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.

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

SearchCompliance

  • compliance audit

    A compliance audit is a comprehensive review of an organization's adherence to regulatory guidelines.

  • regulatory compliance

    Regulatory compliance is an organization's adherence to laws, regulations, guidelines and specifications relevant to its business...

  • Whistleblower Protection Act

    The Whistleblower Protection Act of 1989 is a law that protects federal government employees in the United States from ...

SearchSecurity

  • brute force attack

    Brute force (also known as brute force cracking) is a trial and error method used by application programs to decode encrypted ...

  • spyware

    Spyware is software that is installed on a computing device without the user's knowledge. Spyware can be difficult to detect; ...

  • ATM black box attack

    An ATM black box attack, also referred to as jackpotting, is a type of banking-system crime in which the perpetrators bore holes ...

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 ...

  • warm site

    A warm site is a type of facility an organization uses to recover its technology infrastructure when its primary data center goes...

  • disaster recovery (DR) test

    A disaster recovery test (DR test) is the examination of each step in a disaster recovery plan as outlined in an organization's ...

SearchStorage

  • disk array

    A disk array, also called a storage array, is a data storage system used for block-based storage, file-based storage or object ...

  • enterprise storage

    Enterprise storage is a centralized repository for business information that provides common data management, protection and data...

  • optical storage

    Optical storage is any storage type in which data is written and read with a laser. Typically, data is written to optical media, ...

Close