| 市场预测中马尔科夫链转移概率的估计 |
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| 引用本文： | 唐小我,曾勇,曹长修. 市场预测中马尔科夫链转移概率的估计[J]. 电子科技大学学报(社会科学版), 1994, 0(6) |
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| 作者姓名： | 唐小我 曾勇 曹长修 |
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| 作者单位： | 电子科技大学管理学院，重庆大学自动化系 |
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| 摘 要： | 针对马尔科夫链运用于市场预测的关键问题，导出了最小二乘意义下的状态转移概率矩阵估计公式，并对特殊情况下实际常用的状态转移概率矩阵估算公式给出了理论证明。
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| 关 键 词： | 市场预测；马尔科夫链；转移概率；最小二乘法；统计估算法 |
THE ESIIMATION OF TRANATION PROBABILITY OF MARKOV CHAINS IN MARKET FORECASTING |
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| Tang Xicowo,Zeng Yong. THE ESIIMATION OF TRANATION PROBABILITY OF MARKOV CHAINS IN MARKET FORECASTING[J]. Journal of University of Electronic Science and Technology of China(Social Sciences Edition), 1994, 0(6) |
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| Authors: | Tang Xicowo Zeng Yong |
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| Abstract: | The key to applying Markov chains in market forecasting is analyzed,and the least-square estimation of transition probability matrix is developed. Furthermore,the usually usedstatistical estimations of transition probabilities are proved to be effciency. |
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| Keywords: | market forecasting Markov chains transition probability least-squareestimation statistical estimation method |
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