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  • Estimarea Cererii A: Data (One Step Transition Matrix)

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    Caty Tudose
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    This document describes using a Markov chain to model and estimate demand over multiple periods. It provides the one-step, two-step, and higher-order transition matrices for a 4-state Markov chain. It then shows the ending probabilities for each state over 4 periods as the chain progresses from the initial probabilities. A graph is shown of how the market shares for each state (represented by C1, C2, C3) change over time based on the Markov chain analysis.

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    mdm

    Original Title

    Modul II

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    This document describes using a Markov chain to model and estimate demand over multiple periods. It provides the one-step, two-step, and higher-order transition matrices for a 4-state Markov chain. It then shows the ending probabilities for each state over 4 periods as the chain progresses from the initial probabilities. A graph is shown of how the market shares for each state (represented by C1, C2, C3) change over time based on the Markov chain analysis.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    23 views4 pages

    Estimarea Cererii A: Data (One Step Transition Matrix)

    Uploaded by

    Caty Tudose
    This document describes using a Markov chain to model and estimate demand over multiple periods. It provides the one-step, two-step, and higher-order transition matrices for a 4-state Markov chain. It then shows the ending probabilities for each state over 4 periods as the chain progresses from the initial probabilities. A graph is shown of how the market shares for each state (represented by C1, C2, C3) change over time based on the Markov chain analysis.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    Estimarea cererii A

    Enter
    Enter the
    the markov
    markov chain
    chain in
    in the
    the shaded
    shaded area.
    area.

    Data (one step transition matrix)


    State 1 State 2 State 3 State 4
    State 1 0.8 0.1 0.05 0.05
    State 2 0.2 0.6 0.1 0.1
    State 3 0.25 0.1 0.5 0.15
    State 4 0.3 0.2 0.1 0.4

    2 step transition matrix

    State 1 State 2 State 3 State 4


    State 1 0.6875 0.155 0.08 0.0775
    State 2 0.335 0.41 0.13 0.125
    State 3 0.39 0.165 0.2875 0.1575
    State 4 0.425 0.24 0.125 0.21

    3 step transition matrix


    State 1 State 2 State 3 State 4

    State 1 0.62425 0.18525 0.097625 0.092875


    State 2 0.42 0.3175 0.13525 0.12725
    State 3 0.464125 0.19825 0.1955 0.142125
    State 4 0.48225 0.241 0.12875 0.148

    4 step transition matrix


    State 1 State 2 State 3 State 4
    State 1 0.588719 0.201913 0.107838 0.101531

    State 2 0.471488 0.271475 0.1331 0.123938


    State 3 0.502463 0.213338 0.154994 0.129206
    State 4 0.510588 0.2353 0.127388 0.126725

    5 step transition matrix


    State 1 State 2 State 3 State 4
    State 1 0.568776 0.211109 0.113699 0.106415
    State 2 0.501941 0.248131 0.129666 0.120262

    State 3 0.522148 0.219589 0.136874 0.121388


    State 4 0.525394 0.230323 0.125426 0.118858

    6 step transition matrix


    State 1 State 2 State 3 State 4
    State 1 0.557592 0.216196 0.117041 0.109171
    State 2 0.519674 0.236092 0.126769 0.117465 Evoluția cotelor d
    0.6

    0.5
    Evoluția cotelor d
    State 3 0.532271 0.221934 0.128642 0.117153 0.6
    State 4 0.533394 0.227047 0.123901 0.115659
    0.5

    Perioada A C1 C2 C3 0.4
    Sept 0.53 0.17 0.18 0.12
    Oct 0.539 0.197 0.1455 0.1185 0.3
    Noi 0.5425 0.2104 0.1313 0.1159
    0.2
    Dec 0.5437 0.2168 0.1254 0.1142
    0.1

    0
    Sept Oct Noi

    A C1 C
    State 1 State 2 State 3 State 4
    End of Period 1
    State 1 0.8 0.1 0.05 0.05
    State 2 0.2 0.6 0.1 0.1
    State 3 0.25 0.1 0.5 0.15
    State 4 0.3 0.2 0.1 0.4

    End prob (given


    initial) 0.539 0.197 0.1455 0.1185

    End of Period 2
    State 1 0.6875 0.155 0.08 0.0775
    State 2 0.335 0.41 0.13 0.125
    State 3 0.39 0.165 0.2875 0.1575
    State 4 0.425 0.24 0.125 0.21

    End prob (given


    initial) 0.5425 0.2104 0.1313 0.1159

    End of Period 3
    State 1 0.6243 0.1853 0.0976 0.0929
    State 2 0.42 0.3175 0.1353 0.1273
    State 3 0.4641 0.1983 0.1955 0.1421
    State 4 0.4823 0.241 0.1288 0.148

    End prob (given


    initial) 0.5437 0.2168 0.1254 0.1142

    End of Period 4
    State 1 0.5887 0.2019 0.1078 0.1015
    State 2 0.4715 0.2715 0.1331 0.1239
    State 3 0.5025 0.2133 0.155 0.1292
    State 4 0.5106 0.2353 0.1274 0.1267

    End prob (given


    initial) 0.5439 0.2198 0.123 0.1133

    Evoluția cotelor de piață


    Evoluția cotelor de piață

    Oct Noi Dec

    A C1 C2 C3

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