public DiscreteMarkov(List <int> data, int count, int K = 5)
{
this.StateList = data;
this.LagPeriod = K;
this.Count = count;
this.CountStatic = StaticCount(data, count);
this.ProbMatrix = new List <DenseMatrix>();
var t0 = DenseMatrix.OfArray(StaticProbability(this.CountStatic).ConvertToArray <double>());
ProbMatrix.Add(t0);
for (int i = 1; i < K; i++) //根据CK方程，计算各步的状态转移矩阵
{
var temp = ProbMatrix[i - 1] * t0;
ProbMatrix.Add(temp);
}
if (ValidateMarkov())
{
CorrCoefficient();
TimeWeight();
PredictProb();
}
else
{
Console.WriteLine("马氏性 检验失败,无法进行下一步预测");
}
}
private void initialize(int size, int laplaceConstant)
{
for (int i = 0; i < gridHeight; i++)
{
for (int j = 0; j < gridHeight; j++)
{
probMatrix[i][j] = new ProbMatrix(size);
}
}
initializeAnswerMatrix();
}
