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Estimarea Cererii A: Data (One Step Transition Matrix)

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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Caty Tudose
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45 views4 pages

Estimarea Cererii A: Data (One Step Transition Matrix)

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.

Uploaded by

Caty Tudose
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

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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