摘要
状态转移概率矩阵是马尔可夫预测中的关键问题。在没有状态转移数据的情况下,通过建立多元线性回归模型,计算转移概率矩阵的最小二乘估计方法,并给出了计算公式。
Transition probability matrix is a key issue for Markov's forecasting. This article probes the way in which
least-square estimation probability matrix is calculated under the condition of having no state transition data by setting up
the model of multiple linear regrassion, and then it provides the calculation formula.
出处
《石家庄经济学院学报》
2004年第2期146-149,共4页
Journal of Shijiazhuang University of Economics
关键词
马尔可夫链
转移概率矩阵
多元回归分析
最小二乘估计
Merkov chain
transition probability matrix
muliple regression analsis
least-square estimation
