In: Statistics and Probability
In particular, our process has a finite number of different possible states, namely: anger, disgust, fear, joy, sadness, analytical, confident and tentative. If we assume that this process is stationary and Markovian, there must exists a 9×9 transition matrix A encoding the probabilities in Eq. (1) by:
aij=P(Xn = si | Xn-1 = sj)
where si, sj are any two of the moods defined above and where n is any point in time.
Given dataset for a Markov chain model. Find a reasonable way to estimate the transition matrix A and compute it. The full dataset to be used can be found at https://storage.googleapis.com/matrices-su18/markov.csv.
Since the dataset is not available i have tried to explain how to construct a transition matrix in a general way.
In a markov chain the transition probability of moving from state sj at time n-1 tp state i at time n (say from anger to fear) is obtained as follows :
The state spaces given are anger, disgust, fear, sadness, joy, analytical, confident and tentative. Given, a dataset find the probabilities of moving from one state to another.
Say we represent the transition matrix it as follows:
Anger Disgust Fear Sadness Joy Analytical Confident Tentative
Anger x x x x x x x x
Disgust y y y y y y y y
Fear z z z z z z z z
Sadness and so on......
Joy
Analytical
Confident
Tentative