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STS551 Yousif Alyousifi et al.
            nitrogen dioxide (NO2) and ozone (O3) (Gass et al. 2015). The US model is
            used to determine the API data in Malaysian where the concentration of each
            pollutant is transformed into a numerical scale which ranged between 0 and
            infinity (DOE 2000). The API value of less than 100 indicates a moderate air
            quality while the API value that is more than 100 shows a higher level of air
            pollution.
                More specifically, several researchers have also utilized Markov chain in
            their studies on air pollution. For example, Hoyos et al. (2010) have proposed
            a finite Markov chain for modeling the levels of air pollution in Mexico City for
            the purpose of evaluating how far the control policies on air pollution are
            effective.  Rodrigues  &  Achcar  (2012)  employed  a  Markov  chain  model  on
            ozone air pollution using the daily maximum measurements. They applied the
            Bayesian method to estimate the parameters of the first order Markov Matrix
            and found that the Markov model to be adequate to explain the classification
            of the different level of air pollution. Alyousifi et al. (2017) have employed a
            Markov chain model to predict and investigate the occurrences of air pollution
            in  Peninsular  Malaysia.  They  have  estimated  the  count  matrix  using  the
            maximum likelihood method. Although, the Markov model appear to be quite
            flexible  in  representing  the  transitions  between  the  different  air  pollution
            states, the resultant Markov matrix is found to include some zero probabilities,
            indicating no possibility of going from certain state to another. It has been
            argued by the authors that the results are not surprisingly due to the persistent
            occurrences of dry months during the period of the study. Meanwhile, the
            empirical  Bayes  approach  has  been  suggested  by  several  authors  such  as
            (Fienberg & Holland 1973; Meshkani & Billard 1992; Rodrigues & Achcar 2012;
            Seal & Hossain 2013,2015; Sanusi et al.2013; Agresti & Chuang 1989), which
            offers  a  solution  for  addressing  the  problem  of  zero  probabilities  in  the
            transition matrix of the Markov chain found based on maximum likelihood
            method. In this study, the empirical Bayesian method is applied for smoothing
            the zero probability in the transition matrix and to estimate the parameters of
            Markov  chain  model  based  on  hourly  API  data  to  describe  air  pollution
            characteristics  of  seven  cities  located  in  the  central  region  of  Peninsular
            Malaysia.  For  each  particular  state  of  air  pollution,  the  characteristics  of
            interest  are  air  pollution  persistence,  probability  of  air  pollution  and  air
            pollution duration, which will be obtained by determining the mean residence
            time, the steady-state probability and the mean recurrence time of the air
            pollution respectively.






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