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Creating a Markov Transition Matrix from a streaming data source

Using a “markovian” streaming data source to create a real-time Markov transition matrix

Primer on Markov processes

a 2 state memoryless Markov process. source: https://setosa.io/
[[Pr(sun|sun) = 0.4, Pr(rain|sun) = 0.6],
[Pr(sun|rain) = 0.8, Pr(rain|rain) = 0.2]]

Creating a Markov transition matrix from a streaming data source

An example of the 6 state markov process.

Data Scientist