马尔可夫模型的市场预测方法及其应用

本文简述了马尔可夫模型的基本原理，介绍了利用马氏过程的基本特征．即其平稳性和无后效性．对随机现象进行统计预测的方法。本文选取市场为研究对象，根据产品的市场占有率的随机变化过程，建立起市场占有率的马尔可夫预测模型，并进行了实例分析。在模型的实际应用时，要注意系统状态转移的平稳性和进行系统状态划分的有效性。

The Market Forecast Model Based on Markov Chain and its Application

It firstly introduces the principle of chain of Markov,the basic characteristic of it is no afereffect and stability ,all systems with this characteristic can be analyzed by this method. According to the stochastic process of occupation rate of selling market of the products, it makes a Markov model about forecasting the occupation rate of market ,and then applies the model to a case study. When use the model ,stability of the shift probability should be apid attention and the status of the system should be divided correctly.