using?System;
using?System.Collections.Generic;
using?System.Linq;
using?System.Text;

using?System.Collections;
using?MathNet.Numerics;
using?MathNet.Numerics.LinearAlgebra.Double;
using?MathNet.Numerics.Distributions;
namespace?WindowsFormsApplication1
{
????public?class?DiscreteMarkov
????{
????????#region?屬性
????????///?

????????///?樣本點狀態時間序列按照時間升序
????????///?

????????public?List?StateList?{?get;?set;?}
????????///?

????????///?狀態總數對應模型的m
????????///?

????????public?int?Count?{?get;?set;?}
????????///?

????????///?概率轉移矩陣Pij
????????///?

????????public?List?ProbMatrix?{?get;?set;?}
????????///?

????????///?各階的自相關系數
????????///?

????????public?double[]?Rk?{?get;?set;?}
????????///?

????????///?各階的權重
????????///?

????????public?double[]?Wk?{?get;?set;?}
????????///?

????????///?頻數矩陣
????????///?

????????public?int[][]?CountStatic?{?get;?set;?}
????????///?

????????///?目標序列是否滿足“馬氏性“
????????///?

????????public?Boolean?IsMarkov?{?get;?set;?}
????????///?

????????///?滯時期，K
????????///?

????????public?int?LagPeriod?{?get;?set;?}
????????///?

????????///?預測概率
????????///?

????????public?double[]?PredictValue?{?get;?set;?}
????????#endregion
????????
????????#region?構造函數

????????public?DiscreteMarkov（List?data?int?count?int?K?=?5）
????????{
????????????this.StateList?=?data;
????????????this.LagPeriod?=?K;
????????????this.Count?=?count;
????????????this.CountStatic?=?StaticCount（data?count）;
????????????this.ProbMatrix?=?new?List（）;
????????????var?t0?=?DenseMatrix.OfArray（StaticProbability（this.CountStatic））;
????????????ProbMatrix.Add（t0）;

????????????for?（int?i?=?1;?i?????????????{
????????????????var?temp?=?ProbMatrix[i?-?1]?*?t0;
????????????????ProbMatrix.Add（temp）;
????????????}
????????????IsMarkov?=?ValidateMarkov（）;
????????????if?（IsMarkov）
????????????{
????????????????CorrCoefficient（）;
????????????????TimeWeight（）;
????????????????PredictProb（）;
????????????}
????????????else
????????????{
????????????????Console.WriteLine（“馬氏性?檢驗失敗無法進行下一步預測“）;
????????????}
????????}
????????#endregion

????????#region?驗證
????????///?

????????///?驗證是否滿足馬氏性默認的顯著性水平是0.05，自由度25
????????///?

????????///?
????????private?Boolean?ValidateMarkov（）
????????{
????????????//計算列和
????????????int[]?cp1?=?new?int[Count];
????????????double?gm?=?0;
????????????try
????????????{
????????????????int?allcount?=?CountStatic.Select（n?=>?n.Sum（））.Sum（）;//總數

????????????????for?（int?i?=?0;?i?????????????????{
????????????????????for?（int?j?=?0;?j?????????????????}
????????????????double[]?cp?=?cp1.Select（n?=>?（double）n?/?（double）allcoun

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1041??2016-01-04?14:35??WindowsFormsApplication1\WindowsFormsApplication1.sln

????..A..H.?????46592??2017-06-25?13:07??WindowsFormsApplication1\WindowsFormsApplication1.v12.suo

?????文件???????7664??2016-01-05?16:07??WindowsFormsApplication1\WindowsFormsApplication1\DiscreteMarkov.cs

?????文件????????505??2016-01-04?14:35??WindowsFormsApplication1\WindowsFormsApplication1\Program.cs

?????文件???????4446??2016-01-04?15:09??WindowsFormsApplication1\WindowsFormsApplication1\WindowsFormsApplication1.csproj

?????文件????1121752??2013-07-23?05:17??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\FSharp.Core.dll

?????文件?????603029??2013-07-23?05:17??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\FSharp.Core.xml

?????文件????1177600??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.dll

?????文件?????455680??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.dll

?????文件?????294400??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.pdb

?????文件??????90418??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.FSharp.xml

?????文件????3792384??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.pdb

?????文件????3229256??2015-12-30?17:23??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\MathNet.Numerics.xml

?????文件??????19968??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.exe

?????文件??????50688??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.pdb

?????文件??????22656??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.vshost.exe

?????文件????????490??2017-03-19?05:00??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\WindowsFormsApplication1.vshost.exe.manifest

?????文件??????36352??2013-09-24?22:54??WindowsFormsApplication1\WindowsFormsApplication1\bin\Debug\zh-Hans\FSharp.Core.resources.dll

?????文件???????1453??2016-01-05?16:22??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\DesignTimeResolveAssemblyReferences.cache

?????文件???????7214??2017-06-25?13:03??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\DesignTimeResolveAssemblyReferencesInput.cache

?????文件???????6555??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csproj.FileListAbsolute.txt

?????文件??????19968??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.exe

?????文件????????180??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.Form1.resources

?????文件??????50688??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.pdb

?????文件????????180??2016-01-04?15:24??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.Properties.Resources.resources

?????文件??????48789??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csprojResolveAssemblyReference.cache

?????文件????????977??2017-06-25?13:06??WindowsFormsApplication1\WindowsFormsApplication1\obj\Debug\WindowsFormsApplication1.csproj.GenerateResource.Cache

?????文件???????1390??2016-01-04?14:35??WindowsFormsApplication1\WindowsFormsApplication1\Properties\AssemblyInfo.cs

?????文件???????2900??2016-01-04?14:35??WindowsFormsApplication1\WindowsFormsApplication1\Properties\Resources.Designer.cs

?????文件???????5612??2016-01-04?14:35??WindowsFormsApplication1\WindowsFormsApplication1\Properties\Resources.resx

............此處省略17個文件信息