Browse Definitions:
Definition

Markov model

Contributor(s): Matthew Haughn

A Markov model is a stochastic method for randomly changing systems where it is assumed that future states do not depend on past states. These models show all possible states as well as the transitions, rate of transitions and probabilities between them. 

Markov models are often used to model the probabilities of different states and the rates of transitions among them.  The method is generally used to model systems. Markov models can also be used to recognize patterns, make predictions and to learn the statistics of sequential data.

There are four types of Markov models that are used situationally:

  • Markov chain - used by systems that are autonomous and have fully observable states
  • Hidden Markov model - used by systems that are autonomous where the state is partially observable. 
  • Markov decision processes - used by controlled systems with a fully observable state.
  • Partially observable Markov decision processes - used by controlled systems where the state is partially observable.

Markov models can be expressed in equations or in graphical models. Graphic Markov models typically use circles (each containing states) and directional arrows to indicate possible transitional changes between them. The directional arrows are labeled with the rate or the variable one for the rate. Applications of Markov modeling include modeling languages, natural language processing (NLP), image processing, bioinformatics, speech recognition and modeling computer hardware and software systems.

Markov models are named after their creator, Andrey Markov, a Russian mathematician in the late 1800s to early 1900s.

An introduction to Markov models:

This was last updated in July 2017

Continue Reading About Markov model

Join the conversation

1 comment

Send me notifications when other members comment.

By submitting you agree to receive email from TechTarget and its partners. If you reside outside of the United States, you consent to having your personal data transferred to and processed in the United States. Privacy

Please create a username to comment.

What mathematical concept do you wish you'd paid more attention to in high school?
Cancel

-ADS BY GOOGLE

File Extensions and File Formats

Powered by:

SearchCompliance

  • internal audit (IA)

    An internal audit (IA) is an organizational initiative to monitor and analyze its own business operations in order to determine ...

  • pure risk (absolute risk)

    Pure risk, also called absolute risk, is a category of threat that is beyond human control and has only one possible outcome if ...

  • risk assessment

    Risk assessment is the identification of hazards that could negatively impact an organization's ability to conduct business.

SearchSecurity

  • computer exploit

    A computer exploit, or exploit, is an attack on a computer system, especially one that takes advantage of a particular ...

  • cyberwarfare

    Cyberwarfare is computer- or network-based conflict involving politically motivated attacks by a nation-state on another ...

  • insider threat

    Insider threat is a generic term for a threat to an organization's security or data that comes from within.

SearchHealthIT

SearchDisasterRecovery

  • business continuity and disaster recovery (BCDR)

    Business continuity and disaster recovery (BCDR) are closely related practices that describe an organization's preparation for ...

  • business continuity plan (BCP)

    A business continuity plan (BCP) is a document that consists of the critical information an organization needs to continue ...

  • call tree

    A call tree -- sometimes referred to as a phone tree -- is a telecommunications chain for notifying specific individuals of an ...

SearchStorage

SearchSolidStateStorage

  • 3D XPoint

    3D XPoint is memory storage technology jointly developed by Intel and Micron Technology Inc.

  • RRAM or ReRAM (resistive RAM)

    RRAM or ReRAM (resistive random access memory) is a form of nonvolatile storage that operates by changing the resistance of a ...

  • JEDEC

    JEDEC is a global industry group that develops open standards for microelectronics.

SearchCloudStorage

  • Google Cloud Storage

    Google Cloud Storage is an enterprise public cloud storage platform that can house large unstructured data sets.

  • RESTful API

    A RESTful application program interface breaks down a transaction to create a series of small modules, each of which addresses an...

  • cloud storage infrastructure

    Cloud storage infrastructure is the hardware and software framework that supports the computing requirements of a private or ...

Close