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  1. Solr
  2. SOLR-11602

Add Markov Chain Stream Evaluator

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Details

    • New Feature
    • Status: Closed
    • Trivial
    • Resolution: Resolved
    • None
    • 7.2
    • None
    • None

    Description

      Now that Streaming Expressions supports Monte Carlo simulations it would be useful to add Markov Chain support (https://en.wikipedia.org/wiki/Markov_chain). This ticket will add support for Markov Chain simulations.

      Here is the syntax:

      
      let(state0=array(.3, .4, .3),
          state1=array(.2, .1, .7),
          state2=array(.6, .2, .2),
          states=matrix(state0, state1, state2),
          m=markovChain(states, 0),
          s=sample(m, 500))
      

      The Markov chain is initialized with a matrix who's rows represent the different states of the system. The columns represent the probabilities of changing from one state to another state.

      For example if we are in state 1 represented by the array(.2,.1,.7), there is a .7 percent probability that it will transition to state 2.

      Attachments

        1. SOLR-11602.patch
          8 kB
          Joel Bernstein
        2. SOLR-11602.patch
          5 kB
          Joel Bernstein
        3. SOLR-11602.patch
          4 kB
          Joel Bernstein

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              jbernste Joel Bernstein
              jbernste Joel Bernstein
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                Updated:
                Resolved: