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Math Help - Probability Transition Matrix Implementation Algorithm

  1. #1
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    Probability Transition Matrix Implementation Algorithm

    HI Everybody,,

    I have a problem in extracting data from probability transition matrix that how can I extract data from matrix in order to change the states of markov model.

    I'm basically want to extract the data from transition matrix and then want to use this data to change the states of markov states which is used in my project.

    Plz Help m in this regard.....


    Thanks.
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  2. #2
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    I'm afraid we will need more information. What "data" are you talking about and how are you changing the states?
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  3. #3
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    Basically, probability state transition matrix shows the probability of changing of an state to another state. I have probability transition matrix of four states which contains four rows and four columns. e.g.

    [0.679, 0.179, 0.129, 0.012; 0.054, 0.921, 0.023, 0.000; 0.104, 0.007, 0.750, 0.139; 0.000, 0.000, 0.778, 0.222]

    this matrix is obtained from Markov Chains.

    Now, only from this matrix, i want to know that how I can manage to obtain the states of this matrix and how can I estimate the time of changing of states?
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