Small Introduction to Markov Chains

Post by sswaner » Fri, Feb 27, 2015, 4:34 PM UTC

tantalum wrote: post #9

sswaner wrote: post #7

That is a great intro. Thanks for putting it together. If you were to continue this to a Part #2, I would be interested in seeing the approach for determining if something was "abnormal". Is it considered abnormal to add a node to the chain, or to add a transition? Is detecting abnormal behavior more complicated than detecting new nodes or transitions?

Abnormal really means that it has a probability less than some threshold. So you might have a transition that has a probability of less then 0.1, depending on your situation, you might consider that abnormal even thought that transition does exist. Also a non existent transition would be considered "abnormal" because the probability is 0 in your model. I've been thinking about doing a part 2 with text analysis and a…