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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Markov chains as a simulation technique for epidemic growth</article-title>
      </title-group>
      <contrib-group>
        <aff id="aff0">
          <label>0</label>
          <institution>Karolina Ke ̨sik Institute of Mathematics Silesian University of Technology Kaszubska 23</institution>
          ,
          <addr-line>44-100 Gliwice</addr-line>
          ,
          <country country="PL">Poland</country>
        </aff>
      </contrib-group>
      <abstract>
        <p>-Modeling various phenomena occurring in nature [9]-[11], whether the deployment of service stations in some allows us to predict future effects in reality. One of such area due to existing roads and their traffic [12]. example is modeling the growth of infection in a given Another application is artificial neural networks, where sphoopwulathtieonusdeepoefnddiisncgreotne vMaarirokuosv pcahraaimnsetienrso.rIdnerthtios amrtoidcleel, twhee there is a specific variation thereof with a stochastic note. epidemic with distinction into four states in which individuals In [13], [14], the authors model such networks and analyze in the population may be. More accurately - healthy, infected, the flow of information. Hybrids are also created, such as the sick and recovered. The article presents a mathematical model connection of heuristics with neural networks [15]. Not only describing the phenomenon together with a calculation example neural networks, but other artificial intelligence algorithms are adnisdcusssiemdu.lations. The obtained results were described and used in practical terms, an example of which is optimization green computing awareness [16]. Another interesting idea</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Stochastic processes are a family of random variables
defined in a certain probabilistic space. It is the field of the
probability theory, which in today’s science has become one of
the most dynamically developed fields due to the numerous
applications in optimization techniques or artificial intelligence.
Such processes enable defining various phenomena based on a
certain probability of its occurrence, as well as its components.</p>
      <p>
        The field of stochastics found its place in the theory of
optimization, where Lévy and Poisson processes were used
in modeling various types of phenomena occurring in nature.
Optimization theory has gained the most, where techniques
inspired by nature have been created to this day. An example
is the cuckoo algorithm intended originally to search for
extremes of function. The movement of these birds was modeled
using the Lévy flights. In [1]–[3], the author presented the
idea of searching key-points on images which can be used
for feature extractions. Proposed idea is important in security
because using stochastic algorithms almost guarantees finding
other features due to the random placement of individuals
in the population at the beginning of the algorithm. With
similar motives in [4], [5], the author showed the use of
these algorithms in two-dimensional games, where such an
algorithm can be used to model the opponent’s movement.
Additionally, in [6]–[8], heuristic approach was used in
different games. Similar algorithms are genetic ones based on
chromosomes. Their use is visible in route planning programs
c 2019 for this paper by its authors. Use permitted under Creative
Commons License Attribution 4.0 International (CC BY 4.0)
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
      </p>
    </sec>
    <sec id="sec-2">
      <title>II. MARKOV CHAINS</title>
      <p>The process fXn; n 0g of state space S is called
the discrete Markov chain, if for each n 2 f0; 1; : : : g, the
following equation occurs</p>
      <p>P fXn+1 = in+1jXn = in; : : : ; X0 = i0g</p>
      <p>= P fXn+1 = in+1jXn = ing
for all possible states i0; : : : ; in+1 2 S.</p>
      <p>It is a mathematical model of a random phenomenon
evolving over time in such a way that the past affects the
future only through the present. This model has state space S,
where we can give the following properties
1) S it is a finite or at most a countable set of states,
2) S = f0; 1; 2; 3; : : :g,
3) Xn = i, what means, that at time n, the process is in
the state of i.</p>
      <p>Let us define the initial distribution of states, i.e. the
distribution of the variable X0. A probability vector as =
[p0; p1; : : : ]. For each state i 2 S, we have</p>
      <p>pi = P fX0 = ig:</p>
    </sec>
    <sec id="sec-3">
      <title>IV. EXPERIMENTS</title>
      <p>A. Numerical example</p>
      <p>
        Let us assume that at the beginning of our experiment, the
population is made up of a thousand people, where 495 people
are healthy, 3 are infected and 2 are sick. Hence, the initial
vector is
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
      </p>
      <p>P0 =
495
3
2
0
:
The stochastic matrix is defined as follows
0 0:8 0:1 0:1 0</p>
      <p>0 0:35 0:4
P = @BB 0 0 0:85
0 0:05 0:02
00::2155 CCA :
After the second iteration, there is
396
51
52</p>
      <p>1
=
317
57
104
21
:
of going from one state i to another j in one step. Generalizing
this, we have
where probabilities are independent of n, pij (k) is an element
at position (i; j) in Pk.</p>
      <p>III. MARKOV CHAINS FOR EPIDEMIC SIMULATIONS
The spread of infection can be represented using a
mathematical model – a discrete Markov chain. In this model,
we divide the population into four groups marked as states
S=f0; 1; 2; 3g, i.e.</p>
      <p>0 – susceptible sus,
1 – infected inf ,
2 – sick sick,
3 – recovered rec.</p>
      <p>Unfortunately, there is no way to create a perfect model,
that is why we create several assumptions that simplify this
model
a healthy person can become infected with an infection,
an individual in the infected group may go only to the
disease state,
a sick subject can leave a group of patients only through
complete recovery,
recovery guarantees immunity,
immunity is not inherited
age, sex and social status do not affect the probability of
infection,
climate or demographic changes do not affect the
epidemic.</p>
      <p>
        For such assumptions, the stochastic matrix can be defined as
0 psus;sick psus;rec 1
ppisnicf;;ssiicckk ppsiincfk;;rreecc CCA (
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
prec;sick prec;rec
psus;sus psus;inf
B pinf;sus pinf;inf
B@ psick;sus psick;inf
      </p>
      <p>prec;sus prec;inf
where p is the probability of changing states at t to t + 1. An
initial vector can be represented as</p>
      <p>
        P0 =
nsus
ninf
nsick
nrec
;
(
        <xref ref-type="bibr" rid="ref7">7</xref>
        )
where n is the number of individuals in specific group at the
initial stage.
(
        <xref ref-type="bibr" rid="ref8">8</xref>
        )
(
        <xref ref-type="bibr" rid="ref9">9</xref>
        )
(
        <xref ref-type="bibr" rid="ref10">10</xref>
        )
(
        <xref ref-type="bibr" rid="ref11">11</xref>
        )
(
        <xref ref-type="bibr" rid="ref12">12</xref>
        )
      </p>
      <p>Both matrices are similar but differ in the selected values.
In the second matrix, the probability of transition from the
infected to recovered and sick to the recovered state drastically
changed, which means minimal chance of recovery. In all
simulations, we assumed that the population is composed of
500 individuals. The effect of the difference in people needed
for the spread of the disease on the entire population was
examined. Tests were performed for the population composed
of 1000000 individuals in population and 1 sick for two
different step (time) values – f25; 150g. The results are shown
in the form of diagrams in the Fig. 1–4. It is easy to see
that the charts are identical regardless of the initial vector
parameters (for the same probability matrix). Hence, the
simple conclusion that Markov models allow simulation of the
epidemic phenomenon, but the initial vector has little effect.
Mainly stochastic matrices play a role, thus estimating the
probability of transition between selected states.</p>
      <p>Note that in the probability of transition from infected and
sick to healed state are 25% and 15%. In the population the
average number of healthy is around 80% people and it stays
independent of the step. Large differences in jumps between
the population can be seen in the first 20 steps, where the
population is infected and gets ill. The further step, the more
stable the chart is, which may be due to the lack of changes
in the stochastic matrix. From a practical point of view, the
infection can evolve, and then these matrices can change.
Unfortunately, the classic approach to Markov’s chains does
not modify the matrix during operation, although there are
models that can do it. Impact on these matrices will result in
a much better realignment of the model.</p>
      <p>For the experiments we have carried out, we have performed
statistical tests. On the significance level = 0:1, we also
verify the hypothesis about the compatibility of the data
distribution with the Gamma distribution with the shape parameter
equal to 1 and the scale parameter equal to 2, which results are
presented in Tab. I–IV. According to the tests carried out, in the
case of each table presenting the process of healthy, infected,
sick, recovered, at the significance level = 0:1, we can reject
the hypothesis about the compatibility of the distribution of
data with the Gamma distribution with the parameter equal to
1 and scale parameter 2.</p>
      <p>V. CONCLUSION</p>
      <p>Discrete Markov chains allow us to model phenomena
occurring in nature. Each step depends on the previous one,
although there is no change in probabilities during operation.
This is a quite serious shortcoming in predicting the future
effects of the model. In the analyzed case of epidemic spread,
such action resulted in the absence of a possible mutation of
the disease. However, it is worth noting that if the disease
started to be fatal after a certain amount of time, in the case
of the second matrix, it could kill almost the entire population,
as opposed to the first one.</p>
      <p>This type of modeling of phenomena may allow us to
improve the predictions of some phenomena that depend only
on selected states and the table of probabilities. The number of
states can be huge, but then the problem arises to create such
a matrix and find its coefficients. The simulations showed that
there is a large impact of even a small change in the main
matrix.</p>
    </sec>
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    </ref-list>
  </back>
</article>