HVT (version 24.9.1)

getTransitionProbability: Creating Transition Probabilities list

Description

This is the main function to create transition probabilities list. The transition probability table quantifies the likelihood of transitioning from one state to another. States: The table includes the current states and the possible next states. Probabilities: For each current state, it lists the probability of transitioning to each of the next possible states.

Usage

getTransitionProbability(df, cellid_column, time_column)

Value

Prints and stores a nested list of data frames with transition probabilities.

Arguments

df

Data frame. The input data frame should contain two columns, cell ID from scoreHVT function and time stamp of that dataset.

cellid_column

Character. Name of the column containing cell IDs.

time_column

Character. Name of the column containing time stamps.

Author

PonAnuReka Seenivasan <[e-mail]>

See Also

trainHVT
scoreHVT

Examples

dataset <- data.frame(date = as.numeric(time(EuStockMarkets)),
                      DAX = EuStockMarkets[, "DAX"],
                      SMI = EuStockMarkets[, "SMI"],
                      CAC = EuStockMarkets[, "CAC"],
                      FTSE = EuStockMarkets[, "FTSE"])
hvt.results<- trainHVT(dataset,n_cells = 60, depth = 1, quant.err = 0.1,
                       distance_metric = "L1_Norm", error_metric = "max",
                       normalize = TRUE,quant_method = "kmeans")
scoring <- scoreHVT(dataset, hvt.results)
cell_id <- scoring$scoredPredictedData$Cell.ID
time_stamp <- dataset$date
dataset <- data.frame(cell_id, time_stamp)
table <- getTransitionProbability(dataset, cellid_column = "cell_id",time_column = "time_stamp")