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马尔可夫链模型有着广泛的应用。它是一种将时间序列看做一种随机过程,通过对事物不同状态的初始概率及状态之间的转移概率进行研究进而来预测事物未来状态的数学方法。许多社会经济现象中的动态问题都可以用马尔可夫链进行研究。本文首先阐述了马尔可夫链模型的基本原理,并研究了其在居民消费价格指数中的应用。
Markov chain model has a wide range of applications. It is a mathematical method of predicting the future state of things by studying time series as a stochastic process by studying the initial probabilities of states in different states and the transition probabilities between states. The dynamics of many socio-economic phenomena can be studied using the Markov chain. This paper first describes the basic principle of Markov chain model, and studies its application in the consumer price index.