Estimating the Order of Markov Chains Using Shannon Criterion and Akaike Criterion

Authors

  • Alaa Abdallah Mahmoed Department of Statistics and Informatics\ College of Computer Science and Mathematics\ University of Mosul, Mosul, Iraq Author

DOI:

https://doi.org/10.62933/kev7nx24

Keywords:

Markov Chain , Order Estimation, Prediction , Markov Processes

Abstract

Determining the order of a Markov chain is un important problem, as the correct decision to be made will be based on the specific order of that model. This research involves a Markov chain analysis of the gene sequence for the breast cancer-causing gene (BRCA1) and estimating its order using Shannon's Information Criterion and Akaike's Information Criteria. Selecting the appropriate order in modeling contributes to enhancing the understanding of the behavior of genes associated with breast cancer and enables early detection and the development of effective treatment strategies. The two aforementioned criteria were used, and the results showed that the order of this gene is the Second order using Shannon's criterion, and the Second -order model is the most accurate using Akaike's criteria.

References

[1] Al-Azdi, Iman Suleiman Mohammed. (2002). "Estimating the Order of Markov Chains with Application to DNA Sequences." Unpublished Master's Thesis, College of Computer Science and Mathematics, University of Mosul, Iraq.

[2] Al-Khayyat, Basil Younis Dhanoon. (2011). "Markov Modeling with Practical Applications." Ibn Al-Atheer Publishing House, University of Mosul, 2011.

[3] Al-Amin, Israa Abduljawad Saleh. (2009). "Estimating the Order of a Markov Chain for Weather Conditions in the City of Mosul Using Shannon's Information Criterion and Backpropagation Network." Unpublished Master's Thesis, College of Computer Science and Mathematics, University of Mosul, Iraq.

[4] Basawa, Ishwar V., Prakasarao, B. L. S., (1980): "Statistical Inference for Stochastic Processes", Academic Press, London, Newyork.

[5] Finesso, L. (1991): "Consistent Estimation of the Order for Markov and Hidden Markov Chain", Unpublished Ph. D. Thesis, Dept of Electrical Engineering, Harvard University.

[6] Lindley, D.V. (1956): "Onameasure of the Information Provided by an Experiment", Ann. Math. Statist .27, 986-1005.

[7] Tong, H., (1975): "Determination of the order of a Markov Chain by using Akaike's Information Criterion",J. Ap.Prob.12,488-497.

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Published

2026-01-16

Issue

Section

Original Articles

How to Cite

Estimating the Order of Markov Chains Using Shannon Criterion and Akaike Criterion. (2026). Iraqi Statisticians Journal, 3(1), 76-87. https://doi.org/10.62933/kev7nx24