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The Research On Forecast Method And Application Of Markov Chain

Posted on:2006-08-04Degree:MasterType:Thesis
Country:ChinaCandidate:Z G ZhangFull Text:PDF
GTID:2120360152487089Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Markov chain offers a new path to forecast problem. It enriches the content of forecast.Firstly, the phenomenon is looked upon as a system, and partitioned to several states.Secondly, transition probability is worked out.Thirdly, how the system shift is confirmed.Finally, based on the transition probability and random matrix, The probability of several shift is speculated.The third chapter summarizes three forecasting methods of Markov chain (FMMC), FMMC based on absoluteness distributing, fold additional FMMC and additional powerful FMMC. The first two methods have extensive use nowadays. The third springs up now.In the forth chapter, Based on the history data of plum rains in Tai lake and the Yangtze River area, using the method of Markov chain, We forecast the plum rains period in Tai lake area and the intensity of plum rains in Yangtze River area, we also educe the result accord with the fact. As a effective forecasting method, It has a wide applying filed.In the end of article, We evaluate three FMMA. Using random simulation, We find that additional powerful FMMC is better than FMMC based on absoluteness distributing.
Keywords/Search Tags:Markov chain, random matrix, transition probability, plum rains
PDF Full Text Request
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