Research of Markov Chain to Predict the Commodity Retail Price Indez Based on Entropy Weight

摘要：

This paper aims to put forward a prediction analysis method of Markov Chain based on Entropy Weight, according to the changing characteristics of the commodity retail price index. Firstly, it applies equipartition method of the probability to partition the state grades; Secondly, it figures out the state of commodity retail price index, and constructs the state transtion probability matrix of the Markov Chain with differen step lengths; Finally, it not only predicts the comodity retail price index by using the Markov Chain analytical model based on Entropy Weight, but also uses an example of Harbin, from 1954 to 2008, to illustrate the validity of the method.

关键词： Commodity retail price indez Markov Chain Entropy Weight Prediction

作者: Jun Ma

作者单位: School of Finance, Harbin University of Commerce, Harbin, 150028, China

会议类型: 国际会议

会议名称: The Ninth Wuhan International Conference on E-Business(第九届武汉电子商务国际会议)

会议地点: 武汉

会议语种:英文

页码: 821-826

在线出版日期: 2010-05-29（万方平台首次上网日期，不代表论文的发表时间）