State transition matrix for CTMC

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Priit Kasari
Priit Kasari on 14 Mar 2021
Commented: Priit Kasari on 12 Apr 2021
I'm new to Matlab and I need to crate a state transition matrix for a CTMC (continnuous time Markov chain) and i have not found any code, that would help me do so.
I have a table of survay data of bridge elements rated from 1 to 4, seperated by about 3 years, with 1 beeing the best state (like new) and 4 describing an element that needs replacement. Elements cant reach a beter state than it previosly had.
I need to create a transition matrix Q that would indicate the likelyhood of an element moving from one state to another every year.
The end result should be a 4x4 matrix. There is 3076 lines of data( excluding the heading) if its relevant.
I hope you can help me.
  1 Comment
Priit Kasari
Priit Kasari on 12 Apr 2021
Follow up question.
I have managed to formulata a matrix, however the result in not correct as all the elements are either 0.100 or -0.100.
As i understand it is a issue of not haveing the dates on the correct form.
So what form should my dates be so that matlab could read the info correctly from excel table.

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Answers (1)

Aghamarsh Varanasi
Aghamarsh Varanasi on 17 Mar 2021
Edited: Aghamarsh Varanasi on 17 Mar 2021
As this seems to a HW problem, I can give you documentation links and MATLAB Answers comunity links that might be helpful
  1. Markov Chain Model
  2. Simulate Markov chain state walks
  3. Simulating a Markov chain
  4. Simulating a Continuous time markov chain

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