Hello,
Currently, I am dealing with a synthetic generation of wind speed data using the Markov chain. After forming transition and cumulative transition matrix, it is said that uniform random numbers are generated between 0 and 1. these random values are compared with the elements of a cumulative probability transition matrix. after that using an equation synthetic data are generated But I don't understand what are the actual calculation steps? Can someone tell me the detail steps with an example???? It will be really helpful if anyone can give me some ideas regarding the calculation steps.
Dear Arpita Islam,
I suggest you to see links and attached files on topic.
https://www.cc.gatech.edu/~bdilkina/papers/luo2016learning.pdf
https://www.boj.or.jp/en/research/wps_rev/wps_2006/data/wp06e07.pdf
Article First and second order Markov chain models for synthetic gen...
Article Generating Synthetic Rainfall on Various Timescales—Daily, M...
Best regards
Dear Zhao Guoxi,
A transition probability matrix P is defined to be a doubly stochastic matrix if each of its columns sums to 1. That is, not only does each row sum to 1 because P is a stochastic matrix, each column also sums to 1. Thus, for every column j of a doubly stochastic matrix, we have that ∑ ipij = 1…
For more information about this subject, I suggest you to see links and attached files on topic.
https://www.elsevier.com/books/fundamentals-of-applied-probability-and-random-processes/ibe/978-0-12-800852-2
https://stackoverflow.com/questions/35934783/cumulative-transition-matrix-markov-chain-simulation
Best regards
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