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Predicting the near-future delay with accuracy for trains is momentous for railway operations and passengers' traveling experience. This work aims to design prediction models for train delays based on Netherlands Railway data. We first develop a chi-square test to show that the delay evolution over stations follows a first-order Markov chain. We then propose a delay prediction model based on non-homogeneous Markov chains. To deal with the sparsity of the transition matrices of the MarkovarXiv:2205.10682v1 fatcat:p2sdduwjazh55jk6kzemzl7vry