Markov Chains

Question 1

Sequence of states that evolved over time wherein each state depends only on its predecessors

Defined by TRANSITION PROBABILITIES OF EVENTS happening given possible previous states

Answer 1

Markov chain

Question 2

A markov chain will stay to a certain distribution given a very long time

Answer 2

Stationary distribution

Question 3

Used to analyze and / or predict time series

Answer 3

Temporal probabilistic model

Question 4

Uses markov chain (unobservable) and measurement values (observable)

Answer 4

Hidden markov model

Question 5

Using hidden markov model, you will be able to do ___ and ___

Answer 5

State estimation and prediction