馬可夫鏈 (Markov chain) 或稱馬可夫過程 (Markov process)是一種隨機過程,在數學上只要這傳遞矩陣有一些好的性質,就可以證明經由這馬可夫鏈抽樣的分佈會收斂到想要的機率分佈。
這邊我簡單模擬有一群人,分為A和B兩種狀態,並且一開始兩種狀態人數相同,而每回合 A 中的每個人會有 aRate 機率變 B,B 中的每個人會有 bRate 的機率變 A。如此進行多回合。(這是 Agent-Based 而不是直接矩陣運算)
A to B: ( 0 ~ 1 )
B to A: ( 0 ~ 1 )
HTML Code:
B to A: ( 0 ~ 1 )
<!DOCTYPE html> <html> <head> <title>Simulation</title> <meta charset="utf-8"> <style> body { font: 14px sans-serif; } .axis path, .axis line { fill: none; stroke: #111; shape-rendering: crispEdges; } .x.axis path { display: none; } </style> <script src="https://d3js.org/d3.v3.min.js"></script> <script src="https://ajax.googleapis.com/ajax/libs/jquery/1.12.0/jquery.min.js"></script> </head> <body> <p>Exchange System</p> <p>A to B: ( 0 ~ 1 )</p> <input type="number" id="aRate" value='0.2' min='0.0' max='1.0'> <p>B to A: ( 0 ~ 1 )</p> <input type="number" id="bRate" value='0.1' min='0.0' max='1.0'> <button>Result</button> <div id="Res"></div> <script> var aRate, bRate; $(document).ready(function(){ $("button").click(function(){ aRate = $("#aRate").val(); bRate = $("#bRate").val(); f(); }); }); var Pss = { // person state A: 1, B: 2 }; function f() { var res = System.runRounds(), data = []; for(var i=0; i<= System.NumRounds; i++){ data.push({ Terms: i, A: res[i].A, B: res[i].B}); } showResult(data); } var System = (function (){ var People = []; var runRounds = function(){ var result = []; initialize(); result.push({ A: System.NumPeople, B: System.NumPeople}); // initial for(var i= 0; i< System.NumRounds;i++){ result.push( aRound()); } return result; }; var initialize = function(){ People = []; for(var i= 0; i< System.NumPeople; i++){ People.push(new Person(Pss.A)); People.push(new Person(Pss.B)); } }; var aRound = function(){ People.forEach(function(ps){ ps.change(); }); return count(); }; var count = function(){ var Pp = People; var data = { A: 0, B: 0}; for(var i in Pp){ if(Pp[i].State == Pss.A) data.A++; else data.B++; } return data; }; return{ NumPeople: 10000, NumRounds: 30, runRounds: runRounds }; })(); function Person(state){ this.State = state; } Person.prototype.change = function(){ this.Rate = (this.State == Pss.A)? aRate: bRate; this.State = (Math.random()< this.Rate)? 3^this.State: this.State; } function showResult(data) { var margin = {top: 20, right: 20, bottom: 30, left: 40}, width = 900 - margin.left - margin.right, height = 500 - margin.top - margin.bottom; var x0 = d3.scale.ordinal() .rangeRoundBands([0, width-20], .1); var x1 = d3.scale.ordinal(); var y = d3.scale.linear() .range([height, 0]); var color = d3.scale.ordinal() .range([ "#aa4748","#ff8c00"]); var xAxis = d3.svg.axis() .scale(x0) .orient("bottom"); var yAxis = d3.svg.axis() .scale(y) .orient("left") .tickFormat(d3.format(".2s")); $("#Res").empty(); var svg = d3.select("#Res").append("svg") .attr("width", width + margin.left + margin.right) .attr("height", height + margin.top + margin.bottom) .append("g") .attr("transform", "translate(" + margin.left + "," + margin.top + ")"); var X_Names = ['A','B',]; data.forEach(function(d) { d.xs = X_Names.map(function(name) { return {name: name, value: +d[name]}; }); }); x0.domain(data.map(function(d) { return d.Terms; })); x1.domain(X_Names).rangeRoundBands([0, x0.rangeBand()]); y.domain([0, d3.max(data, function(d) { return d3.max(d.xs, function(d) { return d.value; }); })]); svg.append("g") .attr("class", "x axis") .call(xAxis) .attr("transform", "translate(0," + height + ")") .append("text") .attr("x", width+10) .attr("y", 18) .style("text-anchor", "end") .text("Terms");; svg.append("g") .attr("class", "y axis") .call(yAxis) .append("text") .attr("transform", "rotate(-90)") .attr("y",6) .attr("dy", ".71em") .style("text-anchor", "end") .text("People"); var terms = svg.selectAll(".terms") .data(data) .enter().append("g") .attr("class", "terms") .attr("transform", function(d) { return "translate(" + x0(d.Terms) + ",0)"; }); terms.selectAll("rect") .data(function(d) { return d.xs; }) .enter().append("rect") .attr("width", x1.rangeBand()) .attr("x", function(d) { return x1(d.name); }) .attr("y", function(d) { return y(d.value); }) .attr("height", function(d) { return height - y(d.value); }) .style("fill", function(d) { return color(d.name); }); var legend = svg.selectAll(".legend") .data(X_Names.slice().reverse()) .enter().append("g") .attr("class", "legend") .attr("transform", function(d, i) { return "translate(0," + i * 20 + ")"; }); legend.append("rect") .attr("x", width - 16) .attr("width", 18) .attr("height", 18) .style("fill", color); legend.append("text") .attr("x", width+12 ) .attr("y", 9) .attr("dy", ".35em") .style("text-anchor", "end") .text(function(d) { return d; }); }; </script> </body> </html>
沒有留言:
張貼留言