How to create higher order markov chain model?

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nirzhor26
Posts: 6
Joined: Thu Jan 19, 2017 7:20 pm

How to create higher order markov chain model?

Post by nirzhor26 »

Hello all,

I am just wondering can you help me creating a higher order markov chain DBN for 100 time slices? I understand 2-time slice DBN. Please help me.
shooltz[BayesFusion]
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Joined: Mon Nov 26, 2007 5:51 pm

Re: How to create higher order markov chain model?

Post by shooltz[BayesFusion] »

See 'Using GeNIe/Dynamic Bayesian Networks' section in GeNIe manual.
nirzhor26
Posts: 6
Joined: Thu Jan 19, 2017 7:20 pm

Re: How to create higher order markov chain model?

Post by nirzhor26 »

Suppose I want to model 100 time slices. GeNIe will automatically assigns the CPT after t=0. Bur, that doesn't work. How can I calculate the CPT accurately in next time slices? Can you help me?
shooltz[BayesFusion]
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Re: How to create higher order markov chain model?

Post by shooltz[BayesFusion] »

See the 'Creating DBN' chapter in GeNIe's manual. Basically, if you have a node on a temporal plate with the incoming temporal arc you will be able to specify more than one CPT per node.
marek [BayesFusion]
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Re: How to create higher order markov chain model?

Post by marek [BayesFusion] »

Just wanted to add that you may want to add higher level influences than 1. If you just have influence of degree 1, you will have by definition a first order Markov model. Adding higher order influences will allow you to specify a higher order model. I second Tomek's advice that you study the DBN chapter in GeNIe manual.
Cheers,

Marek
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