A Predictive Model using the Markov Property
Methodology
2016-01-11 v1 Artificial Intelligence
Abstract
Given a data set of numerical values which are sampled from some unknown probability distribution, we will show how to check if the data set exhibits the Markov property and we will show how to use the Markov property to predict future values from the same distribution, with probability 1.
Cite
@article{arxiv.1601.01700,
title = {A Predictive Model using the Markov Property},
author = {Robert A. Murphy},
journal= {arXiv preprint arXiv:1601.01700},
year = {2016}
}