Markov Algorithm For Time Series

Author(s): Ashutosh Malgaonkar

Originally published on Towards AI.

Table of Contents

Markov Modeling

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I. Downloading the dataset

II. Algorithm — Going from Time Series data to Discrete Markov Modeling

III. Visualizing Error Metrics

I went here →https://data.world/classyprince/arxivcombineddata

and downloaded the data. This data shows submissions and downloads for arXiv by month.

In this task, I will predict the monthly submissions.

In order to go from data that is not discretized to some finite number (basically not standardized could be the right phrase) to a discretized dataset that can be used for State-Transition modeling, I need a mapping function.

Here I will use the percentile function. Excel has a… Read the full blog for free on Medium.

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Published via Towards AI