Parameter identification in nonstationary Markov chains with external impact and its application to computational sociology
2010
A numerical framework for analysis and online prediction of nonstationary discrete ensemble
probability distribution dynamics is presented. This framework is based on a databased
estimation of time-dependent Markov chain models under influence of external
factors. A numerical algorithm for the solution of the resulting mixed discrete-continuous
optimization problem is described, existence and uniqueness of the partial optimizers
is investigated. The resulting numerical algorithm is applied to analyze a historical
time series of political preferences in Germany from the monthly anonymized opinion
polls. The obtained Markovian voter models with external influence are analyzed and
the resulting online predictions are compared to the ones obtained by standard methods
of time series analysis.
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