Simulation of hidden Markov models with EXCEL

被引：4

作者：

Laverty, WH ^{[1
]}

Miket, MJ ^{[1
]}

Kelly, IW ^{[1
]}

机构：

[1] Univ Saskatchewan, Dept Math & Stat, Saskatoon, SK S7N 5E6, Canada

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2002年 / 51卷

关键词：

applications of EXCEL; hidden Markov models; normal and Poisson probabilities; simulation;

D O I：

10.1111/1467-9884.00296

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper demonstrates the use of functions provided by EXCEL for simulation of two types of hidden Markov models. The graphical capabilities of EXCEL are then used to visualize the simulated models. The power of spreadsheet simulation comes through the fact that any change in the parameters defining a hidden Markov model can be seen immediately in the simulated observations and in the graphs. This can be a very valuable aid in the understanding of hidden Markov models. The paper should be accessible and useful to anyone who has some knowledge of EXCEL and basic probability concepts. Two applications are included.

引用

页码：31 / 40

页数：10

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