Seeking help creating a transition probability matrix for a markov chain
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Hello,
I was hoping that somebody might be able to help me out in creating a transition probability matrix?
I normally use excel for statistical modelling but this particular problem takes hours to execute using spreadsheets and it is too large and complicated for a spreadsheet .
I have created a variables called 'data' and it contains velocity and acceleration data in 2 columns.
For example
Vel Acc
1 0.28
2 0.28
2 0.00
3 0.28
5 0.56
6 0.28
I was hoping to create a transition probability matrix of the probability of transition from one velocity acceleration pair to another. First of all you would create a frequency matrix counting all the transitions from one velocity acceleration pair to another and convert to a transition probability matrix by dividing by the row total.
Here is a graphical illustration of the matrix.
![](https://www.mathworks.com/matlabcentral/images/broken_image.png)
I would be very grateful if somebody had the time to help me with this. I'm trying to develop my matlab stills but would appreciate if somebody could show me how they would approach the problem.
Kind regards
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回答(2 个)
Roger Stafford
2013-1-3
It would be very similar to the solution I gave in your earlier posting. Let VA be your list of velocities and accelerations.
[uv,~,nv] = unique(VA(:,1));
[ua,~,na] = unique(VA(:,2));
F = accumarray([nv,na],1,[length(nv),length(na)]);
T = bsxfun(@rdivide,F,sum(F,2));
Again, the rows would correspond to velocity values in uv and the columns to corresponding accelerations in ua.
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Sri Santhosh
2015-1-8
Hello John
Have u succeeded in creating a transition probability matrix for state vectors velocity and acceleration? I am working on the similar task. However, By using the above code provided by Roger, I cannot generate a correct matrix. Could anyone help me?
Attilio Pittelli
2020-11-27
Hi, i'm still getting a row of NaN, but not at the last row. Could you tell me why?
Thank you
shahab anjum
2020-3-2
please help me too if i have 1000x286 matrix how can i calculate the transistion and emission probabilites of that matrix plz
help
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