Nonlinear Sciences – Chaotic Dynamics
Scientific paper
1997-03-04
Nonlinear Sciences
Chaotic Dynamics
to appear in Phys. Rev. E
Scientific paper
10.1103/PhysRevE.55.3306
A statistical test is presented to decide whether data are adequately described by probabilistic functions of finite state Markov chains (''hidden Markov models'') as applied in the analysis of ion channel data. Particularly, the test can be used to decide whether a system obeys the Markov condition. Simulation studies are performed in order to investigate the sensitivity of the proposed test against violations of the model assumptions. The test can be applied analogously to Markov models.
Klein Sebastian
Timmer Jens
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