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Markov链的转移矩阵用条件概率定义。当定义中条件的概率为零时，对条件概率如何补值、以得到一个完整的转移矩阵，同时还要求满足转移矩阵必须满足的非负性、规范性和K-C（kolmogorov-chapman）方程，这就是Markov涟的转移矩阵的补直问题。换句话说，对每个Markov链，是否一定存在完整的转移矩阵？时两参数Markov，例如Poisson单，答案是否定的。对单参数Markov链，本文给出正面的解答。 相似文献
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蔡鸣晶 《江苏经贸职业技术学院学报》2009,(1)
正态混合分布模型是数据概率建模的一种灵活和高效的工具,只要项数足够大,正态混合密度可以任意逼近一个光滑密度。正态混合模型还可以用来对那些不能用标准的参数分布族来拟和的总体进行密度估计或近似。但是在正态混合模型的研究中,存在着两个难题:一是怎样估计混合模型的参数;二是混合成分的个数k的确定。通过对模型参数用Gibbs抽样法来进行抽样,构造生死Markov链(BDMCMC),设计算法确定混合成分的个数k和混合模型的参数。 相似文献
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王栋 《数学学习与研究(教研版)》2015,(3):128-130
时间序列分析中经常出现的非高斯性质,使得传统的时间序列分析建模方法无法适用,所得到的预测值出现偏差,预测精度受到影响.本文推广了一维时间序列混合模型到多维高斯混合转移分布模型(MGMTD模型),证明了该多维时间序列混合模型下的一阶平稳性条件,并给出了该多维模型下的EM估计算法.本文将MGMTD模型应用于对我国炼焦煤炭和天然原油的价格预测分析中,实证结果显示,MGMTD模型可以得到较好的预测结果. 相似文献
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就业率和就业质量是衡量中职教育教学水平的两大标准.利用Markov Chain评价法将就业质量划分不同等级,利用状态转移概率和由M.C.遍历性定理得出就业质量满足平稳分布.最后利用该分布确定就业质量的评价标准.文中旨在利用定量分析的手段对就业质量合理评价,从而提高中等职业教育的教学水平. 相似文献
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唐玉玲 《株洲师范高等专科学校学报》2007,12(5):36-38
根据随机过程原理与生命科学模型。简单的就业问题可以看作是具有两个瞬态的Markov过程．通过对就业转移概率、失业转移概率以及期望逗留期与就业强度和失业强度关系的研究，结果表明：就业转移概率和期望逗留期与就业强度具有相同的增减性。失业转移概率与失业强度的增减性则正好相反． 相似文献
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金丹青 《宁波教育学院学报》2012,(1):51-55
在计算机视觉和图像处理等相关领域的Markov(Markov Random Field,即马尔可夫随机场)引入概率这个概念后可以很好地描述图像中各像素间由于处于不同位置而形成的一些特性.主要研究了基于MRF的一种模型——条件随机场CRFs(Conditional Random Fields)模型及其在图像分割中的应用. 相似文献
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马尔可夫预测方法在预测领域有着广泛的应用．该方法应用的一个重要的问题就是如何估计一步状态转移概率矩阵．在历史资料没有给出系统处于n个状态次数的情况下，给出一步状态转移概率矩阵估计的最优化方法．最后探讨了基于Markov链的最优化预测模型在长江水质预测中的应用，从而表明该模型的有效性． 相似文献
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邓集贤 《华南师范大学学报(社会科学版)》1978,(6)
本文是紧接《新教育》1978年第3期《概率的基本概念、运算和性质》一文.一、条件概率与相互独立事件一般所讨论的随机事件A和它的概率P(A)是指在一定的条件下而言的.此概率称为无条件概率或简称为概率.如果再加上“事件B发生”后考虑事件A的概率,则称为条件概率,记为P(A/B).例如:在编号为1,2……10的十台电视机中等可能取一台.A表示“取到的编号为偶数的”,B表示“取到的编号小于4的”.由等可能模型得: 相似文献
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Michael C. Neale Shaunna L. Clark Conor V. Dolan Michael D. Hunter 《Structural equation modeling》2016,23(2):221-233
A linear latent growth curve mixture model with regime switching is extended in 2 ways. Previously, the matrix of first-order Markov switching probabilities was specified to be time-invariant, regardless of the pair of occasions being considered. The first extension, time-varying transitions, specifies different Markov transition matrices between each pair of occasions. The second extension is second-order time-invariant Markov transition probabilities, such that the probability of switching depends on the states at the 2 previous occasions. The models are implemented using the R package OpenMx, which facilitates data handling, parallel computation, and further model development. It also enables the extraction and display of relative likelihoods for every individual in the sample. The models are illustrated with previously published data on alcohol use observed on 4 occasions as part of the National Longitudinal Survey of Youth, and demonstrate improved fit to the data. 相似文献
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许伟河 《福建工程学院学报》2014,(4):386-391
文章运用基于滚动窗口的马尔科夫链预测模型,对上证综指的变动进行研究,创新的给出概率转移矩阵、极限概率以及预测准确率的时变特征,并给出马尔科夫链预测模型的最优窗口长度和状态定义阀值。研究揭示,大盘波动幅度与大盘的极限概率有着密切的关系;股指期货推出后大盘平盘概率占据主导地位,平稳性显著提高,马尔科夫链预测模型的预测准确率也有了较大提高。 相似文献
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Development criteria observed as time series on nominal variables pose a problem for research design. Markov chains are attractive in the first instance because they can handle such multivariate multinomial data sets, with results that are described and demonstrated on Career Development Study data. The power of the formal probability model is purchased at the expense of assumptions that may be unrealistic. It is argued and demonstrated that where the Markov chain theory for the data breaks down is precisely where the most interesting part of the message contained in the data resides. The Markov chain is shown to be a better null hypothesis against which to array the psychometric or other prediction model than is the usually employed random walk. A new prediction system that combines information from the Markov chain with the psychometric predictors is described and operated. 相似文献
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Response accuracy and response time data can be analyzed with a joint model to measure ability and speed of working, while accounting for relationships between item and person characteristics. In this study, person‐fit statistics are proposed for joint models to detect aberrant response accuracy and/or response time patterns. The person‐fit tests take the correlation between ability and speed into account, as well as the correlation between item characteristics. They are posited as Bayesian significance tests, which have the advantage that the extremeness of a test statistic value is quantified by a posterior probability. The person‐fit tests can be computed as by‐products of a Markov chain Monte Carlo algorithm. Simulation studies were conducted in order to evaluate their performance. For all person‐fit tests, the simulation studies showed good detection rates in identifying aberrant patterns. A real data example is given to illustrate the person‐fit statistics for the evaluation of the joint model. 相似文献
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李娟 《咸阳师范专科学校学报》2013,(6):40-44
基于命名实体的网页推荐算法,从查询日志入手,分析用户的查询行为,给用户提供智能推荐,从而给出较好的推荐网页.提出了基于混合马尔科夫模型用于目录网页的导航链接和基于LDA特征选择的网页推荐算法用于主题网页推荐,实验结果显示,基于混合马尔科夫模型的推荐算法,达到了比较满意的效果;基于LDA特征提取的网页推荐算法优于传统的推荐算法,很好地满足了用户的需求. 相似文献
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Juliana Jelani 《Asia Pacific Journal of Education》2012,32(1):35-51
In this exploratory study, the censored Tobit model is applied on primary data collected amongst parents of primary school students in Penang, Malaysia to examine the determinants of participation and expenditures on private tuition (PT). Results of the marginal effects indicate that socio-demographic characteristics – ethnicity, household income, level of schooling, and marital status – affect the probability of participation and its corresponding conditional (amongst those whose spending is positive) and unconditional (overall) expenditures. Specifically, compared to ethnic Malays, households of Chinese and Indian descent are more likely to send their children to PT, whilst spending more on conditional and unconditional expenditures, ceteris paribus. Low-income households have a lower likelihood to enrol their children in PT classes and spend less on conditional and unconditional expenditures than higher income households. Upper primary students are more likely to attend PT and spend more on conditional and unconditional expenditures than lower primary students. Single-parent households spend more on conditional and unconditional expenditures than households where both parents are together, all else equal. Based on these findings, several observations in terms of comparisons to other studies and policy implications are noted vis-à-vis the demand for PT amongst primary school students. 相似文献
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梁南的诗是苦吟中对磨难的审美化提炼,是创作主体特殊情感体验的诗化过程。在其诗歌中出现多重主体辩证统一的矛盾特性：话语主体与写作主体融合的审美幻象下潜伏着隐性裂隙,致使诗人主观情感在对高调歌颂的意识形态自觉皈依中又表现出对个体权利和欲望的潜在诉求,以致在文本裂隙的张力中渗透出对这种无条件皈依的解构。同时主体的辩证性还表现在“我”和整个“归来者”诗群在情感表达上的趋同与个性化疏离。 相似文献
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Sarah Depaoli 《Structural equation modeling》2013,20(4):534-560
Proper model specification is an issue for researchers, regardless of the estimation framework being utilized. Typically, indexes are used to compare the fit of one model to the fit of an alternate model. These indexes only provide an indication of relative fit and do not necessarily point toward proper model specification. There is a procedure in the Bayesian framework called posterior predictive checking that is designed theoretically to detect model misspecification for observed data. However, the performance of the posterior predictive check procedure has thus far not been directly examined under different conditions of mixture model misspecification. This article addresses this task and aims to provide additional insight into whether or not posterior predictive checks can detect model misspecification within the context of Bayesian growth mixture modeling. Results indicate that this procedure can only identify mixture model misspecification under very extreme cases of misspecification. 相似文献
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依据星座图采用非参数贝叶斯方法对多元相移键控(MPSK)信号进行调制识别.将未知信噪比(SNR)水平的MPSK信号看成复平面内多个未知均值和方差的高斯分布依照一定的比例混合而成,利用非参数贝叶斯推断方法进行密度估计,实现对MPSK信号分类目的.推断过程中,引入Dirichlet过程作为混合比例因子的先验分布,结合正态逆Wishart(NIW)分布作为均值和方差的先验分布,根据接收信号,利用Gibbs采样的MCMC(Monte Carlo Markov chain)随机采样算法,不断调整混合比例因子、均值和方差.通过多次迭代,得到对调制信号的密度估计.仿真表明,在SNR>5 dB,码元数目大于1 600时,2/4/8PSK的识别率超过了95%. 相似文献