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Markov
Data |
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The Markov Data add-in constructs tables that describe
data for instances of specific application areas of Markov
analysis. The Markov Data add-in calls the Markov
Models add-in to construct the model form to hold
the stochastic features of the model. The Markov Data add-in then fills the model form with parameters linked to the data
form. The resulting form will ultimately be used to provide
data for one of the solution add-ins.
Although the model forms available in
the Markov Models add-in are very general, it is somewhat
difficult for the unskilled user of Excel to build a model.
The Markov
Data add-in removes this difficulty by automatically building
the model for specific problem classes. At this time only three
classes are available, the birth-death process, the finite
queue, and the random walk. For each class there are several
variations. Future editions of the add-in may include more
problem classes.
The addition of new problem classes requires VBA programming.
The programs of this add-in are not password protected so you
can examine the programs for existing classes.
As a user of this add-in, you may find it interesting to add
new classes. Several program features make this not too difficult.
I am glad to accept contributions of new classes and will include
them in future editions. I will also be willing
to help aspiring contributors.
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The picture to the left shows the menus of the Markov Data
and Markov Models add-ins. To use the Markov Data add-in select
the Data item
from the menu.
The Start and Finish commands are used to
respectively add and remove buttons from the worksheets. This
is important when moving models from one computer to another.
Always delete the buttons with the Finish command before
attempting to open a model on another computer. Otherwise you
will experience an error message regarding links.
Add buttons back with the Start command.
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Selecting the Data item will present
the
dialog at the left. The problem type is selected
with a button at the left of the dialog.
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The
dialog provides three model types. the Discrete
Time Markov Chain (DTMC) considers time in discrete
steps and specifies probabilities of transition. The Continuous
Time Markov Chain (CTMC) considers time as continuous
and specifies rates of transition. The Markov Decision
Process (MDP) describes a DTMC but adds decisions to
the model. This feature requires a more complex model, but
many interesting decision problems may be considered. All
of these model types are considered by the other add-ins
in this collection, but here we describe only the data portion.
The Model Type is selected by clicking the appropriate button
in the Model portion of the dialog.
To analyze DTMC or CTMC models the Markov Analysis add-in must
also be installed. The analysis of MDP models requires the Markov
Decision add-in. |
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Clicking the OK button presents a second dialog
with data specific to the problem type. The
Model Name field accepts a name and is initially filled by
a default name. The name may be changed on this dialog, but
not after the model is constructed. If you choose a new name,
make it small, include no spaces, start the name with a letter,
and do not use punctuation. The names
"Prob 1" or "Prob.1" will both fail because
the first contains a space and the second a period.
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The maximum population determines
the size of the model and the corresponding solution effort.
Although the add-ins do not restrict the size of the problem
entered, some computational methods are impractical for large
problems. Analysis methods use tables with the number of columns
proportional to the number of states. The number of columns is
limited by Excel 2003 and 2004 to 256, thus limiting the size
that can be analyzed. Excel 2007 has a much larger column capacity.
I have not tested the methods for large problems. Some computations
in the Markov Analysis add-in use the Excel INVERSE function
that is limited to about 50 states. The size of a model, as measured
by the number of states, is an important feature of a Markov
model because for many problems the number of states is very large.
The remainder of this section describes the problem types
and their models. For more detailed discussions of the modeling
and solutions processes, see the other parts of this Markov
collection. |
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