package state
The state
package contains classes, traits and objects for
state-oriented simulation models (for example, Markov Chains).
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Type Members
-
class
HiddenMarkov extends Classifier
The
HiddenMarkov
classes provides Hidden Markov Models (HMM).The
HiddenMarkov
classes provides Hidden Markov Models (HMM). An HMM model consists of a probability vector 'pi' and probability matrices 'a' and 'b'. The discrete-time system is characterized by a hidden 'state(t)' and an 'observed(t)' symbol at time 't'.pi(j) = P(state(t) = j) a(i, j) = P(state(t+1) = j | state(t) = i) b(i, k) = P(observed(t) = k | state(t) = i)
model (pi, a, b)
- See also
www.cs.sjsu.edu/faculty/stamp/RUA/HMM.pdf
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class
MDP extends AnyRef
The
MDP
class provides Markov Decision Processes. -
class
Markov extends Error
The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's.The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's. Transient solution: compute the next state 'pp = p * tr' where 'p' is the current state probability vector and 'tr' is the transition probability matrix. Equilibrium solution (steady-state): solve for 'p' in 'p = p * tr'. -
class
MarkovC extends Error
The
MarkovC
class supports the creation and use of Continuous-Time Markov Chains 'CTMC's.The
MarkovC
class supports the creation and use of Continuous-Time Markov Chains 'CTMC's. Note: the transition matrix 'tr' gives the state transition rates off-diagonal. The diagonal elements must equal minus the sum of the rest of their row. Transient solution: Solve the Chapman-Kolmogorov differential equations. Equilibrium solution (steady-state): solve for 'p' in 'p * tr = 0'.- See also
www.math.wustl.edu/~feres/Math450Lect05.pdf
Value Members
-
object
HiddenMarkovTest extends App
The
HiddenMarkovTest
object is used to test theHiddenMarkov
class.The
HiddenMarkovTest
object is used to test theHiddenMarkov
class. Given model '(pi, a, b)', determine the probability of the observations 'ob'.- See also
www.cs.sjsu.edu/~stamp/RUA/HMM.pdf (exercise 1). > runMain scalation.analytics.classifieu.HiddenMarkovTest
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object
HiddenMarkovTest2 extends App
The
HiddenMarkovTest2
object is used to test theHiddenMarkov
class.The
HiddenMarkovTest2
object is used to test theHiddenMarkov
class. Train the model (pi, a, b) based on the observed data. > runMain scalation.analytics.classifier.HiddenMarkovTest2 -
object
MDPTest extends App
The
MDPTest
object is used to test theMDP
class.The
MDPTest
object is used to test theMDP
class. > runMain scalation.state.MDPTest -
object
MarkovCTest extends App
The
MarkovCTest
object tests theMarkovC
class (Continuous-Time Markov Chains).The
MarkovCTest
object tests theMarkovC
class (Continuous-Time Markov Chains). > runMain scalation.state.MarkovCTest -
object
MarkovTest extends App
The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains).The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains). > runMain scalation.state.MarkovTest