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The Application on Some Economic Prediction with Markov Chain Model

Author: HeMingMing
Tutor: WangYong
School: Harbin Institute of Technology
Course: Operational Research and Cybernetics
Keywords: Transition probability Superimposed Markov chain Weighted Markov Chain Grey Markov Model
CLC: F224
Type: Master's thesis
Year: 2008
Downloads: 351
Quote: 1
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Abstract


Markov chain is a stochastic process model has a wide range of applications , transfer it to a system from one state to another state to propose a quantitative analysis , a qualitative forecast ideas to enrich the forecast . Many economic and social phenomena in the dynamic system problems can be described by a Markov chain . First two divided state space method : sample mean variance classification method and sequential clustering method . Transition probability matrix , Mahalanobis test , introduced two Markov chain forecasting methods : the superposition Markov chain forecasting methods as well as the weighted Markov chain forecasting methods and summarizes these two methods of calculation steps . Then , based on the history of the national consumer price index data , the use of superimposed Markov chain forecasting methods forecasting and analysis of the national consumer price index , to obtain the stationary distribution of the sequence ( the limit distribution ) and state return period for the the national consumer price index in the short-term forecast provides a new way ; using weighted Markov chain forecasting methods based on the Harbin rice per unit of production history data , per unit of rice production forecast and analysis results show that the method predicted results with actual consistent condition , proved the feasibility and practicality of weighted Markov chain model . The article concludes with a gray Markov chain model , and based on historical data of the total retail sales of social consumer goods in the country , the use of gray Markov chain model prediction . The gray model prediction curve reflects the law of development of the national social total retail sales of consumer goods , the Markov chain model to reflect fluctuations in the law . The use the Markov chains optimized gray model forecast results , given the predictive value of the general scope and results show that the combination of the two to solve practical problems .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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