probabilitas transisi penyebab kejadian, vektor c dan vektor σ dari proses observasi; parameter tersebut diduga dengan menggunakan metode Maximum Likelihood dan pendugaan ulang dengan metode Expectation Maximization yang melibatkan perubahan ukuran. Kedua metode tersebut menghasilkan algoritma pendugaan parameter model.

References

Billingsley P. 1991. Probability and Measure. John Willey & Sons. New York.

Elliottt RJ, Aggoun L, Moore JB. 1995. Hidden Markov Models. Estimation and Control. Springer-Verlag. New York.

Ross, S.M. 1996. Stochastic Processes. Ed. ke-2. John Wiley &Sons. New York.

Wong, E and Hajek, B. 1985. Stochastic Process in Engineering System. Springer Verlag, Berlin.

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Published

2019-12-15

Issue

Vol 9, No 2: Desember 2019

Section

Articles

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