Scribd
Upload
47 views

Assignment Module 5

1. The document contains 5 problems regarding Markov chains and weather modeling. Problem 1 asks for the probability of rain 4 days from today given today is rainy and provides a 2-state Markov chain transition probability matrix for wet/dry days. Problem 2 provides another 2-state wet/dry transition matrix and asks for the probability of wet on day 3 given dry on day 0. Problem 3 provides a 3-state saturated/intermediate/dry transition matrix and asks for the fraction of time in each state. Problems 4 and 5 provide additional Markov chains and ask probability questions.

Uploaded by

Fofo Elorfi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
47 views

Assignment Module 5

1. The document contains 5 problems regarding Markov chains and weather modeling. Problem 1 asks for the probability of rain 4 days from today given today is rainy and provides a 2-state Markov chain transition probability matrix for wet/dry days. Problem 2 provides another 2-state wet/dry transition matrix and asks for the probability of wet on day 3 given dry on day 0. Problem 3 provides a 3-state saturated/intermediate/dry transition matrix and asks for the fraction of time in each state. Problems 4 and 5 provide additional Markov chains and ask probability questions.

Uploaded by

Fofo Elorfi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Assignment – Module 5

1. Daily weather at a place may be considered as a two state Markov Chain, with the

transition probability matrix (TPM) given by

W D

W 0.7 0.3

D 0.4 0.6

where W indicates a rainy day and D a dry day. What is the probability that it will be a

rainy day four days from today, given that today is a rainy day? Obtain the steady state

probability of a rainy day.

2. Consider a 2-state, first order homogeneous Markov Chain for a sequence of wet and dry

days. State 1 is dry and state 2 is wet. The transition probability matrix for the Markov

Chain is given by

dry wet

dry 0.8 0.2

wet 0.4 0.6

What is the probability of the day 3 being in wet state, if day 0 is a dry day?

3. Consider a Markov chain model for daily rainfall in a subcatchment. Consider state-1

represents a dry condition, state-2 represents an intermediate rainfall condition and state-

3 represents a completely saturated condition. Assume the transition probability matrix is

0.1 0.4 0.5


P = 0.1 0.7 0.2 
0.1 0.6 0.3
Assuming that it is not possible to pass directly from state-1 to state-3 or from state-3 to

state-1 without going to state-2, what fraction of time is the subcatchment in each of the

states.

4. Consider the subcatchment in problem 3, generate a sequence of 50 possible states

corresponding to t = 1, 2, …, 50.

5. Consider that today’s weather condition depends on the previous two days weather

condition (i.e., whether or not it rains today depends on previous weather conditions

through the last two days). The transition probability matrix is given by

State 0: if it rained today and yesterday;


0.6 0 0.4 0 
 0.5 0 0.5 0  State 1: if it rained today but not yesterday;
P= 
 0 0.3 0 0.7  State 2: if it rained yesterday but not today;
 
 0 0.4 0 0.6 
State 3: if it did not rain yesterday or today.

Obtain the probability that it will rain on Friday, given that it rained on Tuesday and

Wednesday.

You might also like