Markov Chain
- From: jack.smith.sam@xxxxxxxxx
- Date: 4 Nov 2006 19:48:23 -0800
HI All,
I have a data set for predicting price of a share. I want to use Markov
chain.
Original Markov process: X(t)=a*X(t-1)+error where X(t) is the price of
share at time t
can it become X(t)=a*X(t-1)+b1*y1+b2*y2+error?
where yi is the the company name having share encoded as binary?
The purpose is to consider additional properties of share for
prediction.
Thanks.
.
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