computing transitional probability from Data

[Somnath]

Dear Sir,

I want to know, how I can compute transitional probability from my
data. I have the data in excel / text. I also know the states. Is
there any possibility to compute transitional probability in Prism
from data .

Later on I also want to make a transition graph from my transition
matrix. Is it also possible to do in prism.

please let me know if there are any open source tool kit to compute
transitional probability and build transition matrix from data.

Many thanks

with regards

Sayanta

[Gethin Norman]

Sayanta,

it is not clear what you mean by data so I cannot give you much
guidance. However, I do not think PRISM can help you here, the only
thing that might be relevant is that you can now import a model
directly from its transition matrix:

http://www.prismmodelchecker.org/manual/RunningPRISM/ExplicitModelImport

Gethin

[Somnath]

Dear Sir,

Many thanks for your reply. I want to generate .tra file. I want to
know from which tool I can generate .tra file and how. Because
the .tra file contains the state and transitional probabilities . Is
possible to do it mat lab or any other open source tool kit.

regards

Sayanta

[Dave Parker]

Sayanta,

A .tra file is just a very simple format to store a Markov chain or MDP
in a file. It is specific to PRISM so other software will not support it
directly, but the format is very simple so you could easily translate to
a .tra file from another format.

The key question is where you get the model itself from, i.e. what the
states and transition probabilities are. In PRISM, you do this by
writing a model in the PRISM modelling language. I guess you have a
different source of Markov models in mind. In what format are your
Markov chains currently?

Dave.

[Somnath]

Dear Sir,

Many thanks for your reply. I have monitoring data from IT
infrastructure in a excel file. I want to compute the transition
probabilities and transition matrix from that excel file in prism.

Currently I have the transition matrix and transition probabilities in
matlab . Can able to import the transition probabilities of my matlab
file to compute DTMC markov chain.

I want to see whether my markov chain has a stable state distribution
and whether my markov chain is strongly connected.

many thanks

with regards

Sayanta

[Dave Parker]

PRISM exports to, but does not import from Matlab matrices. PRISM
imports from .tra files, as described here:

http://www.prismmodelchecker.org/manual/RunningPRISM/ExplicitModelImport

The format of the tra file is a plain text file. The first line contains
the number of states and transitions. Subsequent lines list the
transitions in the form "x y p" where x and y are 0-indexed state
indices for the source/target and p is a probability. Here is a simple
example:

6 9
0 1 0.5
0 3 0.5
1 0 0.5
1 2 0.25
1 4 0.25
2 5 1
3 3 1
4 4 1
5 2 1

It should be straightforward to write a script to convert your data into
this form.

Regards,

[Somnath]

Dear Sir,

Many thanks for your reply, Yes I want to do exactly but from my
data. My data will give me the transitional probability from one state
to another state. I want to compute the transition probability from
the data

Could please give me a example script , can the write script in
prism to compute the transition probability from my data .

Many thanks

Sayanta

[anasir.h...@gmail.com]

Hello,

I want to know how can I develop transition matrices for bank portfolio? I have a data in excel parameters are borrower ID, borrower current status of regular and defaulter, current outstanding amount, days past due status, so from this available data set how can transition matrices be developed? I want to identify the probability of movement from one rating grade to other. Please advise me in this regard.

Thanks