摘要
近年来,利用马尔科夫链进行各类预测、决策已被广泛推广应用。本文针对一类具有特殊特性(峰式特性)的随机过程(峰式随机过程),提出了一种改进的马尔科夫链(峰式马尔科夫链),给出了其数学定义,并根据其定义对具有峰式特性的随机过程建模。所建立的峰式马尔科夫链模型与传统模型相比,这类特殊的随机过程的峰式马尔科夫链模型比传统模型能体现出更多的特性。
In recent years, Markov chain has been widely used in various typ es of forecasting and decision-making.For a class of stochastic processes with special characteristics（peak-type characteristics）, an improved Markov chain（peak-type Markov chain） is proposed and its mathematical definition is given. Based on the definition, we model on peak-type stochastic process. Compared to the traditional Markov chain model, the peak-type Markov chain model can reflect more features of the random process with peak-type characteristics.
作者
郭昊坤
Guo Haokun(Department of Electronic Information Engineering, Jiangyin Polytechnic College, Jiangsu Jiangyin 214405)
出处
《科技广场》
2017年第12期28-31,共4页
Science Mosaic
基金
国家电网公司重大科技项目(编号:2011LY226090424)
关键词
随机过程
传统马尔科夫链
峰式马尔科夫链
建模
Stochastic Process
Traditional Markov Chain
Peak-type Markov Chain
Modeling
