Markov property of Markov chains and its test
Markov property of Markov chains and its test
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DOI：
10.1109/icmlc.2010.5580952
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发表时间：
2010-07
期刊：
影响因子：
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通讯作者：
Yu-Fen Zhang;Qun-Feng Zhang;R. Yu
中科院分区：
文献类型：
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作者：
Yu-Fen Zhang;Qun-Feng Zhang;R. Yu
马尔可夫链以马尔可夫性为本质，广泛应用于信息论、自动控制、通信技术、遗传学、计算机科学、经济管理、教育管理、市场预测等领域。在用马尔可夫链对未来事件进行预测时，必须检验过去统计数据的随机变量序列的马尔可夫性。只有当随机变量序列满足马尔科夫性质时，预测才能达到准确。讨论了马尔可夫性的概念及其特征，研究了马尔可夫性的检验方法，并通过实例验证了该预测方法的有效性。
Markov chains, with Markov property as its essence, are widely used in the fields such as information theory, automatic control, communication techniques, genetics, computer sciences, economic administration, education administration, and market forecasts. While using Markov chains to predict the future events, we must test the Markov property of random variable sequences of the past statistic data. Only when the random variable sequences satisfy the Markov property, can the prediction could be precise. This paper discusses the concept of Markov property and its features, studies its test method, and by example demonstrates the effectiveness of this prediction method.