马尔可夫链在市场占有率中的应用

文中简述了Markov模型的基本原理,根据实例分析,建立了市场占有率的马尔可夫预测模型,并分析了经济含义     

两状态下具有马氏调制费率的风险模型

讨论当保险费率及要求索赔顾客到来的间隔时间都受马氏调制时的风险过程的破产概率     

基于马尔可夫链的一类学习效率预测模型

本文利用马尔可夫链理论,在教学条件基本稳定不变的前提下,构建学生学习状态转移概率矩阵,用极限概率预测学生今后的学习状态,运用条件数学期望分析学习状态转变对学习效率的影响,建立预测远期学习效率的数学模型。     

基于马尔科夫链随机模型的鼓泡床适用性

为了模拟二维鼓泡流化床（BFB）中的颗粒运动,建立了基于马尔科夫链的随机模型（MCM）。用离散化的床体网格定义状态空间,并根据离散单元模型（DEM）的运算结果直接计算转移概率矩阵。通过对比静态和动态转移概率矩阵的模拟结果来讨论 BFB 的马尔科夫特性。基于马尔科夫链计算静态矩阵,基于颗粒运动有后效性计算动态矩阵。结果表明：静态和动态矩阵模拟的颗粒运动趋势差别很小。此外,MCM 和DEM 模拟的颗粒混合曲线趋势相同且数值相近,曲线细节表明了 MCM 的时均性特点,也暴露了其在描述BFB 颗粒运动瞬时特性方面的缺陷。     

上证综合指数波动情况研究——基于滚动窗口的马尔科夫链预测模型

文章运用基于滚动窗口的马尔科夫链预测模型,对上证综指的变动进行研究,创新的给出概率转移矩阵、极限概率以及预测准确率的时变特征,并给出马尔科夫链预测模型的最优窗口长度和状态定义阀值。研究揭示,大盘波动幅度与大盘的极限概率有着密切的关系;股指期货推出后大盘平盘概率占据主导地位,平稳性显著提高,马尔科夫链预测模型的预测准确率也有了较大提高。     

加权马尔可夫模型在降水预测中的应用

依据1962-2011年重庆市年降水量资料,采用均值标准差法建立降水量丰枯级别,分为枯、偏枯、平、偏丰和丰5个水平年.以各阶自相关系数为权数,用加权马尔可夫链计算2012年重庆市降水量,通过验证发现计算出的状态与实际情况相符,预测降水量值与实测值误差为7.9%,说明该方法有效可行.进一步采用马尔可夫链的遍历性原理,计算重庆市近50年的年降水量极限分布,结果表明重庆市年降水量处于平水年的可能性最大,出现周期约为2.9年。     

平稳环境中马氏链的弱常返性

在文中对平稳环境中马氏链的弱常返性进行了研究,利用双链X的马氏性,在一定条件下给出了单链X弱常返的一个充要条件。     

东南亚各国人均GDP的马尔可夫法预测

选取1998年-2003年的数据,运用马尔可夫转移概率矩阵方法,建立一个预测东南亚各地区人均GDP在n年后发展变化的预测模型,并利用一步转移矩阵和基期对东南亚9个国家的人均GDP在5年后和10年后的演化和变化情况进行科学地分析和预测.     

班级量化考核的马尔柯夫链评估法

本文以学生个人量化考核成绩为基础,应用马尔柯夫链的基本原理和知识,给出了评定班级量化考核成绩的马尔柯夫链评估法,并用它去分析了一些具体例子     

马尔可夫链在教学质量评价中的应用

以随机过程理论为基础,建立了马尔可夫链评估法的数学模型。该模型的应用解决了传统的教学效果评价不能排除由于学生基础差异造成的影响问题,使得教学效果的评价更趋合理;并用两个班的成绩检验了该方法的实用性和可靠性。     

马尔科夫链在零售商品销售预测中的应用

文章对以往应用马尔科夫链分析零售产品销售预测中的产品,原始销售状态仅考虑畅销和滞销作出了改进,增加了一个位于畅销及滞销之间的状态：一般。在此基础上,比较了原方法与改进方法对零售产品销售状态预测的准确性,得出改进方法更为准确、更有利于作出正确销售决策及实现产品销售利润最大化的结论。     

The use of a Markov model in assessment of alternate faculty personnel policies

This study demonstrates the usefulness of the Markov modeling technique for analysis of alternative faculty personnel policies at a university. The necessary faculty flow model and transition matrix are developed with limited resources and only two years of time-series data. By making adjustments to the input vector (those entering the university) and the transition matrix, faculty personnel policy decisions are simulated and their outcomes, in terms of important faculty characteristics, are determined. Six hiring and retirement policies at a major university are assessed utilizing this procedure. The results that are presented provide an illustration of the nature of the information which can be obtained from this procedure.     

Markov转换的随机Lotka-Volterra竞争系统下的市场结构的演进

避开市场处于均衡态的假设和边际成本等于边际收益的条件,研究了具有Markov转换的Lotka-Volterra随机竞争系统下市场结构的演进.在各种随机因素的干扰下,构成系统的各种产品的数目终将随机的维持在各自市场份额的均衡点附近.在一定条件下证明了市场结构的渐近性.     

齐次Markov链在细胞分裂过程中的应用

以随机过程为研究工具研究了生物学中质体随细胞分裂而传递的规律,通过数学建模对含突变质体的杂合细胞的纯合概率和细胞的不同状态之间的转移在生物学意义上进行了详细的讨论.     

进口科教用品的法律风险识别与应对策略

针对进口科教用品价值较高、购销链长的特点,分析了法律风险管理在进口科教用品工作中的现实意义,参照国家相关法律法规和审批制度,结合实践经验,探讨了进口科教用品的法律风险识别与有效应对策略。     

用于交通事故分析的基于贝叶斯方法的条件自回归负二项模型(英文)

为了改进用于分析大量影响因素的交通事故模型,采用基于马尔可夫链蒙特卡罗法和吉布斯抽样的条件自回归负二项模型来拟合过度散布性(由负二项过程拟合)、未观察异质性和空间相关性(由条件自回归过程拟合).统计检验显示,由于具有更小的预测误差和更强的参数估计,条件自回归负二项模型优于条件自回归泊松模型、负二项模型、零膨胀泊松模型和零膨胀负二项模型.研究结果表明,交通事故率和死亡人数与车道数、曲线长度、车道年平均日交通量和降雨量成正比.最大限速和最近医院距离与交通事故次数成反比,而与死亡事故次数成正比,这可能是由于过高的速度会引发更严重的事故以及救援伤者时丧失较长时间.     

基于大型隐马尔可夫模型的宽带语音丢帧补偿(英文)

研究了在语音传输过程中由于参数丢失导致语音质量急剧下降的丢帧补偿问题.利用大规模隐式马尔可夫模型对自适应多速率宽带语音编码(AMR-WB)的ISF参数进行建模,然后对丢失的ISF参数进行基于最小均方误差(MMSE)准则的最优估计,将估计的ISF参数和前帧的ISF参数进行加权以平滑估计值,得到补偿的ISF参数.在接收端,利用ISF参数的估计值进行语音合成.将本算法的合成语音和由G.722.2标准附件Ⅰ的基准补偿的合成语音进行比较,仿真结果表明,本补偿算法可以得到更好的性能,在频率加权谱失真和信噪比这2种评价准则上都有所改善,信噪比提高约2.41 dB,频率加权谱失真下降约0.885 dB,证明了该算法的有效性.     

基于交易数据的券商个人客户风险偏好识别

针对个人客户,基于客户的交易标的,应用主成分分析法、改进的K-means聚类算法为某证券公司的个人客户建立投资风险偏好模型。研究表明:该模型可为券商的客户细分提供精细化数据支撑,提升券商对客户风险偏好的认识,促进券商营销的精准度和成功率,为券商制订科学的营销策略提供决策支持。     

Families at risk of poor parenting: A descriptive study of sixty at risk families in a model prevention program

Sixty families assessed to be at risk of poor parenting were the subject of this study. These families were participants in a model multidisciplinary program designed for the secondary prevention of poor parenting and the extremes of child abuse and neglect. The model program consists of special medical, psychological, social and developmental services to families on an inpatient, outpatient, and in-home basis. Demographic information on these 60 families was tabulated. Each family was given a monthly rating on a simple measure of family function. Ratings over lime were observed, and families were characterized in terms of a family rating vector (up. up-plateau, plateau, fluctuating, and down). Families were also described in terms of the constellation of problems brought to the therapy situation. Problem lists for each family were subjected to factor analysis. Five factor constructs which made clinical sense emerged from the analysis. Each factor could be labeled as a “family type.” These types were: (I) Abusive Family. (II) Neglectful or Antisocial Family. (III) Family with an Emotionally Unstable Parent, (IV) Family with Cultural or intellectual Limitation, and (V) Family with Child-Rearing Difficulties. Approximately 20% of these families did not fit the typology. Families were then divided into two groups—those who were relatively long-term, ongoing recipients of services, and those who left the program in the observation interval. Families were categorized according to family function rating vector and “family type.” It was noted among long-term families, measured improvement in family function was most evident in families with transient situational crisis (who did not fit the typology) and those with intellectual and cultural deficits (Type IV). Among the families who dropped from the program. 15% were no longer at risk. Sixty-three percent of the remaining families were not improving. These techniques may be useful in determining which at risk families are more successful candidates for prevention efforts.     

History education in comprehensive schools: using school-level data to interpret national patterns

This paper reports the findings from two large-scale national online surveys carried out in 2009 and 2010, which explored the state of history teaching in English secondary schools. Large variation in provision was identified within comprehensive schools in response to national policy decisions and initiatives. Using the data from the surveys and school-level data that are publicly available, this study examines situated factors, particularly the nature of the school intake, the numbers of pupils with special educational needs and the socio-economic status of the area surrounding the school, and the impact these have on the provision of history education. The findings show that there is a growing divide between those students that have access to the ‘powerful knowledge' provided by subjects like history, and those that do not.