| 多元回归分析在转移概率估计中的应用 |
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| 引用本文： | 张二艳,官辉.多元回归分析在转移概率估计中的应用[J].石家庄经济学院学报,2004,27(2):146-149. |
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| 作者姓名： | 张二艳 官辉 |
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| 作者单位： | 1. 北京印刷学院,基础部,北京,102600
2. 石家庄经济学院,图书馆,河北,石家庄,050031 |
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| 摘 要： | 状态转移概率矩阵是马尔可夫预测中的关键问题。在没有状态转移数据的情况下，通过建立多元线性回归模型，计算转移概率矩阵的最小二乘估计方法，并给出了计算公式。
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| 关 键 词： | 马尔可夫链 转移概率矩阵 多元回归分析 最小二乘估计 |
| 文章编号： | 1007-6875(2004)02-0146-04 |
| 修稿时间： | 2003年12月17 |
Application of Multiple Regression Analysis in Transition Probability Estimation |
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| Zhang Er-yan,GUAN Hui Beijing Institute of Graphic Communication,Beijing Shijiazhuang University of Economics,Shijiazhuang,Hebei.Application of Multiple Regression Analysis in Transition Probability Estimation[J].Journal of Shijiazhuang University of Economics,2004,27(2):146-149. |
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| Authors: | Zhang Er-yan GUAN Hui Beijing Institute of Graphic Communication Beijing Shijiazhuang University of Economics Shijiazhuang Hebei |
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| Institution: | Zhang Er-yan,GUAN Hui Beijing Institute of Graphic Communication,Beijing 102600 Shijiazhuang University of Economics,Shijiazhuang,Hebei 050031 |
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| Abstract: | Transition probability matrix is a key issue for Markov's forecasting. This article probes the way in which
least-square estimation probability matrix is calculated under the condition of having no state transition data by setting up
the model of multiple linear regrassion, and then it provides the calculation formula. |
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| Keywords: | Merkov chain transition probability matrix muliple regression analsis least-square estimation |
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