Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rissanen, Jorma
1996-01-01
Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression wher...
Fitting Hidden Markov Models to Psychological Data
Directory of Open Access Journals (Sweden)
Ingmar Visser
2002-01-01
Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.
Estimating an Activity Driven Hidden Markov Model
Meyer, David A.; Shakeel, Asif
2015-01-01
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of inferring human mobility on sub-daily time scales from, for example, mobile phone records.
Coding with partially hidden Markov models
DEFF Research Database (Denmark)
Forchhammer, Søren; Rissanen, J.
1995-01-01
Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...
Hidden Markov models estimation and control
Elliott, Robert J; Moore, John B
1995-01-01
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filte
Hidden Markov Models for Human Genes
DEFF Research Database (Denmark)
Baldi, Pierre; Brunak, Søren; Chauvin, Yves
1997-01-01
We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover...
Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models
Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti
2016-10-01
A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.
Detecting Structural Breaks using Hidden Markov Models
DEFF Research Database (Denmark)
Ntantamis, Christos
Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The locations of the breaks are subsequently obtained by assigning states to data points according to the Maximum Posterior Mode (MPM) algorithm. The Integrated Classification Likelihood-Bayesian Information Criterion (ICL-BIC) allows for the determination of the number of regimes by taking into account...... in the monetary policy of United States, the dierent functional form being variants of the Taylor (1993) rule....
Finite State Transducers Approximating Hidden Markov Models
Kempe, A
1999-01-01
This paper describes the conversion of a Hidden Markov Model into a sequential transducer that closely approximates the behavior of the stochastic model. This transformation is especially advantageous for part-of-speech tagging because the resulting transducer can be composed with other transducers that encode correction rules for the most frequent tagging errors. The speed of tagging is also improved. The described methods have been implemented and successfully tested on six languages.
Online Learning in Discrete Hidden Markov Models
Alamino, Roberto C.; Caticha, Nestor
2007-01-01
We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw learning curves in simplified situations. The performance for learning drifting concepts of one of the presented algorithms is analysed and compared with the Baldi-Chauvin algorithm in the same situations. A brief discussion about learning and symmetry breaking b...
Binary hidden Markov models and varieties
Critch, Andrew J
2012-01-01
The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly non-linear statistical models, and just as linear models are amenable to linear algebraic techniques, non-linear models are amenable to commutative algebra and algebraic geometry. This paper examines closely those HMMs in which all the random variables, called nodes, are binary. Its main contributions are (1) minimal defining equations for the 4-node model, comprising 21 quadrics and 29 cubics, which were computed using Gr\\"obner bases in the cumulant coordinates of Sturmfels and Zwiernik, and (2) a birational parametrization for every binary HMM, with an explicit inverse for recovering the hidden parameters in terms of observables. The new model parameters in (2) are hence rationally identifiable in the sense of Sullivant, Garcia-Puente, and Spielvogel, and each model's Zar...
Evolving the structure of hidden Markov Models
DEFF Research Database (Denmark)
won, K. J.; Prugel-Bennett, A.; Krogh, A.
2006-01-01
A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....
ADAPTIVE LEARNING OF HIDDEN MARKOV MODELS FOR EMOTIONAL SPEECH
Directory of Open Access Journals (Sweden)
A. V. Tkachenia
2014-01-01
Full Text Available An on-line unsupervised algorithm for estimating the hidden Markov models (HMM parame-ters is presented. The problem of hidden Markov models adaptation to emotional speech is solved. To increase the reliability of estimated HMM parameters, a mechanism of forgetting and updating is proposed. A functional block diagram of the hidden Markov models adaptation algorithm is also provided with obtained results, which improve the efficiency of emotional speech recognition.
Pruning Boltzmann networks and hidden Markov models
DEFF Research Database (Denmark)
Pedersen, Morten With; Stork, D.
1996-01-01
We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...
Genetic Algorithms Principles Towards Hidden Markov Model
Directory of Open Access Journals (Sweden)
Nabil M. Hewahi
2011-10-01
Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.
Epitope discovery with phylogenetic hidden Markov models.
LENUS (Irish Health Repository)
Lacerda, Miguel
2010-05-01
Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.
An introduction to hidden Markov models for biological sequences
DEFF Research Database (Denmark)
Krogh, Anders Stærmose
1998-01-01
A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....
Probabilistic Resilience in Hidden Markov Models
Panerati, Jacopo; Beltrame, Giovanni; Schwind, Nicolas; Zeltner, Stefan; Inoue, Katsumi
2016-05-01
Originally defined in the context of ecological systems and environmental sciences, resilience has grown to be a property of major interest for the design and analysis of many other complex systems: resilient networks and robotics systems other the desirable capability of absorbing disruption and transforming in response to external shocks, while still providing the services they were designed for. Starting from an existing formalization of resilience for constraint-based systems, we develop a probabilistic framework based on hidden Markov models. In doing so, we introduce two new important features: stochastic evolution and partial observability. Using our framework, we formalize a methodology for the evaluation of probabilities associated with generic properties, we describe an efficient algorithm for the computation of its essential inference step, and show that its complexity is comparable to other state-of-the-art inference algorithms.
Hidden Markov Model for Stock Selection
Directory of Open Access Journals (Sweden)
Nguyet Nguyen
2015-10-01
Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.
Hidden Markov models in automatic speech recognition
Wrzoskowicz, Adam
1993-11-01
This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.
Hidden Markov Models with Factored Gaussian Mixtures Densities
Institute of Scientific and Technical Information of China (English)
LI Hao-zheng; LIU Zhi-qiang; ZHU Xiang-hua
2004-01-01
We present a factorial representation of Gaussian mixture models for observation densities in Hidden Markov Models(HMMs), which uses the factorial learning in the HMM framework. We derive the reestimation formulas for estimating the factorized parameters by the Expectation Maximization (EM) algorithm. We conduct several experiments to compare the performance of this model structure with Factorial Hidden Markov Models(FHMMs) and HMMs, some conclusions and promising empirical results are presented.
Reduced-Rank Hidden Markov Models
Siddiqi, Sajid M; Gordon, Geoffrey J
2009-01-01
We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in continuous-observation HMMs. RR-HMMs assume an m-dimensional latent state and n discrete observations, with a transition matrix of rank k <= m. This implies the dynamics evolve in a k-dimensional subspace, while the shape of the set of predictive distributions is determined by m. Latent state belief is represented with a k-dimensional state vector and inference is carried out entirely in R^k, making RR-HMMs as computationally efficient as k-state HMMs yet more expressive. To learn RR-HMMs, we relax the assumptions of a recently proposed spectral learning algorithm for HMMs (Hsu, Kakade and Zhang 2009) and apply it to learn k-dimensional observable representations of rank-k RR-HMMs. The algorithm is consistent and free of local optima, and we extend its performance guarantees to cover the RR-...
Recent Applications of Hidden Markov Models in Computational Biology
Institute of Scientific and Technical Information of China (English)
Khar Heng Choo; Joo Chuan Tong; Louxin Zhang
2004-01-01
This paper examines recent developments and applications of Hidden Markov Models (HMMs) to various problems in computational biology, including multiple sequence alignment, homology detection, protein sequences classification, and genomic annotation.
Disease surveillance using a hidden Markov model
Directory of Open Access Journals (Sweden)
Wright Graeme
2009-08-01
Full Text Available Abstract Background Routine surveillance of disease notification data can enable the early detection of localised disease outbreaks. Although hidden Markov models (HMMs have been recognised as an appropriate method to model disease surveillance data, they have been rarely applied in public health practice. We aimed to develop and evaluate a simple flexible HMM for disease surveillance which is suitable for use with sparse small area count data and requires little baseline data. Methods A Bayesian HMM was designed to monitor routinely collected notifiable disease data that are aggregated by residential postcode. Semi-synthetic data were used to evaluate the algorithm and compare outbreak detection performance with the established Early Aberration Reporting System (EARS algorithms and a negative binomial cusum. Results Algorithm performance varied according to the desired false alarm rate for surveillance. At false alarm rates around 0.05, the cusum-based algorithms provided the best overall outbreak detection performance, having similar sensitivity to the HMMs and a shorter average time to detection. At false alarm rates around 0.01, the HMM algorithms provided the best overall outbreak detection performance, having higher sensitivity than the cusum-based Methods and a generally shorter time to detection for larger outbreaks. Overall, the 14-day HMM had a significantly greater area under the receiver operator characteristic curve than the EARS C3 and 7-day negative binomial cusum algorithms. Conclusion Our findings suggest that the HMM provides an effective method for the surveillance of sparse small area notifiable disease data at low false alarm rates. Further investigations are required to evaluation algorithm performance across other diseases and surveillance contexts.
A Constraint Model for Constrained Hidden Markov Models
DEFF Research Database (Denmark)
Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp
2009-01-01
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving...
Riboswitch Detection Using Profile Hidden Markov Models
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Krishnamachari A
2009-10-01
Full Text Available Abstract Background Riboswitches are a type of noncoding RNA that regulate gene expression by switching from one structural conformation to another on ligand binding. The various classes of riboswitches discovered so far are differentiated by the ligand, which on binding induces a conformational switch. Every class of riboswitch is characterized by an aptamer domain, which provides the site for ligand binding, and an expression platform that undergoes conformational change on ligand binding. The sequence and structure of the aptamer domain is highly conserved in riboswitches belonging to the same class. We propose a method for fast and accurate identification of riboswitches using profile Hidden Markov Models (pHMM. Our method exploits the high degree of sequence conservation that characterizes the aptamer domain. Results Our method can detect riboswitches in genomic databases rapidly and accurately. Its sensitivity is comparable to the method based on the Covariance Model (CM. For six out of ten riboswitch classes, our method detects more than 99.5% of the candidates identified by the much slower CM method while being several hundred times faster. For three riboswitch classes, our method detects 97-99% of the candidates relative to the CM method. Our method works very well for those classes of riboswitches that are characterized by distinct and conserved sequence motifs. Conclusion Riboswitches play a crucial role in controlling the expression of several prokaryotic genes involved in metabolism and transport processes. As more and more new classes of riboswitches are being discovered, it is important to understand the patterns of their intra and inter genomic distribution. Understanding such patterns will enable us to better understand the evolutionary history of these genetic regulatory elements. However, a complete picture of the distribution pattern of riboswitches will emerge only after accurate identification of riboswitches across genomes
Evidence Feed Forward Hidden Markov Model: A New Type of Hidden Markov Model
DelRose, Michael; Frederick, Philip; 10.5121/ijaia.2011.2101
2011-01-01
The ability to predict the intentions of people based solely on their visual actions is a skill only performed by humans and animals. The intelligence of current computer algorithms has not reached this level of complexity, but there are several research efforts that are working towards it. With the number of classification algorithms available, it is hard to determine which algorithm works best for a particular situation. In classification of visual human intent data, Hidden Markov Models (HMM), and their variants, are leading candidates. The inability of HMMs to provide a probability in the observation to observation linkages is a big downfall in this classification technique. If a person is visually identifying an action of another person, they monitor patterns in the observations. By estimating the next observation, people have the ability to summarize the actions, and thus determine, with pretty good accuracy, the intention of the person performing the action. These visual cues and linkages are important...
Evidence Feed Forward Hidden Markov Model: A New Type Of Hidden Markov Model
Directory of Open Access Journals (Sweden)
Michael Del Rose
2011-01-01
Full Text Available The ability to predict the intentions of people based solely on their visual actions is a skill only performed by humans and animals. The intelligence of current computer algorithms has not reached this level of complexity, but there are several research efforts that are working towards it. With the number of classification algorithms available, it is hard to determine which algorithm works best for a particular situation. In classification of visual human intent data, Hidden Markov Models (HMM, and their variants, are leading candidates. The inability of HMMs to provide a probability in the observation to observation linkages is a big downfall in this classification technique. If a person is visually identifying an action of another person, they monitor patterns in the observations. By estimating the next observation, people have the ability to summarize the actions, and thus determine, with pretty good accuracy, the intention of the person performing the action. These visual cues and linkages are important in creating intelligent algorithms for determining human actions based on visual observations. The Evidence Feed Forward Hidden Markov Model is a newly developed algorithm which provides observation to observation linkages. The following research addresses the theory behind Evidence Feed Forward HMMs, provides mathematical proofs of their learning of these parameters to optimize the likelihood of observations with a Evidence Feed Forwards HMM, which is important in all computational intelligence algorithm, and gives comparative examples with standard HMMs in classification of both visual action data and measurement data; thus providing a strong base for Evidence Feed Forward HMMs in classification of many types of problems.
Image Coding using Markov Models with Hidden States
DEFF Research Database (Denmark)
Forchhammer, Søren Otto
1999-01-01
The Cylinder Partially Hidden Markov Model (CPH-MM) is applied to lossless coding of bi-level images. The original CPH-MM is relaxed for the purpose of coding by not imposing stationarity, but otherwise the model description is the same.......The Cylinder Partially Hidden Markov Model (CPH-MM) is applied to lossless coding of bi-level images. The original CPH-MM is relaxed for the purpose of coding by not imposing stationarity, but otherwise the model description is the same....
Hidden Markov models: the best models for forager movements?
Directory of Open Access Journals (Sweden)
Rocio Joo
Full Text Available One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs. We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs. They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour, while their behavioural modes (fishing, searching and cruising were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%, significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.
Inference with constrained hidden Markov models in PRISM
DEFF Research Database (Denmark)
Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp
2010-01-01
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. De...
KMEANS CLUSTERING FOR HIDDEN MARKOV MODEL
Perrone, M.P.; Connell, S.D.
2004-01-01
An unsupervised kmeans clustering algorithm for hidden Markov models is described and applied to the task of generating subclass models for individual handwritten character classes. The algorithm is compared to a related clustering method and shown to give a relative change in the error rate of as
Recognizing Strokes in Tennis Videos Using Hidden Markov Models
Petkovic, M.; Jonker, W.; Zivkovic, Z.
2001-01-01
This paper addresses content-based video retrieval with an emphasis on recognizing events in tennis game videos. In particular, we aim at recognizing different classes of tennis strokes using automatic learning capability of Hidden Markov Models. Driven by our domain knowledge, a robust player segme
Evolving the Topology of Hidden Markov Models using Evolutionary Algorithms
DEFF Research Database (Denmark)
Thomsen, Réne
2002-01-01
Hidden Markov models (HMM) are widely used for speech recognition and have recently gained a lot of attention in the bioinformatics community, because of their ability to capture the information buried in biological sequences. Usually, heuristic algorithms such as Baum-Welch are used to estimate...
Bayesian online algorithms for learning in discrete Hidden Markov Models
Alamino, Roberto C.; Caticha, Nestor
2008-01-01
We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.
Quantum hidden Markov models based on transition operation matrices
Cholewa, Michał; Gawron, Piotr; Głomb, Przemysław; Kurzyk, Dariusz
2017-04-01
In this work, we extend the idea of quantum Markov chains (Gudder in J Math Phys 49(7):072105 [3]) in order to propose quantum hidden Markov models (QHMMs). For that, we use the notions of transition operation matrices and vector states, which are an extension of classical stochastic matrices and probability distributions. Our main result is the Mealy QHMM formulation and proofs of algorithms needed for application of this model: Forward for general case and Vitterbi for a restricted class of QHMMs. We show the relations of the proposed model to other quantum HMM propositions and present an example of application.
Engineering of Algorithms for Hidden Markov models and Tree Distances
DEFF Research Database (Denmark)
Sand, Andreas
grown exponentially because of drastic improvements in the technology behind DNA and RNA sequencing, and focus on the research field has increased due to its potential to expand our knowledge about biological mechanisms and to improve public health. There has therefore been a continuously growing demand...... of the algorithms to exploit the parallel architecture of modern computers. In this PhD dissertation, I present my work with algorithmic optimizations and parallelizations in primarily two areas in algorithmic bioinformatics: algorithms for analyzing hidden Markov models and algorithms for computing distance...... measures between phylogenetic trees. Hidden Markov models is a class of probabilistic models that is used in a number of core applications in bioinformatics such as modeling of proteins, gene finding and reconstruction of species and population histories. I show how a relatively simple parallelization can...
HMMEditor: a visual editing tool for profile hidden Markov model
Directory of Open Access Journals (Sweden)
Cheng Jianlin
2008-03-01
Full Text Available Abstract Background Profile Hidden Markov Model (HMM is a powerful statistical model to represent a family of DNA, RNA, and protein sequences. Profile HMM has been widely used in bioinformatics research such as sequence alignment, gene structure prediction, motif identification, protein structure prediction, and biological database search. However, few comprehensive, visual editing tools for profile HMM are publicly available. Results We develop a visual editor for profile Hidden Markov Models (HMMEditor. HMMEditor can visualize the profile HMM architecture, transition probabilities, and emission probabilities. Moreover, it provides functions to edit and save HMM and parameters. Furthermore, HMMEditor allows users to align a sequence against the profile HMM and to visualize the corresponding Viterbi path. Conclusion HMMEditor provides a set of unique functions to visualize and edit a profile HMM. It is a useful tool for biological sequence analysis and modeling. Both HMMEditor software and web service are freely available.
Hidden Markov Model Based Automated Fault Localization for Integration Testing
Ge, Ning; NAKAJIMA, SHIN; Pantel, Marc
2013-01-01
International audience; Integration testing is an expensive activity in software testing, especially for fault localization in complex systems. Model-based diagnosis (MBD) provides various benefits in terms of scalability and robustness. In this work, we propose a novel MBD approach for the automated fault localization in integration testing. Our method is based on Hidden Markov Model (HMM) which is an abstraction of system's component to simulate component's behaviour. The core of this metho...
Drum Sound Detection in Polyphonic Music with Hidden Markov Models
Jouni Paulus; Anssi Klapuri
2009-01-01
This paper proposes a method for transcribing drums from polyphonic music using a network of connected hidden Markov models (HMMs). The task is to detect the temporal locations of unpitched percussive sounds (such as bass drum or hi-hat) and recognise the instruments played. Contrary to many earlier methods, a separate sound event segmentation is not done, but connected HMMs are used to perform the segmentation and recognition jointly. Two ways of using HMMs are studied: modelling combination...
Analysis of animal accelerometer data using hidden Markov models
2016-01-01
Use of accelerometers is now widespread within animal biotelemetry as they provide a means of measuring an animal's activity in a meaningful and quantitative way where direct observation is not possible. In sequential acceleration data there is a natural dependence between observations of movement or behaviour, a fact that has been largely ignored in most analyses. Analyses of acceleration data where serial dependence has been explicitly modelled have largely relied on hidden Markov models (H...
A Dependent Hidden Markov Model of Credit Quality
Directory of Open Access Journals (Sweden)
Małgorzata Wiktoria Korolkiewicz
2012-01-01
Full Text Available We propose a dependent hidden Markov model of credit quality. We suppose that the "true" credit quality is not observed directly but only through noisy observations given by posted credit ratings. The model is formulated in discrete time with a Markov chain observed in martingale noise, where "noise" terms of the state and observation processes are possibly dependent. The model provides estimates for the state of the Markov chain governing the evolution of the credit rating process and the parameters of the model, where the latter are estimated using the EM algorithm. The dependent dynamics allow for the so-called "rating momentum" discussed in the credit literature and also provide a convenient test of independence between the state and observation dynamics.
Modeling Driver Behavior near Intersections in Hidden Markov Model.
Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei
2016-12-21
Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers' behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents.
Stock Market Trend Analysis Using Hidden Markov Models
Kavitha, G.; Udhayakumar, A.; D. Nagarajan
2013-01-01
Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer scientists [17]. This paper gives an idea about the trend analysis of stock market behaviour using Hidden Markov Model (HMM). The trend once followed over a particular period will sure repeat in future. The one day difference in close value of stocks for a...
Modeling promoter grammars with evolving hidden Markov models
DEFF Research Database (Denmark)
Won, Kyoung-Jae; Sandelin, Albin; Marstrand, Troels Torben
2008-01-01
MOTIVATION: Describing and modeling biological features of eukaryotic promoters remains an important and challenging problem within computational biology. The promoters of higher eukaryotes in particular display a wide variation in regulatory features, which are difficult to model. Often several...... factors are involved in the regulation of a set of co-regulated genes. If so, promoters can be modeled with connected regulatory features, where the network of connections is characteristic for a particular mode of regulation. RESULTS: With the goal of automatically deciphering such regulatory structures......, we present a method that iteratively evolves an ensemble of regulatory grammars using a hidden Markov Model (HMM) architecture composed of interconnected blocks representing transcription factor binding sites (TFBSs) and background regions of promoter sequences. The ensemble approach reduces the risk...
Best-first Model Merging for Hidden Markov Model Induction
Stolcke, A; Stolcke, Andreas; Omohundro, Stephen M.
1994-01-01
This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly encodes the training data. Successively more general models are produced by merging HMM states. A Bayesian posterior probability criterion is used to determine which states to merge and when to stop generalizing. The procedure may be considered a heuristic search for the HMM structure with the highest posterior probability. We discuss a variety of possible priors for HMMs, as well as a number of approximations which improve the computational efficiency of the algorithm. We studied three applications to evaluate the procedure. The first compares the merging algorithm with the standard Baum-Welch approach in inducing simple finite-state languages from small, positive-only training samples. We found that the merging procedure is more robust and accurate, particularly with a small a...
Hidden Markov models for prediction of protein features
DEFF Research Database (Denmark)
Bystroff, Christopher; Krogh, Anders
2008-01-01
Hidden Markov Models (HMMs) are an extremely versatile statistical representation that can be used to model any set of one-dimensional discrete symbol data. HMMs can model protein sequences in many ways, depending on what features of the protein are represented by the Markov states. For protein...... structure prediction, states have been chosen to represent either homologous sequence positions, local or secondary structure types, or transmembrane locality. The resulting models can be used to predict common ancestry, secondary or local structure, or membrane topology by applying one of the two standard...... algorithms for comparing a sequence to a model. In this chapter, we review those algorithms and discuss how HMMs have been constructed and refined for the purpose of protein structure prediction....
Promoter recognition based on the maximum entropy hidden Markov model.
Zhao, Xiao-yu; Zhang, Jin; Chen, Yuan-yuan; Li, Qiang; Yang, Tao; Pian, Cong; Zhang, Liang-yun
2014-08-01
Since the fast development of genome sequencing has produced large scale data, the current work uses the bioinformatics methods to recognize different gene regions, such as exon, intron and promoter, which play an important role in gene regulations. In this paper, we introduce a new method based on the maximum entropy Markov model (MEMM) to recognize the promoter, which utilizes the biological features of the promoter for the condition. However, it leads to a high false positive rate (FPR). In order to reduce the FPR, we provide another new method based on the maximum entropy hidden Markov model (ME-HMM) without the independence assumption, which could also accommodate the biological features effectively. To demonstrate the precision, the new methods are implemented by R language and the hidden Markov model (HMM) is introduced for comparison. The experimental results show that the new methods may not only overcome the shortcomings of HMM, but also have their own advantages. The results indicate that, MEMM is excellent for identifying the conserved signals, and ME-HMM can demonstrably improve the true positive rate.
Limits of performance for the model reduction problem of hidden Markov models
Kotsalis, Georgios
2015-12-15
We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.
Hidden Markov Modeling for Weigh-In-Motion Estimation
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Abercrombie, Robert K [ORNL; Ferragut, Erik M [ORNL; Boone, Shane [ORNL
2012-01-01
This paper describes a hidden Markov model to assist in the weight measurement error that arises from complex vehicle oscillations of a system of discrete masses. Present reduction of oscillations is by a smooth, flat, level approach and constant, slow speed in a straight line. The model uses this inherent variability to assist in determining the true total weight and individual axle weights of a vehicle. The weight distribution dynamics of a generic moving vehicle were simulated. The model estimation converged to within 1% of the true mass for simulated data. The computational demands of this method, while much greater than simple averages, took only seconds to run on a desktop computer.
Permutation Complexity and Coupling Measures in Hidden Markov Models
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Taichi Haruna
2013-09-01
Full Text Available Recently, the duality between values (words and orderings (permutations has been proposed by the authors as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their permutatio nanalogues. It has been used to give a simple proof of the equality between the entropy rate and the permutation entropy rate for any finite-alphabet stationary stochastic process and to show some results on the excess entropy and the transfer entropy for finite-alphabet stationary ergodic Markov processes. In this paper, we extend our previous results to hidden Markov models and show the equalities between various information theoretic complexity and coupling measures and their permutation analogues. In particular, we show the following two results within the realm of hidden Markov models with ergodic internal processes: the two permutation analogues of the transfer entropy, the symbolic transfer entropy and the transfer entropy on rank vectors, are both equivalent to the transfer entropy if they are considered as the rates, and the directed information theory can be captured by the permutation entropy approach.
Inference with Constrained Hidden Markov Models in PRISM
Christiansen, Henning; Lassen, Ole Torp; Petit, Matthieu
2010-01-01
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. Defining HMMs with side-constraints in Constraint Logic Programming have advantages in terms of more compact expression and pruning opportunities during inference. We present a PRISM-based framework for extending HMMs with side-constraints and show how well-known constraints such as cardinality and all different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment.
Error statistics of hidden Markov model and hidden Boltzmann model results
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Newberg Lee A
2009-07-01
Full Text Available Abstract Background Hidden Markov models and hidden Boltzmann models are employed in computational biology and a variety of other scientific fields for a variety of analyses of sequential data. Whether the associated algorithms are used to compute an actual probability or, more generally, an odds ratio or some other score, a frequent requirement is that the error statistics of a given score be known. What is the chance that random data would achieve that score or better? What is the chance that a real signal would achieve a given score threshold? Results Here we present a novel general approach to estimating these false positive and true positive rates that is significantly more efficient than are existing general approaches. We validate the technique via an implementation within the HMMER 3.0 package, which scans DNA or protein sequence databases for patterns of interest, using a profile-HMM. Conclusion The new approach is faster than general naïve sampling approaches, and more general than other current approaches. It provides an efficient mechanism by which to estimate error statistics for hidden Markov model and hidden Boltzmann model results.
Error statistics of hidden Markov model and hidden Boltzmann model results
Newberg, Lee A
2009-01-01
Background Hidden Markov models and hidden Boltzmann models are employed in computational biology and a variety of other scientific fields for a variety of analyses of sequential data. Whether the associated algorithms are used to compute an actual probability or, more generally, an odds ratio or some other score, a frequent requirement is that the error statistics of a given score be known. What is the chance that random data would achieve that score or better? What is the chance that a real signal would achieve a given score threshold? Results Here we present a novel general approach to estimating these false positive and true positive rates that is significantly more efficient than are existing general approaches. We validate the technique via an implementation within the HMMER 3.0 package, which scans DNA or protein sequence databases for patterns of interest, using a profile-HMM. Conclusion The new approach is faster than general naïve sampling approaches, and more general than other current approaches. It provides an efficient mechanism by which to estimate error statistics for hidden Markov model and hidden Boltzmann model results. PMID:19589158
A context dependent pair hidden Markov model for statistical alignment
Arribas-Gil, Ana
2011-01-01
This article proposes a novel approach to statistical alignment of nucleotide sequences by introducing a context dependent structure on the substitution process in the underlying evolutionary model. We propose to estimate alignments and context dependent mutation rates relying on the observation of two homologous sequences. The procedure is based on a generalized pair-hidden Markov structure, where conditional on the alignment path, the nucleotide sequences follow a Markov distribution. We use a stochastic approximation expectation maximization (saem) algorithm to give accurate estimators of parameters and alignments. We provide results both on simulated data and vertebrate genomes, which are known to have a high mutation rate from CG dinucleotide. In particular, we establish that the method improves the accuracy of the alignment of a human pseudogene and its functional gene.
Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R
DEFF Research Database (Denmark)
O'Connell, Jarad Michael; Højsgaard, Søren
2011-01-01
This paper describes the R package mhsmm which implements estimation and prediction methods for hidden Markov and semi-Markov models for multiple observation sequences. Such techniques are of interest when observed data is thought to be dependent on some unobserved (or hidden) state. Hidden Markov...... models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows...
AIRWAY LABELING USING A HIDDEN MARKOV TREE MODEL
Ross, James C.; Díaz, Alejandro A.; Okajima, Yuka; Wassermann, Demian; Washko, George R.; Dy, Jennifer; San José Estépar, Raúl
2014-01-01
We present a novel airway labeling algorithm based on a Hidden Markov Tree Model (HMTM). We obtain a collection of discrete points along the segmented airway tree using particles sampling [1] and establish topology using Kruskal’s minimum spanning tree algorithm. Following this, our HMTM algorithm probabilistically assigns labels to each point. While alternative methods label airway branches out to the segmental level, we describe a general method and demonstrate its performance out to the subsubsegmental level (two generations further than previously published approaches). We present results on a collection of 25 computed tomography (CT) datasets taken from a Chronic Obstructive Pulmonary Disease (COPD) study. PMID:25436039
Learning Hidden Markov Models using Non-Negative Matrix Factorization
Cybenko, George
2008-01-01
The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix factorization (NMF) of higher order Markovian statistics that is structurally different from the Baum-Welsh and its associated approaches. The described algorithm supports estimation of the number of recurrent states of an HMM and iterates the non-negative matrix factorization (NMF) algorithm to improve the learned HMM parameters. Numerical examples are provided as well.
Inference in Hidden Markov Models with Explicit State Duration Distributions
Dewar, Michael; Wood, Frank
2012-01-01
In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration hidden Markov models (EDHMM). EDHMMs are HMMs that have latent states consisting of both discrete state-indicator and discrete state-duration random variables. In contrast to the implicit geometric state duration distribution possessed by the standard HMM, EDHMMs allow the direct parameterisation and estimation of per-state duration distributions. As most duration distributions are defined over the positive integers, truncation or other approximations are usually required to perform EDHMM inference.
Hidden Markov Model Based Visual Perception Filtering in Robotic Soccer
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Can Kavaklioglu
2009-02-01
Full Text Available Autonomous robots can initiate their mission plans only after gathering sufficient information about the environment. Therefore reliable perception information plays a major role in the overall success of an autonomous robot. The Hidden Markov Model based post-perception filtering module proposed in this paper aims to identify and remove spurious perception information in a given perception sequence using the generic metapose definition. This method allows representing uncertainty in more abstract terms compared to the common physical representations. Our experiments with the four legged AIBO robot indicated that the proposed module improved perception and localization performance significantly.
Hidden Markov Models for indirect classification of occupant behaviour
DEFF Research Database (Denmark)
Liisberg, Jon Anders Reichert; Møller, Jan Kloppenborg; Bloem, H.
2016-01-01
Even for similar residential buildings, a huge variability in the energy consumption can be observed. This variability is mainly due to the different behaviours of the occupants and this impacts the thermal (temperature setting, window opening, etc.) as well as the electrical (appliances, TV....... This paper focuses on the use of Hidden Markov Models (HMMs) to create methods for indirect observations and characterisation of occupant behaviour. By applying homogeneous HMMs on the electricity consumption of fourteen apartments, three states describing the data were found suitable. The most likely...
Generalized Hidden Markov Models To Handwritten Devanagari Word Recognition
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Mr. Pradeep Singh Thakur
2012-06-01
Full Text Available Hidden Markov Models (HMM have long been a popular choice for Western cursive handwriting recognition following their success in speech recognition. Even for the recognition of Oriental scripts such as Chinese, Japanese and Korean, Hidden Markov Models are increasingly being used to model substrokes of characters. However, when it comes to Indic script recognition, the published work employing HMMs is limited, and generally focused on isolated character recognition. In this effort, a data-driven HMM-based handwritten word recognition system for Hindi, an Indic script, is proposed. Though Devanagari is the script for Hindi, which is the official language of India, its character and word recognition pose great challenges due to large variety of symbols and their proximity in appearance. The accuracies obtained ranged from 30�0to 60�0with lexicon. These initial results are promising and warrant further research in this direction. The results are also encouraging to explore possibilities for adopting the approach to other Indic scripts as well.
PELACAKAN DAN PENGENALAN WAJAH MENGGUNAKAN METODE EMBEDDED HIDDEN MARKOV MODELS
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Arie Wirawan Margono
2004-01-01
Full Text Available Tracking and recognizing human face becomes one of the important research subjects nowadays, where it is applicable in security system like room access, surveillance, as well as searching for person identity in police database. Because of applying in security case, it is necessary to have robust system for certain conditions such as: background influence, non-frontal face pose of male or female in different age and race. The aim of this research is to develop software which combines human face tracking using CamShift algorithm and face recognition system using Embedded Hidden Markov Models. The software uses video camera (webcam for real-time input, video AVI for dynamic input, and image file for static input. The software uses Object Oriented Programming (OOP coding style with C++ programming language, Microsoft Visual C++ 6.0® compiler, and assisted by some libraries of Intel Image Processing Library (IPL and Intel Open Source Computer Vision (OpenCV. System testing shows that object tracking based on skin complexion using CamShift algorithm comes out well, for tracking of single or even two face objects at once. Human face recognition system using Embedded Hidden Markov Models method has reach accuracy percentage of 82.76%, using 341 human faces in database that consists of 31 individuals with 11 poses and 29 human face testers. Abstract in Bahasa Indonesia : Pelacakan dan pengenalan wajah manusia merupakan salah satu bidang yang cukup berkembang dewasa ini, dimana aplikasi dapat diterapkan dalam bidang keamanan (security system seperti ijin akses masuk ruangan, pengawasan lokasi (surveillance, maupun pencarian identitas individu pada database kepolisian. Karena diterapkan dalam kasus keamanan, dibutuhkan sistem yang handal terhadap beberapa kondisi, seperti: pengaruh latar belakang, pose wajah non-frontal terhadap pria maupun wanita dalam perbedaan usia dan ras. Tujuan penelitiam ini adalah untuk membuat perangkat lunak yang menggabungkan
Hidden Markov models applied to a subsequence of the Xylella fastidiosa genome
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Silva Cibele Q. da
2003-01-01
Full Text Available Dependencies in DNA sequences are frequently modeled using Markov models. However, Markov chains cannot account for heterogeneity that may be present in different regions of the same DNA sequence. Hidden Markov models are more realistic than Markov models since they allow for the identification of heterogeneous regions of a DNA sequence. In this study we present an application of hidden Markov models to a subsequence of the Xylella fastidiosa DNA data. We found that a three-state model provides a good description for the data considered.
The Consensus String Problem and the Complexity of Comparing Hidden Markov Models
DEFF Research Database (Denmark)
Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm
2002-01-01
The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...
The Consensus String Problem and the Complexity of Comparing Hidden Markov Models
DEFF Research Database (Denmark)
Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm
2002-01-01
The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...
The Hierarchical Dirichlet Process Hidden Semi-Markov Model
Johnson, Matthew J
2012-01-01
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi- Markovianity, which has been developed in the parametric setting to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicitduration HDP-HSMM and develop posterior sampling algorithms for efficient inference in both the direct-assignment and weak-limit approximation settings. We demonstrate the utility of the model and our inference methods on synthetic data as well as experiments on a speaker diarization problem and an example of learning the patterns in Morse code.
Characterization of prokaryotic and eukaryotic promoters using hidden Markov models
DEFF Research Database (Denmark)
Pedersen, Anders Gorm; Baldi, P.; Chauvin, Y.
1996-01-01
that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma 70 and sigma 54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely......In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... have at the same time the ability to find clusters and the ability to model the sequential structure in the input data. This is highly relevant in situations where the variance in the data is high, as is the case for the subclass structure in for example promoter sequences....
Sequence alignments and pair hidden Markov models using evolutionary history.
Knudsen, Bjarne; Miyamoto, Michael M
2003-10-17
This work presents a novel pairwise statistical alignment method based on an explicit evolutionary model of insertions and deletions (indels). Indel events of any length are possible according to a geometric distribution. The geometric distribution parameter, the indel rate, and the evolutionary time are all maximum likelihood estimated from the sequences being aligned. Probability calculations are done using a pair hidden Markov model (HMM) with transition probabilities calculated from the indel parameters. Equations for the transition probabilities make the pair HMM closely approximate the specified indel model. The method provides an optimal alignment, its likelihood, the likelihood of all possible alignments, and the reliability of individual alignment regions. Human alpha and beta-hemoglobin sequences are aligned, as an illustration of the potential utility of this pair HMM approach.
Understanding eye movements in face recognition using hidden Markov models.
Chuk, Tim; Chan, Antoni B; Hsiao, Janet H
2014-09-16
We use a hidden Markov model (HMM) based approach to analyze eye movement data in face recognition. HMMs are statistical models that are specialized in handling time-series data. We conducted a face recognition task with Asian participants, and model each participant's eye movement pattern with an HMM, which summarized the participant's scan paths in face recognition with both regions of interest and the transition probabilities among them. By clustering these HMMs, we showed that participants' eye movements could be categorized into holistic or analytic patterns, demonstrating significant individual differences even within the same culture. Participants with the analytic pattern had longer response times, but did not differ significantly in recognition accuracy from those with the holistic pattern. We also found that correct and wrong recognitions were associated with distinctive eye movement patterns; the difference between the two patterns lies in the transitions rather than locations of the fixations alone.
Combining Wavelet Transform and Hidden Markov Models for ECG Segmentation
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Jérôme Boudy
2007-01-01
Full Text Available This work aims at providing new insights on the electrocardiogram (ECG segmentation problem using wavelets. The wavelet transform has been originally combined with a hidden Markov models (HMMs framework in order to carry out beat segmentation and classification. A group of five continuous wavelet functions commonly used in ECG analysis has been implemented and compared using the same framework. All experiments were realized on the QT database, which is composed of a representative number of ambulatory recordings of several individuals and is supplied with manual labels made by a physician. Our main contribution relies on the consistent set of experiments performed. Moreover, the results obtained in terms of beat segmentation and premature ventricular beat (PVC detection are comparable to others works reported in the literature, independently of the type of the wavelet. Finally, through an original concept of combining two wavelet functions in the segmentation stage, we achieve our best performances.
Topic Information Collection based on the Hidden Markov Model
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Hai-yan Jiang
2013-02-01
Full Text Available Specific-subject oriented information collection is one of the key technologies of vertical search engines, which directly affects the speed and relevance of search results. The topic information collection algorithm is widely used for its accuracy. The Hidden Markov Model (HMM is used to learn and judge the relevance between the Uniform Resource Locator (URL and the topic information. The Rocchio method is used to construct the prototype vectors relevant to the topic information, and the HMM is used to learn the preferred browsing paths. The concept maps including the semantics of the webpage are constructed and the web's link structures can be decided. The validity of the algorithm is proved by the experiment at last. Comparing with the Best-First algorithm, this algorithm can get more information pages and has higher precision ratio.
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Optimal State-Space Reduction for Pedigree Hidden Markov Models
Kirkpatrick, Bonnie
2012-01-01
To analyze whole-genome genetic data inherited in families, the likelihood is typically obtained from a Hidden Markov Model (HMM) having a state space of 2^n hidden states where n is the number of meioses or edges in the pedigree. There have been several attempts to speed up this calculation by reducing the state-space of the HMM. One of these methods has been automated in a calculation that is more efficient than the naive HMM calculation; however, that method treats a special case and the efficiency gain is available for only those rare pedigrees containing long chains of single-child lineages. The other existing state-space reduction method treats the general case, but the existing algorithm has super-exponential running time. We present three formulations of the state-space reduction problem, two dealing with groups and one with partitions. One of these problems, the maximum isometry group problem was discussed in detail by Browning and Browning. We show that for pedigrees, all three of these problems hav...
Hidden Markov Model Application to Transfer The Trader Online Forex Brokers
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Farida Suharleni
2012-05-01
Full Text Available Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online. In Hidden Markov Model, observed state is observable part and hidden state is hidden part. Hidden Markov Model allows modeling system that contains interrelated observed state and hidden state. As observed state in trader’s transition to broker forex online is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online, whereas as hidden state is broker forex online Marketiva, Masterforex, Instaforex, FBS and Others. First step on application of Hidden Markov Model in this research is making construction model by making a probability of transition matrix (A from every broker forex online. Next step is making a probability of observation matrix (B by making conditional probability of five categories, that is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online and also need to determine an initial state probability (π from every broker forex online. The last step is using Viterbi algorithm to find hidden state sequences that is broker forex online sequences which is the most possible based on model and observed state that is the five categories. Application of Hidden Markov Model is done by making program with Viterbi algorithm using Delphi 7.0 software with observed state based on simulation data. Example: By the number of observation T = 5 and observed state sequences O = (2,4,3,5,1 is found hidden state sequences which the most possible with observed state O as following : where X1 = FBS, X2 = Masterforex, X3 = Marketiva, X4 = Others, and X5 = Instaforex.
A Bayesian Approach for Structural Learning with Hidden Markov Models
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Cen Li
2002-01-01
Full Text Available Hidden Markov Models(HMM have proved to be a successful modeling paradigm for dynamic and spatial processes in many domains, such as speech recognition, genomics, and general sequence alignment. Typically, in these applications, the model structures are predefined by domain experts. Therefore, the HMM learning problem focuses on the learning of the parameter values of the model to fit the given data sequences. However, when one considers other domains, such as, economics and physiology, model structure capturing the system dynamic behavior is not available. In order to successfully apply the HMM methodology in these domains, it is important that a mechanism is available for automatically deriving the model structure from the data. This paper presents a HMM learning procedure that simultaneously learns the model structure and the maximum likelihood parameter values of a HMM from data. The HMM model structures are derived based on the Bayesian model selection methodology. In addition, we introduce a new initialization procedure for HMM parameter value estimation based on the K-means clustering method. Experimental results with artificially generated data show the effectiveness of the approach.
Adaptive Partially Hidden Markov Models with Application to Bilevel Image Coding
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rasmussen, Tage
1999-01-01
Adaptive Partially Hidden Markov Models (APHMM) are introduced extending the PHMM models. The new models are applied to lossless coding of bi-level images achieving resluts which are better the JBIG standard.......Adaptive Partially Hidden Markov Models (APHMM) are introduced extending the PHMM models. The new models are applied to lossless coding of bi-level images achieving resluts which are better the JBIG standard....
Drum Sound Detection in Polyphonic Music with Hidden Markov Models
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Jouni Paulus
2009-01-01
Full Text Available This paper proposes a method for transcribing drums from polyphonic music using a network of connected hidden Markov models (HMMs. The task is to detect the temporal locations of unpitched percussive sounds (such as bass drum or hi-hat and recognise the instruments played. Contrary to many earlier methods, a separate sound event segmentation is not done, but connected HMMs are used to perform the segmentation and recognition jointly. Two ways of using HMMs are studied: modelling combinations of the target drums and a detector-like modelling of each target drum. Acoustic feature parametrisation is done with mel-frequency cepstral coefficients and their first-order temporal derivatives. The effect of lowering the feature dimensionality with principal component analysis and linear discriminant analysis is evaluated. Unsupervised acoustic model parameter adaptation with maximum likelihood linear regression is evaluated for compensating the differences between the training and target signals. The performance of the proposed method is evaluated on a publicly available data set containing signals with and without accompaniment, and compared with two reference methods. The results suggest that the transcription is possible using connected HMMs, and that using detector-like models for each target drum provides a better performance than modelling drum combinations.
Landmine detection using discrete hidden Markov models with Gabor features
Frigui, Hichem; Missaoui, Oualid; Gader, Paul
2007-04-01
We propose a general method for detecting landmine signatures in vehicle mounted ground penetrating radar (GPR) using discrete hidden Markov models and Gabor wavelet features. Observation vectors are constructed based on the expansion of the signature's B-scan using a bank of scale and orientation selective Gabor filters. This expansion provides localized frequency description that gets encoded in the observation sequence. These observations do not impose an explicit structure on the mine model, and are used to naturally model the time-varying signatures produced by the interaction of the GPR and the landmines as the vehicle moves. The proposed method is evaluated on real data collected by a GPR mounted on a moving vehicle at three different geographical locations that include several lanes. The model parameters are optimized using the BaumWelch algorithm, and lane-based cross-validation, in which each mine lane is in turn treated as a test set with the rest of the lanes used for training, is used to train and test the model. Preliminary results show that observations encoded with Gabor wavelet features perform better than observation encoded with gradient-based edge features.
Predicting nucleosome positioning using a duration Hidden Markov Model
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Widom Jonathan
2010-06-01
Full Text Available Abstract Background The nucleosome is the fundamental packing unit of DNAs in eukaryotic cells. Its detailed positioning on the genome is closely related to chromosome functions. Increasing evidence has shown that genomic DNA sequence itself is highly predictive of nucleosome positioning genome-wide. Therefore a fast software tool for predicting nucleosome positioning can help understanding how a genome's nucleosome organization may facilitate genome function. Results We present a duration Hidden Markov model for nucleosome positioning prediction by explicitly modeling the linker DNA length. The nucleosome and linker models trained from yeast data are re-scaled when making predictions for other species to adjust for differences in base composition. A software tool named NuPoP is developed in three formats for free download. Conclusions Simulation studies show that modeling the linker length distribution and utilizing a base composition re-scaling method both improve the prediction of nucleosome positioning regarding sensitivity and false discovery rate. NuPoP provides a user-friendly software tool for predicting the nucleosome occupancy and the most probable nucleosome positioning map for genomic sequences of any size. When compared with two existing methods, NuPoP shows improved performance in sensitivity.
On Parsing Visual Sequences with the Hidden Markov Model
Directory of Open Access Journals (Sweden)
Naomi Harte
2009-01-01
Full Text Available Hidden Markov Models have been employed in many vision applications to model and identify events of interest. Their use is common in applications where HMMs are used to classify previously divided segments of video as one of a set of events being modelled. HMMs can also simultaneously segment and classify events within a continuous video, without the need for a separate first step to identify the start and end of the events. This is significantly less common. This paper is an exploration of the development of HMM frameworks for such complete event recognition. A review of how HMMs have been applied to both event classification and recognition is presented. The discussion evolves in parallel with an example of a real application in psychology for illustration. The complete videos depict sessions where candidates perform a number of different exercises under the instruction of a psychologist. The goal is to isolate portions of video containing just one of these exercises. The exercise involves rotating the head of a kneeling subject to the left, back to centre, to the right, to the centre, and repeating a number of times. By designing a HMM system to automatically isolate portions of video containing this exercise, issues such as the strategy of choice of event to be modelled, feature design and selection, as well as training and testing are reviewed. Thus this paper shows how HMMs can be more extensively applied in the domain of event recognition in video.
Hidden Markov Models for the Activity Profile of Terrorist Groups
Raghavan, Vasanthan; Tartakovsky, Alexander G
2012-01-01
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and in general, tracking it over a period of time. Toward this goal, a d-state hidden Markov model (HMM) that captures the latent states underlying the dynamics of the group and thus its activity profile is developed. The simplest setting of d = 2 corresponds to the case where the dynamics are coarsely quantized as Active and Inactive, respectively. Two strategies for spurt detection and tracking are developed here: a model-independent strategy that uses the exponential weighted moving-average (EWMA) filter to track the strength of the group as measured by the number of attacks perpetrated by it, and a state estimation strategy that exploits the underlying HMM structure. The EWMA strategy is robust to modeling uncertainties and errors, and tracks persistent changes (changes that last for a sufficiently long duration) in the strength of the group. On the othe...
Hidden Semi-Markov Models for Predictive Maintenance
Directory of Open Access Journals (Sweden)
Francesco Cartella
2015-01-01
Full Text Available Realistic predictive maintenance approaches are essential for condition monitoring and predictive maintenance of industrial machines. In this work, we propose Hidden Semi-Markov Models (HSMMs with (i no constraints on the state duration density function and (ii being applied to continuous or discrete observation. To deal with such a type of HSMM, we also propose modifications to the learning, inference, and prediction algorithms. Finally, automatic model selection has been made possible using the Akaike Information Criterion. This paper describes the theoretical formalization of the model as well as several experiments performed on simulated and real data with the aim of methodology validation. In all performed experiments, the model is able to correctly estimate the current state and to effectively predict the time to a predefined event with a low overall average absolute error. As a consequence, its applicability to real world settings can be beneficial, especially where in real time the Remaining Useful Lifetime (RUL of the machine is calculated.
Recognition of surgical skills using hidden Markov models
Speidel, Stefanie; Zentek, Tom; Sudra, Gunther; Gehrig, Tobias; Müller-Stich, Beat Peter; Gutt, Carsten; Dillmann, Rüdiger
2009-02-01
Minimally invasive surgery is a highly complex medical discipline and can be regarded as a major breakthrough in surgical technique. A minimally invasive intervention requires enhanced motor skills to deal with difficulties like the complex hand-eye coordination and restricted mobility. To alleviate these constraints we propose to enhance the surgeon's capabilities by providing a context-aware assistance using augmented reality techniques. To recognize and analyze the current situation for context-aware assistance, we need intraoperative sensor data and a model of the intervention. Characteristics of a situation are the performed activity, the used instruments, the surgical objects and the anatomical structures. Important information about the surgical activity can be acquired by recognizing the surgical gesture performed. Surgical gestures in minimally invasive surgery like cutting, knot-tying or suturing are here referred to as surgical skills. We use the motion data from the endoscopic instruments to classify and analyze the performed skill and even use it for skill evaluation in a training scenario. The system uses Hidden Markov Models (HMM) to model and recognize a specific surgical skill like knot-tying or suturing with an average recognition rate of 92%.
Prediction of signal peptides and signal anchors by a hidden Markov model
DEFF Research Database (Denmark)
Krogh, Anders Stærmose; Nielsen, Henrik
1998-01-01
A hidden Markov model of signal peptides has been developed. It contains submodels for the N-terminal part, the hydrophobic region, and the region around the cleavage site. For known signal peptides, the model can be used to assign objective boundaries between these three regions. Applied to our ...... is the poor discrimination between signal peptides and uncleaved signal anchors, but this is substantially improved by the hidden Markov model when expanding it with a very simple signal anchor model....
Landmine detection using mixture of discrete hidden Markov models
Frigui, Hichem; Hamdi, Anis; Missaoui, Oualid; Gader, Paul
2009-05-01
We propose a landmine detection algorithm that uses a mixture of discrete hidden Markov models. We hypothesize that the data are generated by K models. These different models reflect the fact that mines and clutter objects have different characteristics depending on the mine type, soil and weather conditions, and burial depth. Model identification could be achieved through clustering in the parameters space or in the feature space. However, this approach is inappropriate as it is not trivial to define a meaningful distance metric for model parameters or sequence comparison. Our proposed approach is based on clustering in the log-likelihood space, and has two main steps. First, one HMM is fit to each of the R individual sequence. For each fitted model, we evaluate the log-likelihood of each sequence. This will result in an R×R log-likelihood distance matrix that will be partitioned into K groups using a hierarchical clustering algorithm. In the second step, we pool the sequences, according to which cluster they belong, into K groups, and we fit one HMM to each group. The mixture of these K HMMs would be used to build a descriptive model of the data. An artificial neural networks is then used to fuse the output of the K models. Results on large and diverse Ground Penetrating Radar data collections show that the proposed method can identify meaningful and coherent HMM models that describe different properties of the data. Each HMM models a group of alarm signatures that share common attributes such as clutter, mine type, and burial depth. Our initial experiments have also indicated that the proposed mixture model outperform the baseline HMM that uses one model for the mine and one model for the background.
Optical character recognition of handwritten Arabic using hidden Markov models
Energy Technology Data Exchange (ETDEWEB)
Aulama, Mohannad M. [University of Jordan; Natsheh, Asem M. [University of Jordan; Abandah, Gheith A. [University of Jordan; Olama, Mohammed M [ORNL
2011-01-01
The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.
Optical character recognition of handwritten Arabic using hidden Markov models
Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M.
2011-04-01
The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.
Belief Bisimulation for Hidden Markov Models Logical Characterisation and Decision Algorithm
DEFF Research Database (Denmark)
Jansen, David N.; Nielson, Flemming; Zhang, Lijun
2012-01-01
This paper establishes connections between logical equivalences and bisimulation relations for hidden Markov models (HMM). Both standard and belief state bisimulations are considered. We also present decision algorithms for the bisimilarities. For standard bisimilarity, an extension of the usual...
Clustering Multivariate Time Series Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
Use of Hidden Markov Mobility Model for Location Based Services
Directory of Open Access Journals (Sweden)
Bhakti D. Shelar
2014-07-01
Full Text Available These days people prefer to use portable and wireless devices such as laptops, mobile phones, They are connected through satellites. As user moves from one point to other, task of updating stored information becomes difficult. Provision of Location based services to users, faces some challenges like limited bandwidth and limited client power. To optimize data accessibility and to minimize access cost, we can store frequently accessed data item in cache of client. So small size of cache is introduced in mobile devices. Data fetched from server is stored on cache. So requested data from user is provided from cache and not from remote server. Question arises that which data should be kept in the cache? Performance of cache majorly depends on the cache replacement policies which select data suitable for eviction from cache. This paper presents use of Hidden Markov Models(HMMs for prediction of user‟s future location. Then data item irrelevant to this predicted location is fetched out from the cache. The proposed approach clusters location histories according to their location characteristics and also it considers each user‟s previous actions. This results in producing high packet delivery ratio and minimum delay.
pHMM-tree: phylogeny of profile hidden Markov models.
Huo, Luyang; Zhang, Han; Huo, Xueting; Yang, Yasong; Li, Xueqiong; Yin, Yanbin
2017-04-01
Protein families are often represented by profile hidden Markov models (pHMMs). Homology between two distant protein families can be determined by comparing the pHMMs. Here we explored the idea of building a phylogeny of protein families using the distance matrix of their pHMMs. We developed a new software and web server (pHMM-tree) to allow four major types of inputs: (i) multiple pHMM files, (ii) multiple aligned protein sequence files, (iii) mixture of pHMM and aligned sequence files and (iv) unaligned protein sequences in a single file. The output will be a pHMM phylogeny of different protein families delineating their relationships. We have applied pHMM-tree to build phylogenies for CAZyme (carbohydrate active enzyme) classes and Pfam clans, which attested its usefulness in the phylogenetic representation of the evolutionary relationship among distant protein families. This software is implemented in C/C ++ and is available at http://cys.bios.niu.edu/pHMM-Tree/source/. zhanghan@nankai.edu.cn or yyin@niu.edu. Supplementary data are available at Bioinformatics online.
Ensemble hidden Markov models with application to landmine detection
Hamdi, Anis; Frigui, Hichem
2015-12-01
We introduce an ensemble learning method for temporal data that uses a mixture of hidden Markov models (HMM). We hypothesize that the data are generated by K models, each of which reflects a particular trend in the data. The proposed approach, called ensemble HMM (eHMM), is based on clustering within the log-likelihood space and has two main steps. First, one HMM is fit to each of the N individual training sequences. For each fitted model, we evaluate the log-likelihood of each sequence. This results in an N-by-N log-likelihood distance matrix that will be partitioned into K groups using a relational clustering algorithm. In the second step, we learn the parameters of one HMM per cluster. We propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum classification error (MCE), and the variational Bayesian (VB) training approaches. Finally, to test a new sequence, its likelihood is computed in all the models and a final confidence value is assigned by combining the models' outputs using an artificial neural network. We propose both discrete and continuous versions of the eHMM. Our approach was evaluated on a real-world application for landmine detection using ground-penetrating radar (GPR). Results show that both the continuous and discrete eHMM can identify meaningful and coherent HMM mixture components that describe different properties of the data. Each HMM mixture component models a group of data that share common attributes. These attributes are reflected in the mixture model's parameters. The results indicate that the proposed method outperforms the baseline HMM that uses one model for each class in the data.
Directory of Open Access Journals (Sweden)
R.J. Boys
2002-01-01
Full Text Available This paper describes a Bayesian approach to determining the order of a finite state Markov chain whose transition probabilities are themselves governed by a homogeneous finite state Markov chain. It extends previous work on homogeneous Markov chains to more general and applicable hidden Markov models. The method we describe uses a Markov chain Monte Carlo algorithm to obtain samples from the (posterior distribution for both the order of Markov dependence in the observed sequence and the other governing model parameters. These samples allow coherent inferences to be made straightforwardly in contrast to those which use information criteria. The methods are illustrated by their application to both simulated and real data sets.
Liver Disease Recognition: A Discrete Hidden Markov Model Approach
Directory of Open Access Journals (Sweden)
Farzan Madadizadeh
2016-03-01
Full Text Available The liver alongside the heart and the brain is the largest and the most vital organ within the human body whose absence leads to certain death. In addition, diagnosis of liver diseases takes a long time and requires sufficient expertise of physicians. To this end, statistical methods as automatic prediction systems can help specialists to diagnose liver diseases quickly and accurately. The Discrete Hidden Markov Model (DHMM is an intelligent and a strong statistical model used to predict the types of liver diseases in patients in this study. The data in this crosssectional study included information elicited from the records of 1143 patients with 5 different types of liver diseases including cirrhosis of the liver, liver cancer, acute hepatitis, chronic hepatitis, and fatty liver disease admitted to Afzalipour Hospital in the city of Kerman in the time period of 2006-2013. At first, the type of diseases for each patient was identified; however, it was assumed that the type of diseases is unknown and there were attempts to diagnose the type of the disease through the DHMM to examine its accuracy. Therefore, the DHMM was fitted to the data and its performance was evaluated by using the parameters of accuracy, sensitivity, and specificity. Such parameters of the model were separately calculated for the diagnosis of liver diseases. The highest levels of accuracy, sensitivity, and specificity were associated with the diagnosis of cirrhosis of the liver and equal to 0.77, 0.82, 0.96, respectively; and the lowest levels were related to the diagnosis of fatty liver disease with an accuracy level of 0.65 and a sensitivity level of 0.69. As well, the specificity level in the diagnosis of fatty liver disease was 0.94. The results of this study indicated the potential ability of the DHMM; thus, the use of this model in terms of diagnosing liver diseases was strongly recommended.
Efficient decoding algorithms for generalized hidden Markov model gene finders
Directory of Open Access Journals (Sweden)
Delcher Arthur L
2005-01-01
Full Text Available Abstract Background The Generalized Hidden Markov Model (GHMM has proven a useful framework for the task of computational gene prediction in eukaryotic genomes, due to its flexibility and probabilistic underpinnings. As the focus of the gene finding community shifts toward the use of homology information to improve prediction accuracy, extensions to the basic GHMM model are being explored as possible ways to integrate this homology information into the prediction process. Particularly prominent among these extensions are those techniques which call for the simultaneous prediction of genes in two or more genomes at once, thereby increasing significantly the computational cost of prediction and highlighting the importance of speed and memory efficiency in the implementation of the underlying GHMM algorithms. Unfortunately, the task of implementing an efficient GHMM-based gene finder is already a nontrivial one, and it can be expected that this task will only grow more onerous as our models increase in complexity. Results As a first step toward addressing the implementation challenges of these next-generation systems, we describe in detail two software architectures for GHMM-based gene finders, one comprising the common array-based approach, and the other a highly optimized algorithm which requires significantly less memory while achieving virtually identical speed. We then show how both of these architectures can be accelerated by a factor of two by optimizing their content sensors. We finish with a brief illustration of the impact these optimizations have had on the feasibility of our new homology-based gene finder, TWAIN. Conclusions In describing a number of optimizations for GHMM-based gene finders and making available two complete open-source software systems embodying these methods, it is our hope that others will be more enabled to explore promising extensions to the GHMM framework, thereby improving the state-of-the-art in gene prediction
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine
2003-01-01
ABSTRACT. This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimat...
Algorithms for a parallel implementation of Hidden Markov Models with a small state space
DEFF Research Database (Denmark)
Nielsen, Jesper; Sand, Andreas
2011-01-01
Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces......, they require very little communication between processors, and are fast in practice on models with a small state space. We have tested our implementation against two other imple- mentations on artificial data and observe a speed-up of roughly a factor of 5 for the forward algorithm and more than 6...... for the Viterbi algorithm. We also tested our algorithm in the Coalescent Hidden Markov Model framework, where it gave a significant speed-up....
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2016-01-01
estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....
Institute of Scientific and Technical Information of China (English)
Hongyan Wang; Xiaobo Zhou
2013-01-01
By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules,Chromatin marks have been proposed to regulate gene expression,a property that has motivated researchers to link these marks to cis-regulatory elements.With the help of next generation sequencing technologies,we can now correlate one specific chromatin mark with regulatory elements (e.g.enhancers or promoters) and also build tools,such as hidden Markov models,to gain insight into mark combinations.However,hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain.Here,we employed two graphical probabilistic models,namely the linear conditional random field model and multivariate hidden Markov model,to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks.Both models revealed chromatin states that may correspond to enhancers and promoters,transcribed regions,transcriptional elongation,and low-signal regions.We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements,such as promoter-,enhancer-,and transcriptional elongation-associated regions,which gives us a better choice.
Using frame correlation algorithm in a duration distribution based hidden Markov model
Institute of Scientific and Technical Information of China (English)
王作英; 崔小东
2000-01-01
The assumption of frame independence is a widely known weakness of traditional hidden Markov model (HMM). In this paper, a frame correlation algorithm based on the duration distribution based hidden Markov model (DDBHMM) is proposed. In the algorithm, an AR model is used to depict the low pass effect of vocal tract from which stems the inertia leading to frame correlation. In the preliminary experiment of middle vocabulary speaker dependent isolated word recognition, our frame correlation algorithm outperforms the frame independent one. The average error reduction is about 20% .
Long memory of financial time series and hidden Markov models with time-varying parameters
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....
Feature learning for a hidden Markov model approach to landmine detection
Zhang, Xuping; Gader, Paul; Frigui, Hichem
2007-04-01
Hidden Markov Models (HMMs) are useful tools for landmine detection and discrimination using Ground Penetrating Radar (GPR). The performance of HMMs, as well as other feature-based methods, depends not only on the design of the classifier but on the features. Traditionally, algorithms for learning the parameters of classifiers have been intensely investigated while algorithms for learning parameters of the feature extraction process have been much less intensely investigated. In this paper, we describe experiments for learning feature extraction and classification parameters simultaneously in the context of using hidden Markov models for landmine detection.
Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R
DEFF Research Database (Denmark)
O'Connell, Jarad Michael; Højsgaard, Søren
2011-01-01
models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows...
Comparison of the Beta and the Hidden Markov Models of Trust in Dynamic Environments
Moe, Marie E. G.; Helvik, Bjarne E.; Knapskog, Svein J.
Computational trust and reputation models are used to aid the decision-making process in complex dynamic environments, where we are unable to obtain perfect information about the interaction partners. In this paper we present a comparison of our proposed hidden Markov trust model to the Beta reputation system. The hidden Markov trust model takes the time between observations into account, it also distinguishes between system states and uses methods previously applied to intrusion detection for the prediction of which state an agent is in. We show that the hidden Markov trust model performs better when it comes to the detection of changes in behavior of agents, due to its larger richness in model features. This means that our trust model may be more realistic in dynamic environments. However, the increased model complexity also leads to bigger challenges in estimating parameter values for the model. We also show that the hidden Markov trust model can be parameterized so that it responds similarly to the Beta reputation system.
Algorithms for Hidden Markov Models Restricted to Occurrences of Regular Expressions
DEFF Research Database (Denmark)
Tataru, Paula; Sand, Andreas; Hobolth, Asger;
2013-01-01
Hidden Markov Models (HMMs) are widely used probabilistic models, particularly for annotating sequential data with an underlying hidden structure. Patterns in the annotation are often more relevant to study than the hidden structure itself. A typical HMM analysis consists of annotating the observed...... data using a decoding algorithm and analyzing the annotation to study patterns of interest. For example, given an HMM modeling genes in DNA sequences, the focus is on occurrences of genes in the annotation. In this paper, we define a pattern through a regular expression and present a restriction...
Automatic categorization of web pages and user clustering with mixtures of hidden Markov models
Ypma, A.; Heskes, T.M.
2003-01-01
We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static
438 Optimal Number of States in Hidden Markov Models and its ...
African Journals Online (AJOL)
(Al-Ani, et al., 2007) or Artificial Neural Networks (Zheng & Koenig, n.d.) can ... A Hidden Markov Model (R.Rabiner, 1989) is a stochastic finite state machine ..... likelihood of other models (i.e. for different states), the learning procedure is.
Automatic categorization of web pages and user clustering with mixtures of hidden Markov models
Ypma, A.; Heskes, T.M.
2003-01-01
We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static
Stylised facts of financial time series and hidden Markov models in continuous time
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2015-01-01
Hidden Markov models are often applied in quantitative finance to capture the stylised facts of financial returns. They are usually discrete-time models and the number of states rarely exceeds two because of the quadratic increase in the number of parameters with the number of states. This paper...
Privilege Flow Oriented Intrusion Detection Based on Hidden Semi- Markov Model
Institute of Scientific and Technical Information of China (English)
ZHONG An-ming; JIA Chun-fu
2005-01-01
A privilege flow oriented intrusion detection method based on HSMM (Hidden semi-Markov Model) is discussed. The privilege flow model and HSMM are incorporated in the implementation of an anomaly detection IDS (Intrusion Detection System). Using the data set of DARPA 1998, our experiment results reveal good detection performance and acceptable computation cost.
Evidence Feed Forward Hidden Markov Models for Visual Human Action Classification (Preprint)
2011-04-12
Features for 3-D Jester Recognition,” Proceedings from IEEE Automatic Face and Gesture Recognition (AFGR), 1996, pp. 157-162. 9. Yu, C., Ballard, D...pp. 1-4, doi:10.1109/ICPR.2008.4761290. 11. Wilson, A., Bobick, A., “Parametric Hidden Markov Models for Gesture Recognition ,” IEEE Transaction on
Exact Sampling and Decoding in High-Order Hidden Markov Models
Carter, S.; Dymetman, M.; Bouchard, G.
2012-01-01
We present a method for exact optimization and sampling from high order Hidden Markov Models (HMMs), which are generally handled by approximation techniques. Motivated by adaptive rejection sampling and heuristic search, we propose a strategy based on sequentially refining a lower-order language mod
Finding cis-regulatory modules in Drosophila using phylogenetic hidden Markov models
DEFF Research Database (Denmark)
Wong, Wendy S W; Nielsen, Rasmus
2007-01-01
of the increasing availability of comparative genomic data. RESULTS: We develop a method for finding regulatory modules in Eukaryotic species using phylogenetic data. Using computer simulations and analysis of real data, we show that the use of phylogenetic hidden Markov model can lead to an increase in accuracy...
Noe, Frank; Prinz, Jan-Hendrik; Plattner, Nuria
2013-01-01
Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has therefore been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase- space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecula...
Research on identification method of heavy vehicle rollover based on hidden Markov model
Zhao, Zhiguo; Wang, Yeqin; Hu, Xiaoming; Tao, Yukai; Wang, Jinsheng
2017-07-01
Aiming at the problem of early warning credibility degradation as the heavy vehicle load and its center of gravity change greatly; the heavy vehicle rollover state identification method based on the Hidden Markov Model (HMM, is introduced to identify heavy vehicle lateral conditions dynamically in this paper. In this method, the lateral acceleration and roll angle are taken as the observation values of the model base. The Viterbi algorithm is used to predict the state sequence with the highest probability in the observed sequence, and the Markov prediction algorithm is adopted to calculate the state transition law and to predict the state of the vehicle in a certain period of time in the future. According to combination conditions of Double lane change and steering, applying Trucksim and Matlab trained hidden Markov model, the model is applied to the online identification of heavy vehicle rollover states. The identification results show that the model can accurately and efficiently identify the vehicle rollover state, and has good applicability. This study provides a novel method and a general strategy for active safety early warning and control of vehicles, which has reference significance for the application of the Hidden Markov theory in collision, rear-end and lane departure warning system.
A TWO-STATE MIXED HIDDEN MARKOV MODEL FOR RISKY TEENAGE DRIVING BEHAVIOR
Jackson, John C.; Albert, Paul S.; Zhang, Zhiwei
2016-01-01
This paper proposes a joint model for longitudinal binary and count outcomes. We apply the model to a unique longitudinal study of teen driving where risky driving behavior and the occurrence of crashes or near crashes are measured prospectively over the first 18 months of licensure. Of scientific interest is relating the two processes and predicting crash and near crash outcomes. We propose a two-state mixed hidden Markov model whereby the hidden state characterizes the mean for the joint longitudinal crash/near crash outcomes and elevated g-force events which are a proxy for risky driving. Heterogeneity is introduced in both the conditional model for the count outcomes and the hidden process using a shared random effect. An estimation procedure is presented using the forward–backward algorithm along with adaptive Gaussian quadrature to perform numerical integration. The estimation procedure readily yields hidden state probabilities as well as providing for a broad class of predictors.
Wavelet-based SAR images despeckling using joint hidden Markov model
Li, Qiaoliang; Wang, Guoyou; Liu, Jianguo; Chen, Shaobo
2007-11-01
In the past few years, wavelet-domain hidden Markov models have proven to be useful tools for statistical signal and image processing. The hidden Markov tree (HMT) model captures the key features of the joint probability density of the wavelet coefficients of real-world data. One potential drawback to the HMT framework is the deficiency for taking account of intrascale correlations that exist among neighboring wavelet coefficients. In this paper, we propose to develop a joint hidden Markov model by fusing the wavelet Bayesian denoising technique with an image regularization procedure based on HMT and Markov random field (MRF). The Expectation Maximization algorithm is used to estimate hyperparameters and specify the mixture model. The noise-free wavelet coefficients are finally estimated by a shrinkage function based on local weighted averaging of the Bayesian estimator. It is shown that the joint method outperforms lee filter and standard HMT techniques in terms of the integrative measure of the equivalent number of looks (ENL) and Pratt's figure of merit(FOM), especially when dealing with speckle noise in large variance.
On the equivalence between standard and sequentially ordered hidden Markov models
Chopin, Nicolas
2012-01-01
Chopin (2007) introduced a sequentially ordered hidden Markov model, for which states are ordered according to their order of appearance, and claimed that such a model is a re-parametrisation of a standard Markov model. This note gives a formal proof that this equivalence holds in Bayesian terms, as both formulations generate equivalent posterior distributions, but does not hold in Frequentist terms, as both formulations generate incompatible likelihood functions. Perhaps surprisingly, this shows that Bayesian re-parametrisation and Frequentist re-parametrisation are not identical concepts.
Directory of Open Access Journals (Sweden)
M. Beyreuther
2011-02-01
Full Text Available Automatic earthquake detection and classification is required for efficient analysis of large seismic datasets. Such techniques are particularly important now because access to measures of ground motion is nearly unlimited and the target waveforms (earthquakes are often hard to detect and classify. Here, we propose to use models from speech synthesis which extend the double stochastic models from speech recognition by integrating a more realistic duration of the target waveforms. The method, which has general applicability, is applied to earthquake detection and classification. First, we generate characteristic functions from the time-series. The Hidden semi-Markov Models are estimated from the characteristic functions and Weighted Finite-State Transducers are constructed for the classification. We test our scheme on one month of continuous seismic data, which corresponds to 370 151 classifications, showing that incorporating the time dependency explicitly in the models significantly improves the results compared to Hidden Markov Models.
Utilizing Gaze Behavior for Inferring Task Transitions Using Abstract Hidden Markov Models
Directory of Open Access Journals (Sweden)
Daniel Fernando Tello Gamarra
2016-12-01
Full Text Available We demonstrate an improved method for utilizing observed gaze behavior and show that it is useful in inferring hand movement intent during goal directed tasks. The task dynamics and the relationship between hand and gaze behavior are learned using an Abstract Hidden Markov Model (AHMM. We show that the predicted hand movement transitions occur consistently earlier in AHMM models with gaze than those models that do not include gaze observations.
Institute of Scientific and Technical Information of China (English)
Zhao Zhi-Jin; Zheng Shi-Lian; Xu Chun-Yun; Kong Xian-Zheng
2007-01-01
Hidden Markov models (HMMs) have been used to model burst error sources of wireless channels. This paper proposes a hybrid method of using genetic algorithm (GA) and simulated annealing (SA) to train HMM for discrete channel modelling. The proposed method is compared with pure GA, and experimental results show that the HMMs trained by the hybrid method can better describe the error sequences due to SA's ability of facilitating hill-climbing at the later stage of the search. The burst error statistics of the HMMs trained by the proposed method and the corresponding error sequences are also presented to validate the proposed method.
CSIR Research Space (South Africa)
Miya, WS
2008-10-01
Full Text Available In this paper, a comparison between Extension Neural Network (ENN), Gaussian Mixture Model (GMM) and Hidden Markov model (HMM) is conducted for bushing condition monitoring. The monitoring process is a two-stage implementation of a classification...
An Intelligent Web Pre-fetching Based on Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
许欢庆; 金鑫
2004-01-01
Web pre-fetching is one of the most popular strategies,which are proposed for reducing the perceived access delay and improving the service quality of web server. In this paper, we present a pre-fetching model based on the hidden Markov model, which mines the latent information requirement concepts that the user's access path contains and makes semantic-based pre-fetching decisions.Experimental results show that our scheme has better predictive pre-fetching precision.
Learning to Automatically Detect Features for Mobile Robots Using Second-Order Hidden Markov Models
Directory of Open Access Journals (Sweden)
Olivier Aycard
2004-12-01
Full Text Available In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T-intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.
A Hidden Markov Movement Model for rapidly identifying behavioral states from animal tracks
DEFF Research Database (Denmark)
Whoriskey, Kim; Auger-Méthé, Marie; Albertsen, Christoffer Moesgaard
2017-01-01
1. Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby aiding conservation and management efforts. For aquatic....... 2. We developed a new Hidden Markov Model (HMM) for identifying behavioral states from animal tracks with negligible error, which we called the Hidden Markov Movement Model (HMMM). We implemented as the basis for the HMMM the process equation of the DCRWS, but we used the method of maximum...... animal tracking data with significant measurement error, a Bayesian state-space model called the first-Difference Correlated Random Walk with Switching (DCRWS) has often been used for this purpose. However, for aquatic animals, highly accurate tracking data of animal movement are now becoming more common...
Learning to Automatically Detect Features for Mobile Robots Using Second-Order Hidden Markov Models
Directory of Open Access Journals (Sweden)
Richard Washington
2008-11-01
Full Text Available In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T- intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.
Choi, Yeontaek; Sim, Seungwoo; Lee, Sang-Hee
2014-06-01
The locomotion behavior of Caenorhabditis elegans has been extensively studied to understand the relationship between the changes in the organism's neural activity and the biomechanics. However, so far, we have not yet achieved the understanding. This is because the worm complicatedly responds to the environmental factors, especially chemical stress. Constructing a mathematical model is helpful for the understanding the locomotion behavior in various surrounding conditions. In the present study, we built three hidden Markov models for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a polluted environment by formaldehyde, toluene, and benzene (0.1 ppm and 0.5 ppm for each case). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity entropy and classified into five groups by using the self-organizing map. To evaluate and establish the hidden Markov models, we compared correlation coefficients between the simulated behavior (i.e. temporal pattern sequence) generated by the models and the actual crawling behavior. The comparison showed that the hidden Markov models are successful to characterize the crawling behavior. In addition, we briefly discussed the possibility of using the models together with the entropy to develop bio-monitoring systems for determining water quality.
Hidden Markov models and other machine learning approaches in computational molecular biology
Energy Technology Data Exchange (ETDEWEB)
Baldi, P. [California Inst. of Tech., Pasadena, CA (United States)
1995-12-31
This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.
Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.
2010-07-01
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders, we fit hidden Markov models to the time series of the sign of the tick-by-tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a significant majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transaction size distributions of these patches are fat tailed. Long patches are characterized by a large fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly dependent on the local market trend. We also compare the hidden Markov model patches with those obtained with the segmentation method used in Vaglica et al (2008 Phys. Rev. E 77 036110), and we conclude that the former ones can be interpreted as a partition of the latter ones.
Gender Based Emotion Recognition System for Telugu Rural Dialects Using Hidden Markov Models
D, Prasad Reddy P V G; Srinivas, Y; Brahmaiah, P
2010-01-01
Automatic emotion recognition in speech is a research area with a wide range of applications in human interactions. The basic mathematical tool used for emotion recognition is Pattern recognition which involves three operations, namely, pre-processing, feature extraction and classification. This paper introduces a procedure for emotion recognition using Hidden Markov Models (HMM), which is used to divide five emotional states: anger, surprise, happiness, sadness and neutral state. The approach is based on standard speech recognition technology using hidden continuous markov model by selection of low level features and the design of the recognition system. Emotional Speech Database from Telugu Rural Dialects of Andhra Pradesh (TRDAP) was designed using several speaker's voices comprising the emotional states. The accuracy of recognizing five different emotions for both genders of classification is 80% for anger-emotion which is achieved by using the best combination of 39-dimensioanl feature vector for every f...
Hidden Markov Model-based Packet Loss Concealment for Voice over IP
DEFF Research Database (Denmark)
Rødbro, Christoffer A.; Murthi, Manohar N.; Andersen, Søren Vang
2006-01-01
As voice over IP proliferates, packet loss concealment (PLC) at the receiver has emerged as an important factor in determining voice quality of service. Through the use of heuristic variations of signal and parameter repetition and overlap-add interpolation to handle packet loss, conventional PLC...... systems largely ignore the dynamics of the statistical evolution of the speech signal, possibly leading to perceptually annoying artifacts. To address this problem, we propose the use of hidden Markov models for PLC. With a hidden Markov model (HMM) tracking the evolution of speech signal parameters, we...... demonstrate how PLC is performed within a statistical signal processing framework. Moreover, we show how the HMM is used to index a specially designed PLC module for the particular signal context, leading to signal-contingent PLC. Simulation examples, objective tests, and subjective listening tests...
Optimizing the Forward Algorithm for Hidden Markov Model on IBM Roadrunner clusters
Directory of Open Access Journals (Sweden)
SOIMAN, S.-I.
2015-05-01
Full Text Available In this paper we present a parallel solution of the Forward Algorithm for Hidden Markov Models. The Forward algorithm compute a probability of a hidden state from Markov model at a certain time, this process being recursively. The whole process requires large computational resources for those models with a large number of states and long observation sequences. Our solution in order to reduce the computational time is a multilevel parallelization of Forward algorithm. Two types of cores were used in our implementation, for each level of parallelization, cores that are graved on the same chip of PowerXCell8i processor. This hybrid architecture of processors permitted us to obtain a speedup factor over 40 relative to the sequential algorithm for a model with 24 states and 25 millions of observable symbols. Experimental results showed that the parallel Forward algorithm can evaluate the probability of an observation sequence on a hidden Markov model 40 times faster than the classic one does. Based on the performance obtained, we demonstrate the applicability of this parallel implementation of Forward algorithm in complex problems such as large vocabulary speech recognition.
Statistical Mechanics of Transcription-Factor Binding Site Discovery Using Hidden Markov Models
Mehta, Pankaj; Schwab, David J.; Sengupta, Anirvan M.
2011-01-01
Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical mechanics of hard rods in a one-dimensional disordered potential to investigate learning in HMMs. We derive analytic expressions for the Fisher information, a commonly employed measure of confidence in learned parameters, in the biologically relevant limit where th...
Fault detection and diagnosis in a food pasteurization process with Hidden Markov Models
Tokatlı, Figen; Cinar, Ali
2004-01-01
Hidden Markov Models (HMM) are used to detect abnormal operation of dynamic processes and diagnose sensor and actuator faults. The method is illustrated by monitoring the operation of a pasteurization plant and diagnosing causes of abnormal operation. Process data collected under the influence of faults of different magnitude and duration in sensors and actuators are used to illustrate the use of HMM in the detection and diagnosis of process faults. Case studies with experimental data from a ...
A Multilayer Hidden Markov Models-Based Method for Human-Robot Interaction
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Chongben Tao
2013-01-01
Full Text Available To achieve Human-Robot Interaction (HRI by using gestures, a continuous gesture recognition approach based on Multilayer Hidden Markov Models (MHMMs is proposed, which consists of two parts. One part is gesture spotting and segment module, the other part is continuous gesture recognition module. Firstly, a Kinect sensor is used to capture 3D acceleration and 3D angular velocity data of hand gestures. And then, a Feed-forward Neural Networks (FNNs and a threshold criterion are used for gesture spotting and segment, respectively. Afterwards, the segmented gesture signals are respectively preprocessed and vector symbolized by a sliding window and a K-means clustering method. Finally, symbolized data are sent into Lower Hidden Markov Models (LHMMs to identify individual gestures, and then, a Bayesian filter with sequential constraints among gestures in Upper Hidden Markov Models (UHMMs is used to correct recognition errors created in LHMMs. Five predefined gestures are used to interact with a Kinect mobile robot in experiments. The experimental results show that the proposed method not only has good effectiveness and accuracy, but also has favorable real-time performance.
Directory of Open Access Journals (Sweden)
Ismail Shahin
2010-01-01
Full Text Available Speaker identification performance is almost perfect in neutral talking environments. However, the performance is deteriorated significantly in shouted talking environments. This work is devoted to proposing, implementing, and evaluating new models called Second-Order Circular Suprasegmental Hidden Markov Models (CSPHMM2s to alleviate the deteriorated performance in the shouted talking environments. These proposed models possess the characteristics of both Circular Suprasegmental Hidden Markov Models (CSPHMMs and Second-Order Suprasegmental Hidden Markov Models (SPHMM2s. The results of this work show that CSPHMM2s outperform each of First-Order Left-to-Right Suprasegmental Hidden Markov Models (LTRSPHMM1s, Second-Order Left-to-Right Suprasegmental Hidden Markov Models (LTRSPHMM2s, and First-Order Circular Suprasegmental Hidden Markov Models (CSPHMM1s in the shouted talking environments. In such talking environments and using our collected speech database, average speaker identification performance based on LTRSPHMM1s, LTRSPHMM2s, CSPHMM1s, and CSPHMM2s is 74.6%, 78.4%, 78.7%, and 83.4%, respectively. Speaker identification performance obtained based on CSPHMM2s is close to that obtained based on subjective assessment by human listeners.
Modeling Movement Primitives with Hidden Markov Models for Robotic and Biomedical Applications.
Karg, Michelle; Kulić, Dana
2017-01-01
Movement primitives are elementary motion units and can be combined sequentially or simultaneously to compose more complex movement sequences. A movement primitive timeseries consist of a sequence of motion phases. This progression through a set of motion phases can be modeled by Hidden Markov Models (HMMs). HMMs are stochastic processes that model time series data as the evolution of a hidden state variable through a discrete set of possible values, where each state value is associated with an observation (emission) probability. Each motion phase is represented by one of the hidden states and the sequential order by their transition probabilities. The observations of the MP-HMM are the sensor measurements of the human movement, for example, motion capture or inertial measurements. The emission probabilities are modeled as Gaussians. In this chapter, the MP-HMM modeling framework is described and applications to motion recognition and motion performance assessment are discussed. The selected applications include parametric MP-HMMs for explicitly modeling variability in movement performance and the comparison of MP-HMMs based on the loglikelihood, the Kullback-Leibler divergence, the extended HMM-based F-statistic, and gait-specific reference-based measures.
Gene finding with a hidden Markov model of genome structure and evolution
DEFF Research Database (Denmark)
Pedersen, Jakob Skou; Hein, Jotun
2003-01-01
annotation. The modelling of evolution by the existing comparative gene finders leaves room for improvement. Results: A probabilistic model of both genome structure and evolution is designed. This type of model is called an Evolutionary Hidden Markov Model (EHMM), being composed of an HMM and a set of region......Motivation: A growing number of genomes are sequenced. The differences in evolutionary pattern between functional regions can thus be observed genome-wide in a whole set of organisms. The diverse evolutionary pattern of different functional regions can be exploited in the process of genomic...
A hidden Markov model approach for determining expression from genomic tiling micro arrays
DEFF Research Database (Denmark)
Terkelsen, Kasper Munch; Gardner, P. P.; Arctander, Peter;
2006-01-01
HMM, that adaptively models tiling data prior to predicting expression on genomic sequence. A hidden Markov model (HMM) is used to model the distributions of tiling array probe scores in expressed and non-expressed regions. The HMM is trained on sets of probes mapped to regions of annotated expression and non......]. Results can be downloaded and viewed from our web site [2]. Conclusion The value of adaptive modelling of fluorescence scores prior to categorisation into expressed and non-expressed probes is demonstrated. Our results indicate that our adaptive approach is superior to the previous analysis in terms...
A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
DEFF Research Database (Denmark)
Ntantamis, Christos
This paper introduces a Duration Hidden Markov Model to model bull and bear market regime switches in the stock market; the duration of each state of the Markov Chain is a random variable that depends on a set of exogenous variables. The model not only allows the endogenous determination...... of the different regimes and but also estimates the effect of the explanatory variables on the regimes' durations. The model is estimated here on NYSE returns using the short-term interest rate and the interest rate spread as exogenous variables. The bull market regime is assigned to the identified state...... with the higher mean and lower variance; bull market duration is found to be negatively dependent on short-term interest rates and positively on the interest rate spread, while bear market duration depends positively the short-term interest rate and negatively on the interest rate spread....
A Hidden Markov Model Representing the Spatial and Temporal Correlation of Multiple Wind Farms
DEFF Research Database (Denmark)
Fang, Jiakun; Su, Chi; Hu, Weihao
2015-01-01
To accommodate the increasing wind energy with stochastic nature becomes a major issue on power system reliability. This paper proposes a methodology to characterize the spatiotemporal correlation of multiple wind farms. First, a hierarchical clustering method based on self-organizing maps...... is adopted to categorize the similar output patterns of several wind farms into joint states. Then the hidden Markov model (HMM) is then designed to describe the temporal correlations among these joint states. Unlike the conventional Markov chain model, the accumulated wind power is taken into consideration....... The proposed statistical modeling framework is compatible with the sequential power system reliability analysis. A case study on optimal sizing and location of fast-response regulation sources is presented....
Two-stage Hidden Markov Model in Gesture Recognition for Human Robot Interaction
Directory of Open Access Journals (Sweden)
Nhan Nguyen-Duc-Thanh
2012-07-01
Full Text Available Hidden Markov Model (HMM is very rich in mathematical structure and hence can form the theoretical basis for use in a wide range of applications including gesture representation. Most research in this field, however, uses only HMM for recognizing simple gestures, while HMM can definitely be applied for whole gesture meaning recognition. This is very effectively applicable in Human‐Robot Interaction (HRI. In this paper, we introduce an approach for HRI in which not only the human can naturally control the robot by hand gesture, but also the robot can recognize what kind of task it is executing. The main idea behind this method is the 2‐stages Hidden Markov Model. The 1st HMM is to recognize the prime command‐like gestures. Based on the sequence of prime gestures that are recognized from the 1st stage and which represent the whole action, the 2nd HMM plays a role in task recognition. Another contribution of this paper is that we use the output Mixed Gaussian distribution in HMM to improve the recognition rate. In the experiment, we also complete a comparison of the different number of hidden states and mixture components to obtain the optimal one, and compare to other methods to evaluate this performance.
Two-Stage Hidden Markov Model in Gesture Recognition for Human Robot Interaction
Directory of Open Access Journals (Sweden)
Nhan Nguyen-Duc-Thanh
2012-07-01
Full Text Available Hidden Markov Model (HMM is very rich in mathematical structure and hence can form the theoretical basis for use in a wide range of applications including gesture representation. Most research in this field, however, uses only HMM for recognizing simple gestures, while HMM can definitely be applied for whole gesture meaning recognition. This is very effectively applicable in Human-Robot Interaction (HRI. In this paper, we introduce an approach for HRI in which not only the human can naturally control the robot by hand gesture, but also the robot can recognize what kind of task it is executing. The main idea behind this method is the 2-stages Hidden Markov Model. The 1st HMM is to recognize the prime command-like gestures. Based on the sequence of prime gestures that are recognized from the 1st stage and which represent the whole action, the 2nd HMM plays a role in task recognition. Another contribution of this paper is that we use the output Mixed Gaussian distribution in HMM to improve the recognition rate. In the experiment, we also complete a comparison of the different number of hidden states and mixture components to obtain the optimal one, and compare to other methods to evaluate this performance.
Hidden Markov modelling of movement data from fish
DEFF Research Database (Denmark)
Pedersen, Martin Wæver
Movement data from marine animals tagged with electronic tags are becoming increasingly diverse and plentiful. This trend entails a need for statistical methods that are able to filter the observations to extract the ecologically relevant content. This dissertation focuses on the development...... state HMM is employed to deal with this task. Specifically, the continuous horizontal plane is discretised into grid cells, which enables a state-space model for the geographical location to be estimated on this grid. The estimation model for location is extended with an additional state representing...
A hidden Markov model for prediction transmembrane helices in proteinsequences
DEFF Research Database (Denmark)
Sonnhammer, Erik L.L.; von Heijne, Gunnar; Krogh, Anders Stærmose
1998-01-01
and constraints involved. Models were estimated both by maximum likelihood and a discriminative method, and a method for reassignment of the membrane helix boundaries were developed. In a cross validated test on single sequences, our transmembrane HMM, TMHMM, correctly predicts the entire topology for 77...
Hidden Markov Models for Time Series An Introduction Using R
Zucchini, Walter
2009-01-01
Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.
Multiple instance learning for hidden Markov models: application to landmine detection
Bolton, Jeremy; Yuksel, Seniha Esen; Gader, Paul
2013-06-01
Multiple instance learning is a recently researched learning paradigm in machine intelligence which operates under conditions of uncertainty. A Multiple Instance Hidden Markov Model (MI-HMM) is investigated with applications to landmine detection using ground penetrating radar data. Without introducing any additional parameters, the MI-HMM provides an elegant and simple way to learn the parameters of an HMM in a multiple instance framework. The efficacy of the model is shown on a real landmine dataset. Experiments on the landmine dataset show that MI-HMM learning is effective.
HIDDEN MARKOV MODELS WITH COVARIATES FOR ANALYSIS OF DEFECTIVE INDUSTRIAL MACHINE PARTS
2014-01-01
Monthly counts of industrial machine part errors are modeled using a two-state Hidden Markov Model (HMM) in order to describe the effect of machine part error correction and the amount of time spent on the error correction on the likelihood of the machine part to be in a “defective” or “non-defective” state. The number of machine parts errors were collected from a thermo plastic injection molding machine in a car bumper auto parts manufacturer in Liberec city, Czech Re...
Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors
Zhang, Yingjun; Liu, Wen; Yang, Xuefeng; Xing, Shengwei
2015-02-01
In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.
Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors
Directory of Open Access Journals (Sweden)
Zhang Yingjun
2015-02-01
Full Text Available In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.
Hidden Markov Model of atomic quantum jump dynamics in an optically probed cavity
DEFF Research Database (Denmark)
Gammelmark, S.; Molmer, K.; Alt, W.
2014-01-01
We analyze the quantum jumps of an atom interacting with a cavity field. The strong atom- field interaction makes the cavity transmission depend on the time dependent atomic state, and we present a Hidden Markov Model description of the atomic state dynamics which is conditioned in a Bayesian......, the atomic state is determined in a Bayesian manner from the measurement data, and we present an iterative protocol, which determines both the atomic state and the model parameters. As a new element in the treatment of observed quantum systems, we employ a Bayesian approach that conditions the atomic state...... manner on the detected signal. We suggest that small variations in the observed signal may be due to spatial motion of the atom within the cavity, and we represent the atomic system by a number of hidden states to account for both the small variations and the internal state jump dynamics. In our theory...
Statistical Inference in Hidden Markov Models Using k-Segment Constraints.
Titsias, Michalis K; Holmes, Christopher C; Yau, Christopher
2016-01-02
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward-backward algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming recursions that, conditional on a user-specified constraint in the number of segments, allow us to (i) find MAP sequences, (ii) compute posterior probabilities, and (iii) simulate sample paths. We collectively call these recursions k-segment algorithms and illustrate their utility using simulated and real examples. We also highlight the prospective and retrospective use of k-segment constraints for fitting HMMs or exploring existing model fits. Supplementary materials for this article are available online.
Hidden Markov Model of atomic quantum jump dynamics in an optically probed cavity
DEFF Research Database (Denmark)
Gammelmark, S.; Molmer, K.; Alt, W.
2014-01-01
manner on the detected signal. We suggest that small variations in the observed signal may be due to spatial motion of the atom within the cavity, and we represent the atomic system by a number of hidden states to account for both the small variations and the internal state jump dynamics. In our theory......We analyze the quantum jumps of an atom interacting with a cavity field. The strong atom- field interaction makes the cavity transmission depend on the time dependent atomic state, and we present a Hidden Markov Model description of the atomic state dynamics which is conditioned in a Bayesian......, the atomic state is determined in a Bayesian manner from the measurement data, and we present an iterative protocol, which determines both the atomic state and the model parameters. As a new element in the treatment of observed quantum systems, we employ a Bayesian approach that conditions the atomic state...
Hidden markov model for the prediction of transmembrane proteins using MATLAB.
Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath
2011-01-01
Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.
2D-HIDDEN MARKOV MODEL FEATURE EXTRACTION STRATEGY OF ROTATING MACHINERY FAULT DIAGNOSIS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
A new feature extraction method based on 2D-hidden Markov model(HMM) is proposed.Meanwhile the time index and frequency index are introduced to represent the new features. The new feature extraction strategy is tested by the experimental data that collected from Bently rotor experiment system. The results show that this methodology is very effective to extract the feature of vibration signals in the rotor speed-up course and can be extended to other non-stationary signal analysis fields in the future.
Statistical Mechanics of Transcription-Factor Binding Site Discovery Using Hidden Markov Models
Mehta, Pankaj; Schwab, David J.; Sengupta, Anirvan M.
2011-04-01
Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical mechanics of hard rods in a one-dimensional disordered potential to investigate learning in HMMs. We derive analytic expressions for the Fisher information, a commonly employed measure of confidence in learned parameters, in the biologically relevant limit where the density of binding sites is low. We then use techniques from statistical mechanics to derive a scaling principle relating the specificity (binding energy) of a TF to the minimum amount of training data necessary to learn it.
[Classification of human sleep stages based on EEG processing using hidden Markov models].
Doroshenkov, L G; Konyshev, V A; Selishchev, S V
2007-01-01
The goal of this work was to describe an automated system for classification of human sleep stages. Classification of sleep stages is an important problem of diagnosis and treatment of human sleep disorders. The developed classification method is based on calculation of characteristics of the main sleep rhythms. It uses hidden Markov models. The method is highly accurate and provides reliable identification of the main stages of sleep. The results of automatic classification are in good agreement with the results of sleep stage identification performed by an expert somnologist using Rechtschaffen and Kales rules. This substantiates the applicability of the developed classification system to clinical diagnosis.
Statistical Mechanics of Transcription-Factor Binding Site Discovery Using Hidden Markov Models.
Mehta, Pankaj; Schwab, David J; Sengupta, Anirvan M
2011-04-01
Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical mechanics of hard rods in a one-dimensional disordered potential to investigate learning in HMMs. We derive analytic expressions for the Fisher information, a commonly employed measure of confidence in learned parameters, in the biologically relevant limit where the density of binding sites is low. We then use techniques from statistical mechanics to derive a scaling principle relating the specificity (binding energy) of a TF to the minimum amount of training data necessary to learn it.
Uddin, Md; Lee, J J; Kim, T S
2008-01-01
In proactive computing, human activity recognition from image sequences is an active research area. This paper presents a novel approach of human activity recognition based on Linear Discriminant Analysis (LDA) of Independent Component (IC) features from shape information. With extracted features, Hidden Markov Model (HMM) is applied for training and recognition. The recognition performance using LDA of IC features has been compared to other approaches including Principle Component Analysis (PCA), LDA of PC, and ICA. The preliminary results show much improved performance in the recognition rate with our proposed method.
The Reputation Evaluation Based on Optimized Hidden Markov Model in E-Commerce
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Liu Chang
2013-01-01
Full Text Available Nowadays, a large number of reputation systems have been deployed in practical applications or investigated in the literature to protect buyers from deception and malicious behaviors in online transactions. As an efficient Bayesian analysis tool, Hidden Markov Model (HMM has been used into e-commerce to describe the dynamic behavior of sellers. Traditional solutions adopt Baum-Welch algorithm to train model parameters which is unstable due to its inability to find a globally optimal solution. Consequently, this paper presents a reputation evaluation mechanism based on the optimized Hidden Markov Model, which is called PSOHMM. The algorithm takes full advantage of the search mechanism in Particle Swarm Optimization (PSO algorithm to strengthen the learning ability of HMM and PSO has been modified to guarantee interval and normalization constraints in HMM. Furthermore, a simplified reputation evaluation framework based on HMM is developed and applied to analyze the specific behaviors of sellers. The simulation experiments demonstrate that the proposed PSOHMM has better performance to search optimal model parameters than BWHMM, has faster convergence speed, and is more stable than BWHMM. Compared with Average and Beta reputation evaluation mechanism, PSOHMM can reflect the behavior changes of sellers more quickly in e-commerce systems.
LDA Based Face Recognition by Using Hidden Markov Model in Current Trends
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S.Sharavanan
2009-10-01
Full Text Available Hidden Markov model (HMM is a promising method that works well for images with variations in lighting, facial expression, and orientation. Face recognition draws attention as a complex task due to noticeable changes produced on appearance by illumination, facial expression, size, orientation and other external factors. To process images using HMM, the temporal or space sequences are to be considered. In simple terms HMM can be defined as set of finite states with associated probability distributions. Only the outcome is visible to the external user not the states and hence the name Hidden Markov Model. The paper deals with various techniques and methodologies used for resolving the problem .We discuss about appearance based, feature based, model based and hybrid methods for face identification. Conventional techniques such as Principal Component Analysis (PCA, Linear Discriminant Analysis (LDA, Independent Component Analysis (ICA, and feature based Elastic Bunch Graph Matching (EBGM and 2D and 3D face models are well-known for face detection and recognition.
A hidden Markov model-based algorithm for identifying tumour subtype using array CGH data
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Zhang Ke
2011-12-01
Full Text Available Abstract Background The recent advancement in array CGH (aCGH research has significantly improved tumor identification using DNA copy number data. A number of unsupervised learning methods have been proposed for clustering aCGH samples. Two of the major challenges for developing aCGH sample clustering are the high spatial correlation between aCGH markers and the low computing efficiency. A mixture hidden Markov model based algorithm was developed to address these two challenges. Results The hidden Markov model (HMM was used to model the spatial correlation between aCGH markers. A fast clustering algorithm was implemented and real data analysis on glioma aCGH data has shown that it converges to the optimal cluster rapidly and the computation time is proportional to the sample size. Simulation results showed that this HMM based clustering (HMMC method has a substantially lower error rate than NMF clustering. The HMMC results for glioma data were significantly associated with clinical outcomes. Conclusions We have developed a fast clustering algorithm to identify tumor subtypes based on DNA copy number aberrations. The performance of the proposed HMMC method has been evaluated using both simulated and real aCGH data. The software for HMMC in both R and C++ is available in ND INBRE website http://ndinbre.org/programs/bioinformatics.php.
Zhang, Yu-Chen; Zhang, Shao-Wu; Liu, Lian; Liu, Hui; Zhang, Lin; Cui, Xiaodong; Huang, Yufei; Meng, Jia
2015-01-01
With the development of new sequencing technology, the entire N6-methyl-adenosine (m(6)A) RNA methylome can now be unbiased profiled with methylated RNA immune-precipitation sequencing technique (MeRIP-Seq), making it possible to detect differential methylation states of RNA between two conditions, for example, between normal and cancerous tissue. However, as an affinity-based method, MeRIP-Seq has yet provided base-pair resolution; that is, a single methylation site determined from MeRIP-Seq data can in practice contain multiple RNA methylation residuals, some of which can be regulated by different enzymes and thus differentially methylated between two conditions. Since existing peak-based methods could not effectively differentiate multiple methylation residuals located within a single methylation site, we propose a hidden Markov model (HMM) based approach to address this issue. Specifically, the detected RNA methylation site is further divided into multiple adjacent small bins and then scanned with higher resolution using a hidden Markov model to model the dependency between spatially adjacent bins for improved accuracy. We tested the proposed algorithm on both simulated data and real data. Result suggests that the proposed algorithm clearly outperforms existing peak-based approach on simulated systems and detects differential methylation regions with higher statistical significance on real dataset.
Speech-To-Text Conversion STT System Using Hidden Markov Model HMM
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Su Myat Mon
2015-06-01
Full Text Available Abstract Speech is an easiest way to communicate with each other. Speech processing is widely used in many applications like security devices household appliances cellular phones ATM machines and computers. The human computer interface has been developed to communicate or interact conveniently for one who is suffering from some kind of disabilities. Speech-to-Text Conversion STT systems have a lot of benefits for the deaf or dumb people and find their applications in our daily lives. In the same way the aim of the system is to convert the input speech signals into the text output for the deaf or dumb students in the educational fields. This paper presents an approach to extract features by using Mel Frequency Cepstral Coefficients MFCC from the speech signals of isolated spoken words. And Hidden Markov Model HMM method is applied to train and test the audio files to get the recognized spoken word. The speech database is created by using MATLAB.Then the original speech signals are preprocessed and these speech samples are extracted to the feature vectors which are used as the observation sequences of the Hidden Markov Model HMM recognizer. The feature vectors are analyzed in the HMM depending on the number of states.
Ismail Shahin
2010-01-01
Speaker identification performance is almost perfect in neutral talking environments. However, the performance is deteriorated significantly in shouted talking environments. This work is devoted to proposing, implementing, and evaluating new models called Second-Order Circular Suprasegmental Hidden Markov Models (CSPHMM2s) to alleviate the deteriorated performance in the shouted talking environments. These proposed models possess the characteristics of both Circular Suprasegmental Hidden Mark...
Recognition-based online Kurdish character recognition using hidden Markov model and harmony search
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Rina D. Zarro
2017-04-01
Full Text Available In this paper a hidden Markov model and harmony search algorithms are combined for writer independent online Kurdish character recognition. The Markov model is integrated as an intermediate group classifier instead of a main character classifier/recognizer as in most of previous works. Markov model is used to classify each group of characters, according to their forms, into smaller sub groups based on common directional feature vector. This process reduced the processing time taken by the later recognition stage. The small number of candidate characters are then processed by harmony search recognizer. The harmony search recognizer uses a dominant and common movement pattern as a fitness function. The objective function is used to minimize the matching score according to the fitness function criteria and according to the least score for each segmented group of characters. Then, the system displays the generated word which has the lowest score from the generated character combinations. The system was tested on a dataset of 4500 words structured with 21,234 characters in different positions or forms (isolated, start, middle and end. The system scored 93.52% successful recognition rate with an average of 500 ms. The system showed a high improvement in recognition rate when compared to similar systems that use HMM as its main recognizer.
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Ririn Kusumawati
2016-05-01
In the classification, using Hidden Markov Model, voice signal is analyzed and searched the maximum possible value that can be recognized. The modeling results obtained parameters are used to compare with the sound of Arabic speakers. From the test results' Classification, Hidden Markov Models with Linear Predictive Coding extraction average accuracy of 78.6% for test data sampling frequency of 8,000 Hz, 80.2% for test data sampling frequency of 22050 Hz, 79% for frequencies sampling test data at 44100 Hz.
Hidden Markov model analysis of force/torque information in telemanipulation
Hannaford, Blake; Lee, Paul
1991-01-01
A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.
Texture Segmentation Using Laplace Distribution-Based Wavelet-Domain Hidden Markov Tree Models
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Yulong Qiao
2016-11-01
Full Text Available Multiresolution models such as the wavelet-domain hidden Markov tree (HMT model provide a powerful approach for image modeling and processing because it captures the key features of the wavelet coefficients of real-world data. It is observed that the Laplace distribution is peakier in the center and has heavier tails compared with the Gaussian distribution. Thus we propose a new HMT model based on the two-state, zero-mean Laplace mixture model (LMM, the LMM-HMT, which provides significantly potential for characterizing real-world textures. By using the HMT segmentation framework, we develop LMM-HMT based segmentation methods for image textures and dynamic textures. The experimental results demonstrate the effectiveness of the introduced model and segmentation methods.
Products of Hidden Markov Models: It Takes N>1 to Tango
Taylor, Graham W
2012-01-01
Products of Hidden Markov Models(PoHMMs) are an interesting class of generative models which have received little attention since their introduction. This maybe in part due to their more computationally expensive gradient-based learning algorithm,and the intractability of computing the log likelihood of sequences under the model. In this paper, we demonstrate how the partition function can be estimated reliably via Annealed Importance Sampling. We perform experiments using contrastive divergence learning on rainfall data and data captured from pairs of people dancing. Our results suggest that advances in learning and evaluation for undirected graphical models and recent increases in available computing power make PoHMMs worth considering for complex time-series modeling tasks.
Turner, Sean; Galelli, Stefano; Wilcox, Karen
2015-04-01
Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating
Modeling and online recognition of surgical phases using Hidden Markov Models.
Blum, Tobias; Padoy, Nicolas; Feussner, Hubertus; Navab, Nassir
2008-01-01
The amount of signals that can be recorded during a surgery, like tracking data or state of instruments, is constantly growing. These signals can be used to better understand surgical workflow and to build surgical assist systems that are aware of the current state of a surgery. This is a crucial issue for designing future systems that provide context-sensitive information and user interfaces. In this paper, Hidden Markov Models (HMM) are used to model a laparoscopic cholecystectomy. Seventeen signals, representing tool usage, from twelve surgeries are used to train the model. The use of a model merging approach is proposed to build the HMM topology and compared to other methods of initializing a HMM. The merging method allows building a model at a very fine level of detail that also reveals the workflow of a surgery in a human-understandable way. Results for detecting the current phase of a surgery and for predicting the remaining time of the procedure are presented.
Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models
Energy Technology Data Exchange (ETDEWEB)
Riber Marklund, A. [CEA, Cadarache, DEN/DTN/STCP/LIET, Batiment 202, 13108 St Paul-lez-Durance, (France); Kishore, S. [Fast Reactor Technology Group of IGCAR, (India); Prakash, V. [Vibrations Diagnostics Division, Fast Reactor Technology Group of IGCAR, (India); Rajan, K.K. [Fast Reactor Technology Group and Engineering Services Group of IGCAR, (India)
2015-07-01
Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)
Institute of Scientific and Technical Information of China (English)
Niranjan P.Bidargaddi; Madlhu Chetty; Joarder Kamruzzaman
2008-01-01
Profile hidden Markov models (HMMs) based on classical HMMs have been widely applied for protein sequence identification. The formulation of the forward and backward variables in profile HMMs is made under statistical independence assumption of the probability theory. We propose a fuzzy profile HMM to overcome the limitations of that assumption and to achieve an improved alignment for protein sequences belonging to a given family. The proposed model fuzzifies the forward and backward variables by incorporating Sugeno fuzzy measures and Choquet integrals, thus further extends the generalized HMM. Based on the fuzzified forwardand backward variables, we propose a fuzzy Baum-Welch parameter estimation al-gorithm for profiles. The strong correlations and the sequence preference involved in the protein structures make this fuzzy architecture based model as a suitable candidate for building profiles of a given family, since the fuzzy set can handle uncertainties better than classical methods.
ITAC volume assessment through a Gaussian hidden Markov random field model-based algorithm.
Passera, Katia M; Potepan, Paolo; Brambilla, Luca; Mainardi, Luca T
2008-01-01
In this paper, a semi-automatic segmentation method for volume assessment of Intestinal-type adenocarcinoma (ITAC) is presented and validated. The method is based on a Gaussian hidden Markov random field (GHMRF) model that represents an advanced version of a finite Gaussian mixture (FGM) model as it encodes spatial information through the mutual influences of neighboring sites. To fit the GHMRF model an expectation maximization (EM) algorithm is used. We applied the method to a magnetic resonance data sets (each of them composed by T1-weighted, Contrast Enhanced T1-weighted and T2-weighted images) for a total of 49 tumor-contained slices. We tested GHMRF performances with respect to FGM by both a numerical and a clinical evaluation. Results show that the proposed method has a higher accuracy in quantifying lesion area than FGM and it can be applied in the evaluation of tumor response to therapy.
Autoregressive hidden Markov models for the early detection of neonatal sepsis.
Stanculescu, Ioan; Williams, Christopher K I; Freer, Yvonne
2014-09-01
Late onset neonatal sepsis is one of the major clinical concerns when premature babies receive intensive care. Current practice relies on slow laboratory testing of blood cultures for diagnosis. A valuable research question is whether sepsis can be reliably detected before the blood sample is taken. This paper investigates the extent to which physiological events observed in the patient's monitoring traces could be used for the early detection of neonatal sepsis. We model the distribution of these events with an autoregressive hidden Markov model (AR-HMM). Both learning and inference carefully use domain knowledge to extract the baby's true physiology from the monitoring data. Our model can produce real-time predictions about the onset of the infection and also handles missing data. We evaluate the effectiveness of the AR-HMM for sepsis detection on a dataset collected from the Neonatal Intensive Care Unit at the Royal Infirmary of Edinburgh.
Infinite hidden Markov models for unusual-event detection in video.
Pruteanu-Malinici, Iulian; Carin, Lawrence
2008-05-01
We address the problem of unusual-event detection in a video sequence. Invariant subspace analysis (ISA) is used to extract features from the video, and the time-evolving properties of these features are modeled via an infinite hidden Markov model (iHMM), which is trained using "normal"/"typical" video. The iHMM retains a full posterior density function on all model parameters, including the number of underlying HMM states. Anomalies (unusual events) are detected subsequently if a low likelihood is observed when associated sequential features are submitted to the trained iHMM. A hierarchical Dirichlet process framework is employed in the formulation of the iHMM. The evaluation of posterior distributions for the iHMM is achieved in two ways: via Markov chain Monte Carlo and using a variational Bayes formulation. Comparisons are made to modeling based on conventional maximum-likelihood-based HMMs, as well as to Dirichlet-process-based Gaussian-mixture models.
Non-intrusive gesture recognition system combining with face detection based on Hidden Markov Model
Jin, Jing; Wang, Yuanqing; Xu, Liujing; Cao, Liqun; Han, Lei; Zhou, Biye; Li, Minggao
2014-11-01
A non-intrusive gesture recognition human-machine interaction system is proposed in this paper. In order to solve the hand positioning problem which is a difficulty in current algorithms, face detection is used for the pre-processing to narrow the search area and find user's hand quickly and accurately. Hidden Markov Model (HMM) is used for gesture recognition. A certain number of basic gesture units are trained as HMM models. At the same time, an improved 8-direction feature vector is proposed and used to quantify characteristics in order to improve the detection accuracy. The proposed system can be applied in interaction equipments without special training for users, such as household interactive television
Dynamic Arm Gesture Recognition Using Spherical Angle Features and Hidden Markov Models
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Hyesuk Kim
2015-01-01
Full Text Available We introduce a vision-based arm gesture recognition (AGR system using Kinect. The AGR system learns the discrete Hidden Markov Model (HMM, an effective probabilistic graph model for gesture recognition, from the dynamic pose of the arm joints provided by the Kinect API. Because Kinect’s viewpoint and the subject’s arm length can substantially affect the estimated 3D pose of each joint, it is difficult to recognize gestures reliably with these features. The proposed system performs the feature transformation that changes the 3D Cartesian coordinates of each joint into the 2D spherical angles of the corresponding arm part to obtain view-invariant and more discriminative features. We confirmed high recognition performance of the proposed AGR system through experiments with two different datasets.
A Method for Driving Route Predictions Based on Hidden Markov Model
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Ning Ye
2015-01-01
Full Text Available We present a driving route prediction method that is based on Hidden Markov Model (HMM. This method can accurately predict a vehicle’s entire route as early in a trip’s lifetime as possible without inputting origins and destinations beforehand. Firstly, we propose the route recommendation system architecture, where route predictions play important role in the system. Secondly, we define a road network model, normalize each of driving routes in the rectangular coordinate system, and build the HMM to make preparation for route predictions using a method of training set extension based on K-means++ and the add-one (Laplace smoothing technique. Thirdly, we present the route prediction algorithm. Finally, the experimental results of the effectiveness of the route predictions that is based on HMM are shown.
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Kyung-Eun Lee
2014-12-01
Full Text Available Recent technical advances, such as chromatin immunoprecipitation combined with DNA microarrays (ChIp-chip and chromatin immunoprecipitation-sequencing (ChIP-seq, have generated large quantities of high-throughput data. Considering that epigenomic datasets are arranged over chromosomes, their analysis must account for spatial or temporal characteristics. In that sense, simple clustering or classification methodologies are inadequate for the analysis of multi-track ChIP-chip or ChIP-seq data. Approaches that are based on hidden Markov models (HMMs can integrate dependencies between directly adjacent measurements in the genome. Here, we review three HMM-based studies that have contributed to epigenetic research, from a computational perspective. We also give a brief tutorial on HMM modelling-targeted at bioinformaticians who are new to the field.
A computationally efficient approach for hidden-Markov model-augmented fingerprint-based positioning
Roth, John; Tummala, Murali; McEachen, John
2016-09-01
This paper presents a computationally efficient approach for mobile subscriber position estimation in wireless networks. A method of data scaling assisted by timing adjust is introduced in fingerprint-based location estimation under a framework which allows for minimising computational cost. The proposed method maintains a comparable level of accuracy to the traditional case where no data scaling is used and is evaluated in a simulated environment under varying channel conditions. The proposed scheme is studied when it is augmented by a hidden-Markov model to match the internal parameters to the channel conditions that present, thus minimising computational cost while maximising accuracy. Furthermore, the timing adjust quantity, available in modern wireless signalling messages, is shown to be able to further reduce computational cost and increase accuracy when available. The results may be seen as a significant step towards integrating advanced position-based modelling with power-sensitive mobile devices.
Hidden Markov Model and Forward-Backward Algorithm in Crude Oil Price Forecasting
Talib Bon, Abdul; Isah, Nuhu
2016-11-01
In light of the importance of crude oil to the world's economy, it is not surprising that economists have devoted great efforts towards developing methods to forecast price and volatility levels. Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile such as economic, political and social. Hence, forecasting the crude oil prices is essential to avoid unforeseen circumstances towards economic activity. In this study, daily crude oil prices data was obtained from WTI dated 2nd January to 29th May 2015. We used Hidden Markov Model (HMM) and Forward-Backward Algorithm to forecasting the crude oil prices. In this study, the analyses were done using Maple software. Based on the study, we concluded that model (0 3 0) is able to produce accurate forecast based on a description of history patterns in crude oil prices.
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Tan N Doan
Full Text Available Little is known about the transmission dynamics of Acinetobacter baumannii in hospitals, despite such information being critical for designing effective infection control measures. In the absence of comprehensive epidemiological data, mathematical modelling is an attractive approach to understanding transmission process. The statistical challenge in estimating transmission parameters from infection data arises from the fact that most patients are colonised asymptomatically and therefore the transmission process is not fully observed. Hidden Markov models (HMMs can overcome this problem. We developed a continuous-time structured HMM to characterise the transmission dynamics, and to quantify the relative importance of different acquisition sources of A. baumannii in intensive care units (ICUs in three hospitals in Melbourne, Australia. The hidden states were the total number of patients colonised with A. baumannii (both detected and undetected. The model input was monthly incidence data of the number of detected colonised patients (observations. A Bayesian framework with Markov chain Monte Carlo algorithm was used for parameter estimations. We estimated that 96-98% of acquisition in Hospital 1 and 3 was due to cross-transmission between patients; whereas most colonisation in Hospital 2 was due to other sources (sporadic acquisition. On average, it takes 20 and 31 days for each susceptible individual in Hospital 1 and Hospital 3 to become colonised as a result of cross-transmission, respectively; whereas it takes 17 days to observe one new colonisation from sporadic acquisition in Hospital 2. The basic reproduction ratio (R0 for Hospital 1, 2 and 3 was 1.5, 0.02 and 1.6, respectively. Our study is the first to characterise the transmission dynamics of A. baumannii using mathematical modelling. We showed that HMMs can be applied to sparse hospital infection data to estimate transmission parameters despite unobserved events and imperfect detection of
Multiple instance hidden Markov models for GPR-based landmine detection
Manandhar, Achut; Morton, Kenneth D.; Collins, Leslie M.; Torrione, Peter A.
2013-06-01
Ground Penetrating Radar (GPR) is a widely used technology for the detection of subsurface buried threats. Although GPR data contains a representation of 3D space, during training, target and false alarm locations are usually only provided in 2D space along the surface of the earth. To overcome uncertainty in target depth location, many algorithms simply extract features from multiple depth regions that are then independently used to make mine/non-mine decisions. A similar technique is employed in hidden Markov models (HMM) based landmine detection. In this approach, sequences of downtrack GPR responses over multiple depth regions are utilized to train an HMM, which learns the probability of a particular sequence of GPR responses being generated by a buried target. However, the uncertainty in object depth complicates learning for discriminating targets/non-targets since features at the (unknown) target depth can be significantly different from features at other depths but in the same volume. To mitigate the negative impact of the uncertainty in object depth, mixture models based on Multiple Instance Learning (MIL) have previously been developed. MIL is also applicable in the landmine detection problem using HMMs because features that are extracted independently from sequences of GPR signals over several depth bins can be viewed as a set of unlabeled time series, where the entire set either corresponds to a buried threat or a false alarm. In this work, a novel framework termed as multiple instance hidden Markov model (MIHMM) is developed. We show that the performance of the proposed approach for discriminating targets from non-targets in GPR data is promising.
Progression of liver cirrhosis to HCC: an application of hidden Markov model
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Serio Gabriella
2011-04-01
Full Text Available Abstract Background Health service databases of administrative type can be a useful tool for the study of progression of a disease, but the data reported in such sources could be affected by misclassifications of some patients' real disease states at the time. Aim of this work was to estimate the transition probabilities through the different degenerative phases of liver cirrhosis using health service databases. Methods We employed a hidden Markov model to determine the transition probabilities between two states, and of misclassification. The covariates inserted in the model were sex, age, the presence of comorbidities correlated with alcohol abuse, the presence of diagnosis codes indicating hepatitis C virus infection, and the Charlson Index. The analysis was conducted in patients presumed to have suffered the onset of cirrhosis in 2000, observing the disease evolution and, if applicable, death up to the end of the year 2006. Results The incidence of hepatocellular carcinoma (HCC in cirrhotic patients was 1.5% per year. The probability of developing HCC is higher in males (OR = 2.217 and patients over 65 (OR = 1.547; over 65-year-olds have a greater probability of death both while still suffering from cirrhosis (OR = 2.379 and if they have developed HCC (OR = 1.410. A more severe casemix affects the transition from HCC to death (OR = 1.714. The probability of misclassifying subjects with HCC as exclusively affected by liver cirrhosis is 14.08%. Conclusions The hidden Markov model allowing for misclassification is well suited to analyses of health service databases, since it is able to capture bias due to the fact that the quality and accuracy of the available information are not always optimal. The probability of evolution of a cirrhotic subject to HCC depends on sex and age class, while hepatitis C virus infection and comorbidities correlated with alcohol abuse do not seem to have an influence.
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Fei Chen
2015-04-01
Full Text Available Gesture recognition is essential for human and robot collaboration. Within an industrial hybrid assembly cell, the performance of such a system significantly affects the safety of human workers. This work presents an approach to recognizing hand gestures accurately during an assembly task while in collaboration with a robot co-worker. We have designed and developed a sensor system for measuring natural human-robot interactions. The position and rotation information of a human worker's hands and fingertips are tracked in 3D space while completing a task. A modified chain-code method is proposed to describe the motion trajectory of the measured hands and fingertips. The Hidden Markov Model (HMM method is adopted to recognize patterns via data streams and identify workers' gesture patterns and assembly intentions. The effectiveness of the proposed system is verified by experimental results. The outcome demonstrates that the proposed system is able to automatically segment the data streams and recognize the gesture patterns thus represented with a reasonable accuracy ratio.
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Fei Chen
2015-04-01
Full Text Available Gesture recognition is essential for human and robot collaboration. Within an industrial hybrid assembly cell, the performance of such a system significantly affects the safety of human workers. This work presents an approach to recognizing hand gestures accurately during an assembly task while in collaboration with a robot co-worker. We have designed and developed a sensor system for measuring natural human-robot interactions. The position and rotation information of a human worker’s hands and fingertips are tracked in 3D space while completing a task. A modified chain-code method is proposed to describe the motion trajectory of the measured hands and fingertips. The Hidden Markov Model (HMM method is adopted to recognize patterns via data streams and identify workers’ gesture patterns and assembly intentions. The effectiveness of the proposed system is verified by experimental results. The outcome demonstrates that the proposed system is able to automatically segment the data streams and recognize the gesture patterns thus represented with a reasonable accuracy ratio.
Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model.
Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan
2016-01-01
Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60-40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision.
Michalopoulos, Kostas; Zervakis, Michalis; Deiber, Marie-Pierre; Bourbakis, Nikolaos
2016-09-01
We present a novel synergistic methodology for the spatio-temporal analysis of single Electroencephalogram (EEG) trials. This new methodology is based on the novel synergy of Local Global Graph (LG graph) to characterize define the structural features of the EEG topography as a global descriptor for robust comparison of dominant topographies (microstates) and Hidden Markov Models (HMM) to model the topographic sequence in a unique way. In particular, the LG graph descriptor defines similarity and distance measures that can be successfully used for the difficult comparison of the extracted LG graphs in the presence of noise. In addition, hidden states represent periods of stationary distribution of topographies that constitute the equivalent of the microstates in the model. The transitions between the different microstates and the formed syntactic patterns can reveal differences in the processing of the input stimulus between different pathologies. We train the HMM model to learn the transitions between the different microstates and express the syntactic patterns that appear in the single trials in a compact and efficient way. We applied this methodology in single trials consisting of normal subjects and patients with Progressive Mild Cognitive Impairment (PMCI) to discriminate these two groups. The classification results show that this approach is capable to efficiently discriminate between control and Progressive MCI single trials. Results indicate that HMMs provide physiologically meaningful results that can be used in the syntactic analysis of Event Related Potentials.
Ho, K. C.; Gader, P. D.; Frigui, H.; Wilson, J. N.
2007-04-01
This paper examines the confidence level fusion of several promising algorithms for the vehiclemounted ground penetrating radar landmine detection system. The detection algorithms considered here include Edge Histogram Descriptor (EHD), Hidden Markov Model (HMM), Spectral Correlation Feature (SCF) and NUKEv6. We first form a confidence vector by collecting the confidence values from the four individual detectors. The fused confidence is assigned to be the difference in the square of the Mahalanobis distance to the non-mine class and the square of the Mahalanobis distance to the mine class. Experimental results on a data collection that contains over 1500 mine encounters indicate that the proposed fusion technique can reduce the false alarm rate by a factor of two at 90% probability of detection when compared to the best individual detector.
On-line monitoring of pharmaceutical production processes using Hidden Markov Model.
Zhang, Hui; Jiang, Zhuangde; Pi, J Y; Xu, H K; Du, R
2009-04-01
This article presents a new method for on-line monitoring of pharmaceutical production process, especially the powder blending process. The new method consists of two parts: extracting features from the Near Infrared (NIR) spectroscopy signals and recognizing patterns from the features. Features are extracted from spectra by using Partial Least Squares method (PLS). The pattern recognition is done by using Hidden Markov Model (HMM). A series of experiments are conducted to evaluate the effectiveness of this new method. In the experiments, wheat powder and corn powder are blended together at a set concentration. The proposed method can effectively detect the blending uniformity (the success rate is 99.6%). In comparison to the conventional Moving Block of Standard Deviation (MBSD), the proposed method has a number of advantages, including higher reliability, higher robustness and more transparent decision making. It can be used for effective on-line monitoring of pharmaceutical production processes.
The discovery of processing stages: analyzing EEG data with hidden semi-Markov models.
Borst, Jelmer P; Anderson, John R
2015-03-01
In this paper we propose a new method for identifying processing stages in human information processing. Since the 1860s scientists have used different methods to identify processing stages, usually based on reaction time (RT) differences between conditions. To overcome the limitations of RT-based methods we used hidden semi-Markov models (HSMMs) to analyze EEG data. This HSMM-EEG methodology can identify stages of processing and how they vary with experimental condition. By combining this information with the brain signatures of the identified stages one can infer their function, and deduce underlying cognitive processes. To demonstrate the method we applied it to an associative recognition task. The stage-discovery method indicated that three major processes play a role in associative recognition: a familiarity process, an associative retrieval process, and a decision process. We conclude that the new stage-discovery method can provide valuable insight into human information processing.
FAULT DIAGNOSIS APPROACH BASED ON HIDDEN MARKOV MODEL AND SUPPORT VECTOR MACHINE
Institute of Scientific and Technical Information of China (English)
LIU Guanjun; LIU Xinmin; QIU Jing; HU Niaoqing
2007-01-01
Aiming at solving the problems of machine-learning in fault diagnosis, a diagnosis approach is proposed based on hidden Markov model (HMM) and support vector machine (SVM). HMM usually describes intra-class measure well and is good at dealing with continuous dynamic signals. SVM expresses inter-class difference effectively and has perfect classify ability. This approach is built on the merit of HMM and SVM. Then, the experiment is made in the transmission system of a helicopter. With the features extracted from vibration signals in gearbox, this HMM-SVM based diagnostic approach is trained and used to monitor and diagnose the gearbox's faults. The result shows that this method is better than HMM-based and SVM-based diagnosing methods in higher diagnostic accuracy with small training samples.
A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos
Wu, Baoyuan
2016-10-25
Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face clustering and face tracking from real world videos. The motivation for the proposed research is that face clustering and face tracking can provide useful information and constraints to each other, thus can bootstrap and improve the performances of each other. To this end, we introduce a Coupled Hidden Markov Random Field (CHMRF) to simultaneously model face clustering, face tracking, and their interactions. We provide an effective algorithm based on constrained clustering and optimal tracking for the joint optimization of cluster labels and face tracking. We demonstrate significant improvements over state-of-the-art results in face clustering and tracking on several videos.
Hierarchically-coupled hidden Markov models for learning kinetic rates from single-molecule data
van de Meent, Jan-Willem; Wood, Frank; Gonzalez, Ruben L; Wiggins, Chris H
2013-01-01
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we consider single-molecule experiments which indirectly measure the distinct steps in a biomolecular process via observations of noisy time-dependent signals such as a fluorescence intensity or bead position. Straightforward hidden Markov model (HMM) analyses attempt to characterize such processes in terms of a set of conformational states, the transitions that can occur between these states, and the associated rates at which those transitions occur; but require ad-hoc post-processing steps to combine multiple signals. Here we develop a hierarchically coupled HMM that allows experimentalists to deal with inter-signal variability in a principled and automatic way. Our approach is a generalized expectation maximization hyperparameter point estimation procedure with variational Bayes a...
Detection of selective cationic amphipatic antibacterial peptides by Hidden Markov models.
Polanco, Carlos; Samaniego, Jose L
2009-01-01
Antibacterial peptides are researched mainly for the potential benefit they have in a variety of socially relevant diseases, used by the host to protect itself from different types of pathogenic bacteria. We used the mathematical-computational method known as Hidden Markov models (HMMs) in targeting a subset of antibacterial peptides named Selective Cationic Amphipatic Antibacterial Peptides (SCAAPs). The main difference in the implementation of HMMs was focused on the detection of SCAAP using principally five physical-chemical properties for each candidate SCAAPs, instead of using the statistical information about the amino acids which form a peptide. By this method a cluster of antibacterial peptides was detected and as a result the following were found: 9 SCAAPs, 6 synthetic antibacterial peptides that belong to a subregion of Cecropin A and Magainin 2, and 19 peptides from the Cecropin A family. A scoring function was developed using HMMs as its core, uniquely employing information accessible from the databases.
On-line Fault Diagnosis in Industrial Processes Using Variable Moving Window and Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
周韶园; 谢磊; 王树青
2005-01-01
An integrated framework is presented to represent and classify process data for on-line identifying abnormal operating conditions. It is based on pattern recognition principles and consists of a feature extraction step, by which wavelet transform and principal component analysis are used to capture the inherent characteristics from process measurements, followed by a similarity assessment step using hidden Markov model (HMM) for pattern comparison. In most previous cases, a fixed-length moving window was employed to track dynamic data, and often failed to capture enough information for each fault and sometimes even deteriorated the diagnostic performance. A variable moving window, the length of which is modified with time, is introduced in this paper and case studies on the Tennessee Eastman process illustrate the potential of the proposed method.
Isolated Word Recognition Using Ergodic Hidden Markov Models and Genetic Algorithm
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Warih Maharani
2012-03-01
Full Text Available Speech to Text was one of speech recognition applications which speech signal was processed, recognized and converted into a textual representation. Hidden Markov Model (HMM was the widely used method in speech recognition. However, the level of accuracy using HMM was strongly influenced by the optimalization of extraction process and modellling methods. Hence in this research, the use of genetic algorithm (GA method to optimize the Ergodic HMM was tested. In Hybrid HMM-GA, GA was used to optimize the Baum-welch method in the training process. It was useful to improve the accuracy of the recognition result which is produced by the HMM parameters that generate the low accuracy when the HMM are tested. Based on the research, the percentage increases the level of accuracy of 20% to 41%. Proved that the combination of GA in HMM method can gives more optimal results when compared with the HMM system that not combine with any method.
An alternative to the Baum-Welch recursions for hidden Markov models
Bartolucci, Francesco
2012-01-01
We develop a recursion for hidden Markov model of any order h, which allows us to obtain the posterior distribution of the latent state at every occasion, given the previous h states and the observed data. With respect to the well-known Baum-Welch recursions, the proposed recursion has the advantage of being more direct to use and, in particular, of not requiring dummy renormalizations to avoid numerical problems. We also show how this recursion may be expressed in matrix notation, so as to allow for an efficient implementation, and how it may be used to obtain the manifest distribution of the observed data and for parameter estimation within the Expectation-Maximization algorithm. The approach is illustrated by an application to financial data which is focused on the study of the dynamics of the volatility level of log-returns.
Video object's behavior analyzing based on motion history image and hidden markov model
Institute of Scientific and Technical Information of China (English)
Meng Fanfeng; Qu Zhenshen; Zeng Qingshuang; Li li
2009-01-01
A novel method was proposed, which extracted video object's track and analyzed video object's behavior. Firstly, this method tracked the video object based on motion history image, and obtained the coordinate-based track sequence and orientation-based track sequence of the video object. Then the proposed hidden markov model (HMM) based algorithm was used to analyze the behavior of video object with the track sequence as input. Experimental results on traffic object show that this method can achieve the statistics of a mass of traffic objects' behavior efficiently, can acquire the reasonable velocity behavior curve of traffic object, and can recognize traffic object's various behaviors accurately. It provides a base for further research on video object behavior.
Name segmentation using hidden Markov models and its application in record linkage
Directory of Open Access Journals (Sweden)
Rita de Cassia Braga Gonçalves
2014-10-01
Full Text Available This study aimed to evaluate the use of hidden Markov models (HMM for the segmentation of person names and its influence on record linkage. A HMM was applied to the segmentation of patient’s and mother’s names in the databases of the Mortality Information System (SIM, Information Subsystem for High Complexity Procedures (APAC, and Hospital Information System (AIH. A sample of 200 patients from each database was segmented via HMM, and the results were compared to those from segmentation by the authors. The APAC-SIM and APAC-AIH databases were linked using three different segmentation strategies, one of which used HMM. Conformity of segmentation via HMM varied from 90.5% to 92.5%. The different segmentation strategies yielded similar results in the record linkage process. This study suggests that segmentation of Brazilian names via HMM is no more effective than traditional segmentation approaches in the linkage process.
Combining Cattle Activity and Progesterone Measurements Using Hidden Semi-Markov Models
DEFF Research Database (Denmark)
O'Connell, Jared Michael; Tøgersen, Frede Aakmann; Friggens, Nic
2011-01-01
Hourly pedometer counts and irregularly measured concentration of the hormone progesterone were available for a large number of dairy cattle. A hidden semi-Markov was applied to this bivariate time-series data for the purposes of monitoring the reproductive status of cattle. In particular...
A language independent acronym extraction from biomedical texts with hidden Markov models.
Osiek, Bruno Adam; Xexeo, Gexéo; Vidal de Carvalho, Luis Alfredo
2010-11-01
This paper proposes to model the extraction of acronyms and their meaning from unstructured text as a stochastic process using Hidden Markov Models (HMM). The underlying, or hidden, chain is derived from the acronym where the states in the chain are made by the acronyms characters. The transition between two states happens when the origin state emits a signal. Signals recognizable by the HMM are tokens extracted from text. Observations are sequence of tokens also extracted from text. Given a set of observations, the acronym definition will be the observation with the highest probability to emerge from the HMM. Modelling this extraction probabilistically allows us to deal with two difficult aspects of this process: ambiguity and noise. We characterize ambiguity when there is no unique alignment between a character in the acronym with a token in the expansion while the feature characterizing noise is the absence of such alignment. Our experiments have proven that this approach has high precision (93.50%) and recall (85.50%) rates in an environment where acronym coinage is ambiguous and noisy such as the biomedical domain. Processing and comparing the HMM approach with different ones, showed ours to reach the highest F1 score (89.40%) on the same corpus.
Andriyas, S.; McKee, M.
2014-12-01
Anticipating farmers' irrigation decisions can provide the possibility of improving the efficiency of canal operations in on-demand irrigation systems. Although multiple factors are considered during irrigation decision making, for any given farmer there might be one factor playing a major role. Identification of that biophysical factor which led to a farmer deciding to irrigate is difficult because of high variability of those factors during the growing season. Analysis of the irrigation decisions of a group of farmers for a single crop can help to simplify the problem. We developed a hidden Markov model (HMM) to analyze irrigation decisions and explore the factor and level at which the majority of farmers decide to irrigate. The model requires observed variables as inputs and the hidden states. The chosen model inputs were relatively easily measured, or estimated, biophysical data, including such factors (i.e., those variables which are believed to affect irrigation decision-making) as cumulative evapotranspiration, soil moisture depletion, soil stress coefficient, and canal flows. Irrigation decision series were the hidden states for the model. The data for the work comes from the Canal B region of the Lower Sevier River Basin, near Delta, Utah. The main crops of the region are alfalfa, barley, and corn. A portion of the data was used to build and test the model capability to explore that factor and the level at which the farmer takes the decision to irrigate for future irrigation events. Both group and individual level behavior can be studied using HMMs. The study showed that the farmers cannot be classified into certain classes based on their irrigation decisions, but vary in their behavior from irrigation-to-irrigation across all years and crops. HMMs can be used to analyze what factor and, subsequently, what level of that factor on which the farmer most likely based the irrigation decision. The study shows that the HMM is a capable tool to study a process
Automated species recognition of antbirds in a Mexican rainforest using hidden Markov models.
Trifa, Vlad M; Kirschel, Alexander N G; Taylor, Charles E; Vallejo, Edgar E
2008-04-01
Behavioral and ecological studies would benefit from the ability to automatically identify species from acoustic recordings. The work presented in this article explores the ability of hidden Markov models to distinguish songs from five species of antbirds that share the same territory in a rainforest environment in Mexico. When only clean recordings were used, species recognition was nearly perfect, 99.5%. With noisy recordings, performance was lower but generally exceeding 90%. Besides the quality of the recordings, performance has been found to be heavily influenced by a multitude of factors, such as the size of the training set, the feature extraction method used, and number of states in the Markov model. In general, training with noisier data also improved recognition in test recordings, because of an increased ability to generalize. Considerations for improving performance, including beamforming with sensor arrays and design of preprocessing methods particularly suited for bird songs, are discussed. Combining sensor network technology with effective event detection and species identification algorithms will enable observation of species interactions at a spatial and temporal resolution that is simply impossible with current tools. Analysis of animal behavior through real-time tracking of individuals and recording of large amounts of data with embedded devices in remote locations is thus a realistic goal.
Modeling Strategic Use of Human Computer Interfaces with Novel Hidden Markov Models
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Laura Jane Mariano
2015-07-01
Full Text Available Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game’s functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic
Bayesian inversion of seismic attributes for geological facies using a Hidden Markov Model
Nawaz, Muhammad Atif; Curtis, Andrew
2017-02-01
Markov chain Monte-Carlo (McMC) sampling generates correlated random samples such that their distribution would converge to the true distribution only as the number of samples tends to infinity. In practice, McMC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. Although McMC has been used for decades as the algorithm of choice for inference in complex probability distributions, there is a need to seek alternative approaches, particularly in high dimensional problems. Walker & Curtis (2014) developed a method for Bayesian inversion of 2-D spatial data using an exact sampling alternative to McMC which always draws independent samples of the target distribution. Their method thus obviates the need for convergence and removes the concomitant bias exhibited by finite sample sets. Their algorithm is nevertheless computationally intensive and requires large memory. We propose a more efficient method for Bayesian inversion of categorical variables, such as geological facies that requires no sampling at all. The method is based on a 2-D Hidden Markov Model (2D-HMM) over a grid of cells where observations represent localized data constraining each cell. The data in our example application are seismic attributes such as P- and S-wave impedances and rock density; our categorical variables are the hidden states and represent the geological rock types in each cell-facies of distinct subsets of lithology and fluid combinations such as shale, brine-sand and gas-sand. The observations at each location are assumed to be generated from a random function of the hidden state (facies) at that location, and to be distributed according to a certain probability distribution that is independent of hidden states at other locations - an assumption referred to as `localized likelihoods'. The hidden state (facies) at a location cannot be determined solely by the observation at that
Hamdi, Anis; Missaoui, Oualid; Frigui, Hichem; Gader, Paul
2010-04-01
We propose a landmine detection algorithm that uses ensemble discrete hidden Markov models with context dependent training schemes. We hypothesize that the data are generated by K models. These different models reflect the fact that mines and clutter objects have different characteristics depending on the mine type, soil and weather conditions, and burial depth. Model identification is based on clustering in the log-likelihood space. First, one HMM is fit to each of the N individual sequence. For each fitted model, we evaluate the log-likelihood of each sequence. This will result in an N x N log-likelihood distance matrix that will be partitioned into K groups. In the second step, we learn the parameters of one discrete HMM per group. We propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we will investigate the maximum likelihood, and the MCE-based discriminative training approaches. Results on large and diverse Ground Penetrating Radar data collections show that the proposed method can identify meaningful and coherent HMM models that describe different properties of the data. Each HMM models a group of alarm signatures that share common attributes such as clutter, mine type, and burial depth. Our initial experiments have also indicated that the proposed mixture model outperform the baseline HMM that uses one model for the mine and one model for the background.
A Hidden Markov Model for avalanche forecasting on Chowkibal–Tangdhar road axis in Indian Himalayas
Indian Academy of Sciences (India)
Jagdish Chandra Joshi; Sunita Srivastava
2014-12-01
A numerical avalanche prediction scheme using Hidden Markov Model (HMM) has been developed for Chowkibal–Tangdhar road axis in J&K, India. The model forecast is in the form of different levels of avalanche danger (no, low, medium, and high) with a lead time of two days. Snow and meteorological data (maximum temperature, minimum temperature, fresh snow, fresh snow duration, standing snow) of past 12 winters (1992–2008) have been used to derive the model input variables (average temperature, fresh snow in 24 hrs, snow fall intensity, standing snow, Snow Temperature Index (STI) of the top layer, and STI of buried layer). As in HMMs, there are two sequences: a state sequence and a state dependent observation sequence; in the present model, different levels of avalanche danger are considered as different states of the model and Avalanche Activity Index (AAI) of a day, derived from the model input variables, as an observation. Validation of the model with independent data of two winters (2008–2009, 2009–2010) gives 80% accuracy for both day-1 and day-2. Comparison of various forecasting quality measures and Heidke Skill Score of the HMM and the NN model indicate better forecasting skill of the HMM.
A hidden Markov model for decoding and the analysis of replay in spike trains.
Box, Marc; Jones, Matt W; Whiteley, Nick
2016-12-01
We present a hidden Markov model that describes variation in an animal's position associated with varying levels of activity in action potential spike trains of individual place cell neurons. The model incorporates a coarse-graining of position, which we find to be a more parsimonious description of the system than other models. We use a sequential Monte Carlo algorithm for Bayesian inference of model parameters, including the state space dimension, and we explain how to estimate position from spike train observations (decoding). We obtain greater accuracy over other methods in the conditions of high temporal resolution and small neuronal sample size. We also present a novel, model-based approach to the study of replay: the expression of spike train activity related to behaviour during times of motionlessness or sleep, thought to be integral to the consolidation of long-term memories. We demonstrate how we can detect the time, information content and compression rate of replay events in simulated and real hippocampal data recorded from rats in two different environments, and verify the correlation between the times of detected replay events and of sharp wave/ripples in the local field potential.
Adaptive hidden Markov model with anomaly States for price manipulation detection.
Cao, Yi; Li, Yuhua; Coleman, Sonya; Belatreche, Ammar; McGinnity, Thomas Martin
2015-02-01
Price manipulation refers to the activities of those traders who use carefully designed trading behaviors to manually push up or down the underlying equity prices for making profits. With increasing volumes and frequency of trading, price manipulation can be extremely damaging to the proper functioning and integrity of capital markets. The existing literature focuses on either empirical studies of market abuse cases or analysis of particular manipulation types based on certain assumptions. Effective approaches for analyzing and detecting price manipulation in real time are yet to be developed. This paper proposes a novel approach, called adaptive hidden Markov model with anomaly states (AHMMAS) for modeling and detecting price manipulation activities. Together with wavelet transformations and gradients as the feature extraction methods, the AHMMAS model caters to price manipulation detection and basic manipulation type recognition. The evaluation experiments conducted on seven stock tick data from NASDAQ and the London Stock Exchange and 10 simulated stock prices by stochastic differential equation show that the proposed AHMMAS model can effectively detect price manipulation patterns and outperforms the selected benchmark models.
Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model
Directory of Open Access Journals (Sweden)
Yerim Choi
2014-01-01
Full Text Available With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs, two of which are used to indicate the operators’ dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed.
Identification of temporal patterns in the seismicity of Sumatra using Poisson Hidden Markov models
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Katerina Orfanogiannaki
2014-05-01
Full Text Available On 26 December 2004 and 28 March 2005 two large earthquakes occurred between the Indo-Australian and the southeastern Eurasian plates with moment magnitudes Mw=9.1 and Mw=8.6, respectively. Complete data (mb≥4.2 of the post-1993 time interval have been used to apply Poisson Hidden Markov models (PHMMs for identifying temporal patterns in the time series of the two earthquake sequences. Each time series consists of earthquake counts, in given and constant time units, in the regions determined by the aftershock zones of the two mainshocks. In PHMMs each count is generated by one of m different Poisson processes that are called states. The series of states is unobserved and is in fact a Markov chain. The model incorporates a varying seismicity rate, it assigns a different rate to each state and it detects the changes on the rate over time. In PHMMs unobserved factors, related to the local properties of the region are considered affecting the earthquake occurrence rate. Estimation and interpretation of the unobserved sequence of states that underlie the data contribute to better understanding of the geophysical processes that take place in the region. We applied PHMMs to the time series of the two mainshocks and we estimated the unobserved sequences of states that underlie the data. The results obtained showed that the region of the 26 December 2004 earthquake was in state of low seismicity during almost the entire observation period. On the contrary, in the region of the 28 March 2005 earthquake the seismic activity is attributed to triggered seismicity, due to stress transfer from the region of the 2004 mainshock.
HIDDEN MARKOV MODELS WITH COVARIATES FOR ANALYSIS OF DEFECTIVE INDUSTRIAL MACHINE PARTS
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Pornpit Sirima
2014-01-01
Full Text Available Monthly counts of industrial machine part errors are modeled using a two-state Hidden Markov Model (HMM in order to describe the effect of machine part error correction and the amount of time spent on the error correction on the likelihood of the machine part to be in a “defective” or “non-defective” state. The number of machine parts errors were collected from a thermo plastic injection molding machine in a car bumper auto parts manufacturer in Liberec city, Czech Republic from January 2012 to November 2012. A Bayesian method is used for parameter estimation. The results of this study indicate that the machine part error correction and the amount of time spent on the error correction do not improve the machine part status of the individual part, but there is a very strong month-to-month dependence of the machine part states. Using the Mean Absolute Error (MAE criterion, the performance of the proposed model (MAE = 1.62 and the HMM including machine part error correction only (MAE = 1.68, from our previous study, is not significantly different. However, the proposed model has more advantage in the fact that the machine part state can be explained by both the machine part error correction and the amount of time spent on the error correction.
A hidden Markov model approach for determining expression from genomic tiling micro arrays
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Krogh Anders
2006-05-01
Full Text Available Abstract Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, ExpressHMM, that adaptively models tiling data prior to predicting expression on genomic sequence. A hidden Markov model (HMM is used to model the distributions of tiling array probe scores in expressed and non-expressed regions. The HMM is trained on sets of probes mapped to regions of annotated expression and non-expression. Subsequently, prediction of transcribed fragments is made on tiled genomic sequence. The prediction is accompanied by an expression probability curve for visual inspection of the supporting evidence. We test ExpressHMM on data from the Cheng et al. (2005 tiling array experiments on ten Human chromosomes 1. Results can be downloaded and viewed from our web site 2. Conclusion The value of adaptive modelling of fluorescence scores prior to categorisation into expressed and non-expressed probes is demonstrated. Our results indicate that our adaptive approach is superior to the previous analysis in terms of nucleotide sensitivity and transfrag specificity.
Implementing EM and Viterbi algorithms for Hidden Markov Model in linear memory
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Winters-Hilt Stephen
2008-04-01
Full Text Available Abstract Background The Baum-Welch learning procedure for Hidden Markov Models (HMMs provides a powerful tool for tailoring HMM topologies to data for use in knowledge discovery and clustering. A linear memory procedure recently proposed by Miklós, I. and Meyer, I.M. describes a memory sparse version of the Baum-Welch algorithm with modifications to the original probabilistic table topologies to make memory use independent of sequence length (and linearly dependent on state number. The original description of the technique has some errors that we amend. We then compare the corrected implementation on a variety of data sets with conventional and checkpointing implementations. Results We provide a correct recurrence relation for the emission parameter estimate and extend it to parameter estimates of the Normal distribution. To accelerate estimation of the prior state probabilities, and decrease memory use, we reverse the originally proposed forward sweep. We describe different scaling strategies necessary in all real implementations of the algorithm to prevent underflow. In this paper we also describe our approach to a linear memory implementation of the Viterbi decoding algorithm (with linearity in the sequence length, while memory use is approximately independent of state number. We demonstrate the use of the linear memory implementation on an extended Duration Hidden Markov Model (DHMM and on an HMM with a spike detection topology. Comparing the various implementations of the Baum-Welch procedure we find that the checkpointing algorithm produces the best overall tradeoff between memory use and speed. In cases where sequence length is very large (for Baum-Welch, or state number is very large (for Viterbi, the linear memory methods outlined may offer some utility. Conclusion Our performance-optimized Java implementations of Baum-Welch algorithm are available at http://logos.cs.uno.edu/~achurban. The described method and implementations will aid
A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model
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Yi Lu
2016-11-01
Full Text Available Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian’s location. The Hidden Markov Model (HMM and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian’s starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time.
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William A Griffin
Full Text Available Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM. Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes.
Object trajectory-based activity classification and recognition using hidden Markov models.
Bashir, Faisal I; Khokhar, Ashfaq A; Schonfeld, Dan
2007-07-01
Motion trajectories provide rich spatiotemporal information about an object's activity. This paper presents novel classification algorithms for recognizing object activity using object motion trajectory. In the proposed classification system, trajectories are segmented at points of change in curvature, and the subtrajectories are represented by their principal component analysis (PCA) coefficients. We first present a framework to robustly estimate the multivariate probability density function based on PCA coefficients of the subtrajectories using Gaussian mixture models (GMMs). We show that GMM-based modeling alone cannot capture the temporal relations and ordering between underlying entities. To address this issue, we use hidden Markov models (HMMs) with a data-driven design in terms of number of states and topology (e.g., left-right versus ergodic). Experiments using a database of over 5700 complex trajectories (obtained from UCI-KDD data archives and Columbia University Multimedia Group) subdivided into 85 different classes demonstrate the superiority of our proposed HMM-based scheme using PCA coefficients of subtrajectories in comparison with other techniques in the literature.
Reverse engineering a social agent-based hidden markov model--visage.
Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A
2008-12-01
We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.
A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model.
Lu, Yi; Wei, Dongyan; Lai, Qifeng; Li, Wen; Yuan, Hong
2016-11-30
Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS) are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR) is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian's location. The Hidden Markov Model (HMM) and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian's starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time.
Look-Back and Look-Ahead in the Conversion of Hidden Markov Models into Finite State Transducers
Kempe, A
1999-01-01
This paper describes the conversion of a Hidden Markov Model into a finite state transducer that closely approximates the behavior of the stochastic model. In some cases the transducer is equivalent to the HMM. This conversion is especially advantageous for part-of-speech tagging because the resulting transducer can be composed with other transducers that encode correction rules for the most frequent tagging errors. The speed of tagging is also improved. The described methods have been implemented and successfully tested.
Frigui, Hichem; Missaoui, Oualid; Gader, Paul
2008-04-01
In this paper, we propose an efficient Discrete Hidden Markov Models (DHMM) for landmine detection that rely on training data to learn the relevant features that characterize different signatures (mines and non-mines), and can adapt to different environments and different radar characteristics. Our work is motivated by the fact that mines and clutter objects have different characteristics depending on the mine type, soil and weather conditions, and burial depth. Thus, ideally different sets of specialized features may be needed to achieve high detection and low false alarm rates. The proposed approach includes three main components: feature extraction, clustering, and DHMM. First, since we do not assume that the relevant features for the different signatures are known a priori, we proceed by extracting several sets of features for each signature. Then, we apply a clustering and feature discrimination algorithm to the training data to quantize it into a set of symbols and learn feature relevance weights for each symbol. These symbols and their weights are then used in a DHMM framework to learn the parameters of the mine and the background models. Preliminary results on large and diverse ground penetrating radar data show that the proposed method outperforms the basic DHMM where all the features are treated equally important.
Characterization of the crawling activity of Caenorhabditis elegans using a Hidden Markov model.
Lee, Sang-Hee; Kang, Seung-Ho
2015-12-01
The locomotion behavior of Caenorhabditis elegans has been studied extensively to understand the respective roles of neural control and biomechanics as well as the interaction between them. Constructing a mathematical model is helpful to understand the locomotion behavior in various surrounding conditions that are difficult to realize in experiments. In this study, we built three hidden Markov models (HMMs) for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a formaldehyde-treated environment (0.1 and 0.5 ppm). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity (BLS) entropy and classified into four groups using the self-organizing map (SOM). Comparison of the simulated behavior generated by HMMs and the actual crawling behavior demonstrated that the HMM coupled with the SOM was successful in characterizing the crawling behavior. In addition, we briefly discussed the possibility of using the HMM together with BLS entropy to develop bio-monitoring systems to determine water quality.
Extracting duration information in a picture category decoding task using hidden Markov Models
Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y.; Schoenfeld, Mircea A.; Knight, Robert T.; Rose, Georg
2016-04-01
Objective. Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain-computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach. Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results. Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance. The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations.
Newton, Richard; Hinds, Jason; Wernisch, Lorenz
2006-01-01
Whole genome DNA microarray genomotyping experiments compare the gene content of different species or strains of bacteria. A statistical approach to analysing the results of these experiments was developed, based on a Hidden Markov model (HMM), which takes adjacency of genes along the genome into account when calling genes present or absent. The model was implemented in the statistical language R and applied to three datasets. The method is numerically stable with good convergence properties. Error rates are reduced compared with approaches that ignore spatial information. Moreover, the HMM circumvents a problem encountered in a conventional analysis: determining the cut-off value to use to classify a gene as absent. An Apache Struts web interface for the R script was created for the benefit of users unfamiliar with R. The application may be found at http://hmmgd.cryst.bbk.ac.uk/hmmgd. The source code illustrating how to run R scripts from an Apache Struts-based web application is available from the corresponding author on request. The application is also available for local installation if required.
Hidden Markov models reveal complexity in the diving behaviour of short-finned pilot whales.
Quick, Nicola J; Isojunno, Saana; Sadykova, Dina; Bowers, Matthew; Nowacek, Douglas P; Read, Andrew J
2017-03-31
Diving behaviour of short-finned pilot whales is often described by two states; deep foraging and shallow, non-foraging dives. However, this simple classification system ignores much of the variation that occurs during subsurface periods. We used multi-state hidden Markov models (HMM) to characterize states of diving behaviour and the transitions between states in short-finned pilot whales. We used three parameters (number of buzzes, maximum dive depth and duration) measured in 259 dives by digital acoustic recording tags (DTAGs) deployed on 20 individual whales off Cape Hatteras, North Carolina, USA. The HMM identified a four-state model as the best descriptor of diving behaviour. The state-dependent distributions for the diving parameters showed variation between states, indicative of different diving behaviours. Transition probabilities were considerably higher for state persistence than state switching, indicating that dive types occurred in bouts. Our results indicate that subsurface behaviour in short-finned pilot whales is more complex than a simple dichotomy of deep and shallow diving states, and labelling all subsurface behaviour as deep dives or shallow dives discounts a significant amount of important variation. We discuss potential drivers of these patterns, including variation in foraging success, prey availability and selection, bathymetry, physiological constraints and socially mediated behaviour.
Hidden Markov models reveal complexity in the diving behaviour of short-finned pilot whales
Quick, Nicola J.; Isojunno, Saana; Sadykova, Dina; Bowers, Matthew; Nowacek, Douglas P.; Read, Andrew J.
2017-01-01
Diving behaviour of short-finned pilot whales is often described by two states; deep foraging and shallow, non-foraging dives. However, this simple classification system ignores much of the variation that occurs during subsurface periods. We used multi-state hidden Markov models (HMM) to characterize states of diving behaviour and the transitions between states in short-finned pilot whales. We used three parameters (number of buzzes, maximum dive depth and duration) measured in 259 dives by digital acoustic recording tags (DTAGs) deployed on 20 individual whales off Cape Hatteras, North Carolina, USA. The HMM identified a four-state model as the best descriptor of diving behaviour. The state-dependent distributions for the diving parameters showed variation between states, indicative of different diving behaviours. Transition probabilities were considerably higher for state persistence than state switching, indicating that dive types occurred in bouts. Our results indicate that subsurface behaviour in short-finned pilot whales is more complex than a simple dichotomy of deep and shallow diving states, and labelling all subsurface behaviour as deep dives or shallow dives discounts a significant amount of important variation. We discuss potential drivers of these patterns, including variation in foraging success, prey availability and selection, bathymetry, physiological constraints and socially mediated behaviour. PMID:28361954
Effective identification of conserved pathways in biological networks using hidden Markov models.
Directory of Open Access Journals (Sweden)
Xiaoning Qian
Full Text Available BACKGROUND: The advent of various high-throughput experimental techniques for measuring molecular interactions has enabled the systematic study of biological interactions on a global scale. Since biological processes are carried out by elaborate collaborations of numerous molecules that give rise to a complex network of molecular interactions, comparative analysis of these biological networks can bring important insights into the functional organization and regulatory mechanisms of biological systems. METHODOLOGY/PRINCIPAL FINDINGS: In this paper, we present an effective framework for identifying common interaction patterns in the biological networks of different organisms based on hidden Markov models (HMMs. Given two or more networks, our method efficiently finds the top matching paths in the respective networks, where the matching paths may contain a flexible number of consecutive insertions and deletions. CONCLUSIONS/SIGNIFICANCE: Based on several protein-protein interaction (PPI networks obtained from the Database of Interacting Proteins (DIP and other public databases, we demonstrate that our method is able to detect biologically significant pathways that are conserved across different organisms. Our algorithm has a polynomial complexity that grows linearly with the size of the aligned paths. This enables the search for very long paths with more than 10 nodes within a few minutes on a desktop computer. The software program that implements this algorithm is available upon request from the authors.
An Enhanced Informed Watermarking Scheme Using the Posterior Hidden Markov Model
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Chuntao Wang
2014-01-01
Full Text Available Designing a practical watermarking scheme with high robustness, feasible imperceptibility, and large capacity remains one of the most important research topics in robust watermarking. This paper presents a posterior hidden Markov model (HMM- based informed image watermarking scheme, which well enhances the practicability of the prior-HMM-based informed watermarking with favorable robustness, imperceptibility, and capacity. To make the encoder and decoder use the (nearly identical posterior HMM, each cover image at the encoder and each received image at the decoder are attacked with JPEG compression at an equivalently small quality factor (QF. The attacked images are then employed to estimate HMM parameter sets for both the encoder and decoder, respectively. Numerical simulations show that a small QF of 5 is an optimum setting for practical use. Based on this posterior HMM, we develop an enhanced posterior-HMM-based informed watermarking scheme. Extensive experimental simulations show that the proposed scheme is comparable to its prior counterpart in which the HMM is estimated with the original image, but it avoids the transmission of the prior HMM from the encoder to the decoder. This thus well enhances the practical application of HMM-based informed watermarking systems. Also, it is demonstrated that the proposed scheme has the robustness comparable to the state-of-the-art with significantly reduced computation time.
Enhancing Speech Recognition Using Improved Particle Swarm Optimization Based Hidden Markov Model
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Lokesh Selvaraj
2014-01-01
Full Text Available Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO is suggested. The suggested methodology contains four stages, namely, (i denoising, (ii feature mining (iii, vector quantization, and (iv IPSO based hidden Markov model (HMM technique (IP-HMM. At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC, mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy.
Identifying bubble collapse in a hydrothermal system using hidden Markov models
Dawson, P.B.; Benitez, M.C.; Lowenstern, J. B.; Chouet, B.A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ???100 m of the station, and produced ???3500-5500 events per hour with mean durations of ???0.35-0.45s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates. copyright 2012 by the American Geophysical Union.
A classification of marked hijaiyah letters' pronunciation using hidden Markov model
Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya
2017-08-01
Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.
A Two-Channel Training Algorithm for Hidden Markov Model and Its Application to Lip Reading
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Yong Lian
2005-06-01
Full Text Available Hidden Markov model (HMM has been a popular mathematical approach for sequence classification such as speech recognition since 1980s. In this paper, a novel two-channel training strategy is proposed for discriminative training of HMM. For the proposed training strategy, a novel separable-distance function that measures the difference between a pair of training samples is adopted as the criterion function. The symbol emission matrix of an HMM is split into two channels: a static channel to maintain the validity of the HMM and a dynamic channel that is modified to maximize the separable distance. The parameters of the two-channel HMM are estimated by iterative application of expectation-maximization (EM operations. As an example of the application of the novel approach, a hierarchical speaker-dependent visual speech recognition system is trained using the two-channel HMMs. Results of experiments on identifying a group of confusable visemes indicate that the proposed approach is able to increase the recognition accuracy by an average of 20% compared with the conventional HMMs that are trained with the Baum-Welch estimation.
An enhanced informed watermarking scheme using the posterior hidden Markov model.
Wang, Chuntao
2014-01-01
Designing a practical watermarking scheme with high robustness, feasible imperceptibility, and large capacity remains one of the most important research topics in robust watermarking. This paper presents a posterior hidden Markov model (HMM-) based informed image watermarking scheme, which well enhances the practicability of the prior-HMM-based informed watermarking with favorable robustness, imperceptibility, and capacity. To make the encoder and decoder use the (nearly) identical posterior HMM, each cover image at the encoder and each received image at the decoder are attacked with JPEG compression at an equivalently small quality factor (QF). The attacked images are then employed to estimate HMM parameter sets for both the encoder and decoder, respectively. Numerical simulations show that a small QF of 5 is an optimum setting for practical use. Based on this posterior HMM, we develop an enhanced posterior-HMM-based informed watermarking scheme. Extensive experimental simulations show that the proposed scheme is comparable to its prior counterpart in which the HMM is estimated with the original image, but it avoids the transmission of the prior HMM from the encoder to the decoder. This thus well enhances the practical application of HMM-based informed watermarking systems. Also, it is demonstrated that the proposed scheme has the robustness comparable to the state-of-the-art with significantly reduced computation time.
Vakanski, A; Mantegh, I; Irish, A; Janabi-Sharifi, F
2012-08-01
The main objective of this paper is to develop an efficient method for learning and reproduction of complex trajectories for robot programming by demonstration. Encoding of the demonstrated trajectories is performed with hidden Markov model, and generation of a generalized trajectory is achieved by using the concept of key points. Identification of the key points is based on significant changes in position and velocity in the demonstrated trajectories. The resulting sequences of trajectory key points are temporally aligned using the multidimensional dynamic time warping algorithm, and a generalized trajectory is obtained by smoothing spline interpolation of the clustered key points. The principal advantage of our proposed approach is utilization of the trajectory key points from all demonstrations for generation of a generalized trajectory. In addition, variability of the key points' clusters across the demonstrated set is employed for assigning weighting coefficients, resulting in a generalization procedure which accounts for the relevance of reproduction of different parts of the trajectories. The approach is verified experimentally for trajectories with two different levels of complexity.
Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Ran
2016-05-01
Many existing signal processing methods usually select a predefined basis function in advance. This basis functions selection relies on a priori knowledge about the target signal, which is always infeasible in engineering applications. Dictionary learning method provides an ambitious direction to learn basis atoms from data itself with the objective of finding the underlying structure embedded in signal. As a special case of dictionary learning methods, shift-invariant dictionary learning (SIDL) reconstructs an input signal using basis atoms in all possible time shifts. The property of shift-invariance is very suitable to extract periodic impulses, which are typical symptom of mechanical fault signal. After learning basis atoms, a signal can be decomposed into a collection of latent components, each is reconstructed by one basis atom and its corresponding time-shifts. In this paper, SIDL method is introduced as an adaptive feature extraction technique. Then an effective approach based on SIDL and hidden Markov model (HMM) is addressed for machinery fault diagnosis. The SIDL-based feature extraction is applied to analyze both simulated and experiment signal with specific notch size. This experiment shows that SIDL can successfully extract double impulses in bearing signal. The second experiment presents an artificial fault experiment with different bearing fault type. Feature extraction based on SIDL method is performed on each signal, and then HMM is used to identify its fault type. This experiment results show that the proposed SIDL-HMM has a good performance in bearing fault diagnosis.
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Dongha Lim
2014-01-01
Full Text Available Falls are a serious medical and social problem among the elderly. This has led to the development of automatic fall-detection systems. To detect falls, a fall-detection algorithm that combines a simple threshold method and hidden Markov model (HMM using 3-axis acceleration is proposed. To apply the proposed fall-detection algorithm and detect falls, a wearable fall-detection device has been designed and produced. Several fall-feature parameters of 3-axis acceleration are introduced and applied to a simple threshold method. Possible falls are chosen through the simple threshold and are applied to two types of HMM to distinguish between a fall and an activity of daily living (ADL. The results using the simple threshold, HMM, and combination of the simple method and HMM were compared and analyzed. The combination of the simple threshold method and HMM reduced the complexity of the hardware and the proposed algorithm exhibited higher accuracy than that of the simple threshold method.
Snoring detection using a piezo snoring sensor based on hidden Markov models.
Lee, Hyo-Ki; Lee, Jeon; Kim, Hojoong; Ha, Jin-Young; Lee, Kyoung-Joung
2013-05-01
This study presents a snoring detection method based on hidden Markov models (HMMs) using a piezo snoring sensor. Snoring is a major symptom of obstructive sleep apnea (OSA). In most sleep studies, snoring is detected with a microphone. Since these studies analyze the acoustic properties of snoring, they need to acquire data at high sampling rates, so a large amount of data should be processed. Recently, several sleep studies have monitored snoring using a piezo snoring sensor. However, an automatic method for snoring detection using a piezo snoring sensor has not been reported in the literature. This study proposed the HMM-based method to detect snoring using this sensor, which is attached to the neck. The data from 21 patients with OSA were gathered for training and test sets. The short-time Fourier transform and short-time energy were computed so they could be applied to HMMs. The data were classified as snoring, noise and silence according to their HMMs. As a result, the sensitivity and the positive predictivity values were 93.3% and 99.1% for snoring detection, respectively. The results demonstrated that the method produced simple, portable and user-friendly detection tools that provide an alternative to the microphone-based method.
Suvorova, S; Melatos, A; Moran, W; Evans, R J
2016-01-01
Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g. superfluid or magnetospheric) or external (e.g. accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F-statistic to surmount some of the challenges raised by spin wandering. Specifically it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F-statistic output from coherent segments with duration T_drift = 10d over a total observation time of T_obs = 1yr can detect signals with wave strains h0 > 2e-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital...
A Bayesian hierarchical nonhomogeneous hidden Markov model for multisite streamflow reconstructions
Bracken, C.; Rajagopalan, B.; Woodhouse, C.
2016-10-01
In many complex water supply systems, the next generation of water resources planning models will require simultaneous probabilistic streamflow inputs at multiple locations on an interconnected network. To make use of the valuable multicentury records provided by tree-ring data, reconstruction models must be able to produce appropriate multisite inputs. Existing streamflow reconstruction models typically focus on one site at a time, not addressing intersite dependencies and potentially misrepresenting uncertainty. To this end, we develop a model for multisite streamflow reconstruction with the ability to capture intersite correlations. The proposed model is a hierarchical Bayesian nonhomogeneous hidden Markov model (NHMM). A NHMM is fit to contemporary streamflow at each location using lognormal component distributions. Leading principal components of tree rings are used as covariates to model nonstationary transition probabilities and the parameters of the lognormal component distributions. Spatial dependence between sites is captured with a Gaussian elliptical copula. Parameters of the model are estimated in a fully Bayesian framework, in that marginal posterior distributions of all the parameters are obtained. The model is applied to reconstruct flows at 20 sites in the Upper Colorado River Basin (UCRB) from 1473 to 1906. Many previous reconstructions are available for this basin, making it ideal for testing this new method. The results show some improvements over regression-based methods in terms of validation statistics. Key advantages of the Bayesian NHMM over traditional approaches are a dynamic representation of uncertainty and the ability to make long multisite simulations that capture at-site statistics and spatial correlations between sites.
Evaluation of various feature extraction methods for landmine detection using hidden Markov models
Hamdi, Anis; Frigui, Hichem
2012-06-01
Hidden Markov Models (HMM) have proved to be eective for detecting buried land mines using data collected by a moving-vehicle-mounted ground penetrating radar (GPR). The general framework for a HMM-based landmine detector consists of building a HMM model for mine signatures and a HMM model for clutter signatures. A test alarm is assigned a condence proportional to the probability of that alarm being generated by the mine model and inversely proportional to its probability in the clutter model. The HMM models are built based on features extracted from GPR training signatures. These features are expected to capture the salient properties of the 3-dimensional alarms in a compact representation. The baseline HMM framework for landmine detection is based on gradient features. It models the time varying behavior of GPR signals, encoded using edge direction information, to compute the likelihood that a sequence of measurements is consistent with a buried landmine. In particular, the HMM mine models learns the hyperbolic shape associated with the signature of a buried mine by three states that correspond to the succession of an increasing edge, a at edge, and a decreasing edge. Recently, for the same application, other features have been used with dierent classiers. In particular, the Edge Histogram Descriptor (EHD) has been used within a K-nearest neighbor classier. Another descriptor is based on Gabor features and has been used within a discrete HMM classier. A third feature, that is closely related to the EHD, is the Bar histogram feature. This feature has been used within a Neural Networks classier for handwritten word recognition. In this paper, we propose an evaluation of the HMM based landmine detection framework with several feature extraction techniques. We adapt and evaluate the EHD, Gabor, Bar, and baseline gradient feature extraction methods. We compare the performance of these features using a large and diverse GPR data collection.
Automatic detection of avalanches in seismic data using Hidden Markov Models
Heck, Matthias; Hammer, Conny; van Herwijnen, Alec; Schweizer, Jürg; Fäh, Donat
2017-04-01
Seismic monitoring systems are well suited for the remote detection of mass movements, such as landslides, rockfalls and debris flows. For snow avalanches, this has been known since the 1970s and seismic monitoring could potentially provide valuable information for avalanche forecasting. We thus explored continuous seismic data from a string of vertical component geophones in an avalanche starting zone above Davos, Switzerland. The overall goal is to automatically detect avalanches with a Hidden Markov Model (HMM), a statistical pattern recognition tool widely used for speech recognition. A HMM uses a classifier to determine the likelihood that input objects belong to a finite number of classes. These classes are obtained by learning a multidimensional Gaussian mixture model representation of the overall observable feature space. This model is then used to derive the HMM parameters for avalanche waveforms using a single training sample to build the final classifier. We classified data from the winter seasons of 2010 and compared the results to several hundred avalanches manually identified in the seismic data. First results of a classification of a single day have shown, that the model is good in terms of probability of detection while having a relatively low false alarm rate. We further implemented a voting based classification approach to neglect events detected only by one sensor to further improve the model performance. For instance, on 22 March 2010, a day with particular high avalanche activity, 17 avalanches were positively identified by at least three sensors with no false alarms. These results show, that the automatic detection of avalanches in seismic data is feasible, bringing us one step closer to implementing seismic monitoring system in operational forecasting.
Entropy Rate for Hidden Markov Chains with rare transitions
2010-01-01
We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.
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Yen-Jen Lin
Full Text Available Copy number variation (CNV has been reported to be associated with disease and various cancers. Hence, identifying the accurate position and the type of CNV is currently a critical issue. There are many tools targeting on detecting CNV regions, constructing haplotype phases on CNV regions, or estimating the numerical copy numbers. However, none of them can do all of the three tasks at the same time. This paper presents a method based on Hidden Markov Model to detect parent specific copy number change on both chromosomes with signals from SNP arrays. A haplotype tree is constructed with dynamic branch merging to model the transition of the copy number status of the two alleles assessed at each SNP locus. The emission models are constructed for the genotypes formed with the two haplotypes. The proposed method can provide the segmentation points of the CNV regions as well as the haplotype phasing for the allelic status on each chromosome. The estimated copy numbers are provided as fractional numbers, which can accommodate the somatic mutation in cancer specimens that usually consist of heterogeneous cell populations. The algorithm is evaluated on simulated data and the previously published regions of CNV of the 270 HapMap individuals. The results were compared with five popular methods: PennCNV, genoCN, COKGEN, QuantiSNP and cnvHap. The application on oral cancer samples demonstrates how the proposed method can facilitate clinical association studies. The proposed algorithm exhibits comparable sensitivity of the CNV regions to the best algorithm in our genome-wide study and demonstrates the highest detection rate in SNP dense regions. In addition, we provide better haplotype phasing accuracy than similar approaches. The clinical association carried out with our fractional estimate of copy numbers in the cancer samples provides better detection power than that with integer copy number states.
Multi-stream continuous hidden Markov models with application to landmine detection
Missaoui, Oualid; Frigui, Hichem; Gader, Paul
2013-12-01
We propose a multi-stream continuous hidden Markov model (MSCHMM) framework that can learn from multiple modalities. We assume that the feature space is partitioned into subspaces generated by different sources of information. In order to fuse the different modalities, the proposed MSCHMM introduces stream relevance weights. First, we modify the probability density function (pdf) that characterizes the standard continuous HMM to include state and component dependent stream relevance weights. The resulting pdf approximate is a linear combination of pdfs characterizing multiple modalities. Second, we formulate the CHMM objective function to allow for the simultaneous optimization of all model parameters including the relevance weights. Third, we generalize the maximum likelihood based Baum-Welch algorithm and the minimum classification error/gradient probabilistic descent (MCE/GPD) learning algorithms to include stream relevance weights. We propose two versions of the MSCHMM. The first one introduces the relevance weights at the state level while the second one introduces the weights at the component level. We illustrate the performance of the proposed MSCHMM structures using synthetic data sets. We also apply them to the problem of landmine detection using ground penetrating radar. We show that when the multiple sources of information are equally relevant across all training data, the performance of the proposed MSCHMM is comparable to the baseline CHMM. However, when the relevance of the sources varies, the MSCHMM outperforms the baseline CHMM because it can learn the optimal relevance weights. We also show that our approach outperforms existing multi-stream HMM because the latter one cannot optimize all model parameters simultaneously.
Lin, Yen-Jen; Chen, Yu-Tin; Hsu, Shu-Ni; Peng, Chien-Hua; Tang, Chuan-Yi; Yen, Tzu-Chen; Hsieh, Wen-Ping
2014-01-01
Copy number variation (CNV) has been reported to be associated with disease and various cancers. Hence, identifying the accurate position and the type of CNV is currently a critical issue. There are many tools targeting on detecting CNV regions, constructing haplotype phases on CNV regions, or estimating the numerical copy numbers. However, none of them can do all of the three tasks at the same time. This paper presents a method based on Hidden Markov Model to detect parent specific copy number change on both chromosomes with signals from SNP arrays. A haplotype tree is constructed with dynamic branch merging to model the transition of the copy number status of the two alleles assessed at each SNP locus. The emission models are constructed for the genotypes formed with the two haplotypes. The proposed method can provide the segmentation points of the CNV regions as well as the haplotype phasing for the allelic status on each chromosome. The estimated copy numbers are provided as fractional numbers, which can accommodate the somatic mutation in cancer specimens that usually consist of heterogeneous cell populations. The algorithm is evaluated on simulated data and the previously published regions of CNV of the 270 HapMap individuals. The results were compared with five popular methods: PennCNV, genoCN, COKGEN, QuantiSNP and cnvHap. The application on oral cancer samples demonstrates how the proposed method can facilitate clinical association studies. The proposed algorithm exhibits comparable sensitivity of the CNV regions to the best algorithm in our genome-wide study and demonstrates the highest detection rate in SNP dense regions. In addition, we provide better haplotype phasing accuracy than similar approaches. The clinical association carried out with our fractional estimate of copy numbers in the cancer samples provides better detection power than that with integer copy number states. PMID:24849202
Automatic detection of alpine rockslides in continuous seismic data using hidden Markov models
Dammeier, Franziska; Moore, Jeffrey R.; Hammer, Conny; Haslinger, Florian; Loew, Simon
2016-02-01
Data from continuously recording permanent seismic networks can contain information about rockslide occurrence and timing complementary to eyewitness observations and thus aid in construction of robust event catalogs. However, detecting infrequent rockslide signals within large volumes of continuous seismic waveform data remains challenging and often requires demanding manual intervention. We adapted an automatic classification method using hidden Markov models to detect rockslide signals in seismic data from two stations in central Switzerland. We first processed 21 known rockslides, with event volumes spanning 3 orders of magnitude and station event distances varying by 1 order of magnitude, which resulted in 13 and 19 successfully classified events at the two stations. Retraining the models to incorporate seismic noise from the day of the event improved the respective results to 16 and 19 successful classifications. The missed events generally had low signal-to-noise ratio and small to medium volumes. We then processed nearly 14 years of continuous seismic data from the same two stations to detect previously unknown events. After postprocessing, we classified 30 new events as rockslides, of which we could verify three through independent observation. In particular, the largest new event, with estimated volume of 500,000 m3, was not generally known within the Swiss landslide community, highlighting the importance of regional seismic data analysis even in densely populated mountainous regions. Our method can be easily implemented as part of existing earthquake monitoring systems, and with an average event detection rate of about two per month, manual verification would not significantly increase operational workload.
Analysis of Decision Trees in Context Clustering of Hidden Markov Model Based Thai Speech Synthesis
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Suphattharachai Chomphan
2011-01-01
Full Text Available Problem statement: In Thai speech synthesis using Hidden Markov model (HMM based synthesis system, the tonal speech quality is degraded due to tone distortion. This major problem must be treated appropriately to preserve the tone characteristics of each syllable unit. Since tone brings about the intelligibility of the synthesized speech. It is needed to establish the tone questions and other phonetic questions in tree-based context clustering process accordingly. Approach: This study describes the analysis of questions in tree-based context clustering process of an HMM-based speech synthesis system for Thai language. In the system, spectrum, pitch or F0 and state duration are modeled simultaneously in a unified framework of HMM, their parameter distributions are clustered independently by using a decision-tree based context clustering technique. The contextual factors which affect spectrum, pitch and duration, i.e., part of speech, position and number of phones in a syllable, position and number of syllables in a word, position and number of words in a sentence, phone type and tone type, are taken into account for constructing the questions of the decision tree. All in all, thirteen sets of questions are analyzed in comparison. Results: In the experiment, we analyzed the decision trees by counting the number of questions in each node coming from those thirteen sets and by calculating the dominance score given to each question as the reciprocal of the distance from the root node to the question node. The highest number and dominance score are of the set of phonetic type, while the second, third highest ones are of the set of part of speech and tone type. Conclusion: By counting the number of questions in each node and calculating the dominance score, we can set the priority of each question set. All in all, the analysis results bring about further development of Thai speech synthesis with efficient context clustering process in
Preparation of name and address data for record linkage using hidden Markov models
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Lim Kim
2002-12-01
Full Text Available Abstract Background Record linkage refers to the process of joining records that relate to the same entity or event in one or more data collections. In the absence of a shared, unique key, record linkage involves the comparison of ensembles of partially-identifying, non-unique data items between pairs of records. Data items with variable formats, such as names and addresses, need to be transformed and normalised in order to validly carry out these comparisons. Traditionally, deterministic rule-based data processing systems have been used to carry out this pre-processing, which is commonly referred to as "standardisation". This paper describes an alternative approach to standardisation, using a combination of lexicon-based tokenisation and probabilistic hidden Markov models (HMMs. Methods HMMs were trained to standardise typical Australian name and address data drawn from a range of health data collections. The accuracy of the results was compared to that produced by rule-based systems. Results Training of HMMs was found to be quick and did not require any specialised skills. For addresses, HMMs produced equal or better standardisation accuracy than a widely-used rule-based system. However, acccuracy was worse when used with simpler name data. Possible reasons for this poorer performance are discussed. Conclusion Lexicon-based tokenisation and HMMs provide a viable and effort-effective alternative to rule-based systems for pre-processing more complex variably formatted data such as addresses. Further work is required to improve the performance of this approach with simpler data such as names. Software which implements the methods described in this paper is freely available under an open source license for other researchers to use and improve.
Score-based prediction of genomic islands in prokaryotic genomes using hidden Markov models
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Surovcik Katharina
2006-03-01
Full Text Available Abstract Background Horizontal gene transfer (HGT is considered a strong evolutionary force shaping the content of microbial genomes in a substantial manner. It is the difference in speed enabling the rapid adaptation to changing environmental demands that distinguishes HGT from gene genesis, duplications or mutations. For a precise characterization, algorithms are needed that identify transfer events with high reliability. Frequently, the transferred pieces of DNA have a considerable length, comprise several genes and are called genomic islands (GIs or more specifically pathogenicity or symbiotic islands. Results We have implemented the program SIGI-HMM that predicts GIs and the putative donor of each individual alien gene. It is based on the analysis of codon usage (CU of each individual gene of a genome under study. CU of each gene is compared against a carefully selected set of CU tables representing microbial donors or highly expressed genes. Multiple tests are used to identify putatively alien genes, to predict putative donors and to mask putatively highly expressed genes. Thus, we determine the states and emission probabilities of an inhomogeneous hidden Markov model working on gene level. For the transition probabilities, we draw upon classical test theory with the intention of integrating a sensitivity controller in a consistent manner. SIGI-HMM was written in JAVA and is publicly available. It accepts as input any file created according to the EMBL-format. It generates output in the common GFF format readable for genome browsers. Benchmark tests showed that the output of SIGI-HMM is in agreement with known findings. Its predictions were both consistent with annotated GIs and with predictions generated by different methods. Conclusion SIGI-HMM is a sensitive tool for the identification of GIs in microbial genomes. It allows to interactively analyze genomes in detail and to generate or to test hypotheses about the origin of acquired
Hidden Markov modeling of frequency-following responses to Mandarin lexical tones.
Llanos, Fernando; Xie, Zilong; Chandrasekaran, Bharath
2017-08-12
The frequency-following response (FFR) is a scalp-recorded electrophysiological potential reflecting phase-locked activity from neural ensembles in the auditory system. The FFR is often used to assess the robustness of subcortical pitch processing. Due to low signal-to-noise ratio at the single-trial level, FFRs are typically averaged across thousands of stimulus repetitions. Prior work using this approach has shown that subcortical encoding of linguistically-relevant pitch patterns is modulated by long-term language experience. We examine the extent to which a machine learning approach using hidden Markov modeling (HMM) can be utilized to decode Mandarin tone-categories from scalp-record electrophysiolgical activity. We then assess the extent to which the HMM can capture biologically-relevant effects (language experience-driven plasticity). To this end, we recorded FFRs to four Mandarin tones from 14 adult native speakers of Chinese and 14 of native English. We trained a HMM to decode tone categories from the FFRs with varying size of averages. Tone categories were decoded with above-chance accuracies using HMM. The HMM derived metric (decoding accuracy) revealed a robust effect of language experience, such that FFRs from native Chinese speakers yielded greater accuracies than native English speakers. Critically, the language experience-driven plasticity was captured with average sizes significantly smaller than those used in the extant literature. Our results demonstrate the feasibility of HMM in assessing the robustness of neural pitch. Machine-learning approaches can complement extant analytical methods that capture auditory function and could reduce the number of trials needed to capture biological phenomena. Copyright © 2017 Elsevier B.V. All rights reserved.
Suvorova, S.; Sun, L.; Melatos, A.; Moran, W.; Evans, R. J.
2016-06-01
Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g., superfluid or magnetospheric) or external (e.g., accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F -statistic to surmount some of the challenges raised by spin wandering. Specifically, it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F -statistic output from coherent segments with duration Tdrift=10 d over a total observation time of Tobs=1 yr can detect signals with wave strains h0>2 ×10-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital period and semimajor axis are known approximately from electromagnetic observations, HMM tracking of the Bessel-weighted F -statistic output can detect signals with h0>8 ×10-26. An efficient, recursive, HMM solver based on the Viterbi algorithm is demonstrated, which requires ˜103 CPU hours for a typical, broadband (0.5-kHz) search for the low-mass x-ray binary Scorpius X-1, including generation of the relevant F -statistic input. In a "realistic" observational scenario, Viterbi tracking successfully detects 41 out of 50 synthetic signals without spin wandering in stage I of the Scorpius X-1 Mock Data Challenge convened by the LIGO Scientific Collaboration down to a wave strain of h0=1.1 ×10-25, recovering the frequency with a root-mean-square accuracy of ≤4.3 ×10-3 Hz .
Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework
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Humblot Fabrice
2006-01-01
Full Text Available This paper presents a new method for super-resolution (SR reconstruction of a high-resolution (HR image from several low-resolution (LR images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM and a Potts Markov model (PMM for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.
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Hamodrakas Stavros J
2004-03-01
Full Text Available Abstract Background Integral membrane proteins constitute about 20–30% of all proteins in the fully sequenced genomes. They come in two structural classes, the α-helical and the β-barrel membrane proteins, demonstrating different physicochemical characteristics, structure and localization. While transmembrane segment prediction for the α-helical integral membrane proteins appears to be an easy task nowadays, the same is much more difficult for the β-barrel membrane proteins. We developed a method, based on a Hidden Markov Model, capable of predicting the transmembrane β-strands of the outer membrane proteins of gram-negative bacteria, and discriminating those from water-soluble proteins in large datasets. The model is trained in a discriminative manner, aiming at maximizing the probability of correct predictions rather than the likelihood of the sequences. Results The training has been performed on a non-redundant database of 14 outer membrane proteins with structures known at atomic resolution; it has been tested with a jacknife procedure, yielding a per residue accuracy of 84.2% and a correlation coefficient of 0.72, whereas for the self-consistency test the per residue accuracy was 88.1% and the correlation coefficient 0.824. The total number of correctly predicted topologies is 10 out of 14 in the self-consistency test, and 9 out of 14 in the jacknife. Furthermore, the model is capable of discriminating outer membrane from water-soluble proteins in large-scale applications, with a success rate of 88.8% and 89.2% for the correct classification of outer membrane and water-soluble proteins respectively, the highest rates obtained in the literature. That test has been performed independently on a set of known outer membrane proteins with low sequence identity with each other and also with the proteins of the training set. Conclusion Based on the above, we developed a strategy, that enabled us to screen the entire proteome of E. coli for
Institute of Scientific and Technical Information of China (English)
DONG Ming
2008-01-01
As a new maintenance method, CBM (condition based maintenance) is becoming more and more important for the health management of complicated and costly equipment. A prerequisite to widespread deployment of CBM technology and prac-tice in industry is effective diagnostics and prognostics. Recently, a pattern recog-nition technique called HMM (hidden Markov model) was widely used in many fields. However, due to some unrealistic assumptions, diagnositic results from HMM were not so good, and it was difficult to use HMM directly for prognosis. By relaxing the unrealistic assumptions in HMM, this paper presents a novel approach to equip-ment health management based on auto-regressive hidden semi-Markov model (AR-HSMM). Compared with HMM, AR-HSMM has three advantages: 1)It allows explicitly modeling the time duration of the hidden states and therefore is capable of prognosis. 2) It can relax observations' independence assumption by accom-modating a link between consecutive observations. 3) It does not follow the unre-alistic Markov chain's memoryless assumption and therefore provides more pow-erful modeling and analysis capability for real problems. To facilitate the computation in the proposed AR-HSMM-based diagnostics and prognostics, new forwardbackward variables are defined and a modified forward-backward algorithm is developed. The evaluation of the proposed methodology was carried out through a real world application case study: health diagnosis and prognosis of hydraulic pumps in Caterpillar Inc. The testing results show that the proposed new approach based on AR-HSMM is effective and can provide useful support for the decision-making in equipment health management.
Energy Technology Data Exchange (ETDEWEB)
Ghil, M. [Univ. of California, Los Angeles, CA (United States); Kravtsov, S. [Univ. of Wisconsin, Madison, WI (United States); Robertson, A. W. [IRI, Palisades, NY (United States); Smyth, P. [Univ. of California, Irvine, CA (United States)
2008-10-14
This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influence large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.
Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq
2008-01-01
In this paper, we propose a novel distributed causal multi-dimensional hidden Markov model (DHMM). The proposed model can represent, for example, multiple motion trajectories of objects and their interaction activities in a scene; it is capable of conveying not only dynamics of each trajectory, but also interactions information between multiple trajectories, which can be critical in many applications. We firstly provide a solution for non-causal, multi-dimensional hidden Markov model (HMM) by distributing the non-causal model into multiple distributed causal HMMs. We approximate the simultaneous solution of multiple HMMs on a sequential processor by an alternate updating scheme. Subsequently we provide three algorithms for the training and classification of our proposed model. A new Expectation-Maximization (EM) algorithm suitable for estimation of the new model is derived, where a novel General Forward-Backward (GFB) algorithm is proposed for recursive estimation of the model parameters. A new conditional independent subset-state sequence structure decomposition of state sequences is proposed for the 2D Viterbi algorithm. The new model can be applied to many other areas such as image segmentation and image classification. Simulation results in classification of multiple interacting trajectories demonstrate the superior performance and higher accuracy rate of our distributed HMM in comparison to previous models.
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Vitali Witowski
Full Text Available INTRODUCTION: The use of accelerometers to objectively measure physical activity (PA has become the most preferred method of choice in recent years. Traditionally, cutpoints are used to assign impulse counts recorded by the devices to sedentary and activity ranges. Here, hidden Markov models (HMM are used to improve the cutpoint method to achieve a more accurate identification of the sequence of modes of PA. METHODS: 1,000 days of labeled accelerometer data have been simulated. For the simulated data the actual sedentary behavior and activity range of each count is known. The cutpoint method is compared with HMMs based on the Poisson distribution (HMM[Pois], the generalized Poisson distribution (HMM[GenPois] and the Gaussian distribution (HMM[Gauss] with regard to misclassification rate (MCR, bout detection, detection of the number of activities performed during the day and runtime. RESULTS: The cutpoint method had a misclassification rate (MCR of 11% followed by HMM[Pois] with 8%, HMM[GenPois] with 3% and HMM[Gauss] having the best MCR with less than 2%. HMM[Gauss] detected the correct number of bouts in 12.8% of the days, HMM[GenPois] in 16.1%, HMM[Pois] and the cutpoint method in none. HMM[GenPois] identified the correct number of activities in 61.3% of the days, whereas HMM[Gauss] only in 26.8%. HMM[Pois] did not identify the correct number at all and seemed to overestimate the number of activities. Runtime varied between 0.01 seconds (cutpoint, 2.0 minutes (HMM[Gauss] and 14.2 minutes (HMM[GenPois]. CONCLUSIONS: Using simulated data, HMM-based methods were superior in activity classification when compared to the traditional cutpoint method and seem to be appropriate to model accelerometer data. Of the HMM-based methods, HMM[Gauss] seemed to be the most appropriate choice to assess real-life accelerometer data.
A Survey on Hidden Markov Model (HMM Based Intention Prediction Techniques
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Mrs. Manisha Bharati
2016-01-01
Full Text Available The extensive use of virtualization in implementing cloud infrastructure brings unrivaled security concerns for cloud tenants or customers and introduces an additional layer that itself must be completely configured and secured. Intruders can exploit the large amount of cloud resources for their attacks. This paper discusses two approaches In the first three features namely ongoing attacks, autonomic prevention actions, and risk measure are Integrated to our Autonomic Cloud Intrusion Detection Framework (ACIDF as most of the current security technologies do not provide the essential security features for cloud systems such as early warnings about future ongoing attacks, autonomic prevention actions, and risk measure. The early warnings are signaled through a new finite State Hidden Markov prediction model that captures the interaction between the attackers and cloud assets. The risk assessment model measures the potential impact of a threat on assets given its occurrence probability. The estimated risk of each security alert is updated dynamically as the alert is correlated to prior ones. This enables the adaptive risk metric to evaluate the cloud’s overall security state. The prediction system raises early warnings about potential attacks to the autonomic component, controller. Thus, the controller can take proactive corrective actions before the attacks pose a serious security risk to the system. In another Attack Sequence Detection (ASD approach as Tasks from different users may be performed on the same machine. Therefore, one primary security concern is whether user data is secure in cloud. On the other hand, hacker may facilitate cloud computing to launch larger range of attack, such as a request of port scan in cloud with multiple virtual machines executing such malicious action. In addition, hacker may perform a sequence of attacks in order to compromise his target system in cloud, for example, evading an easy-to-exploit machine in a
Damarla, Thyagaraju; Nguyen, Lam H.; Ranney, Kenneth I.
2001-08-01
We present an algorithm based on hidden Markov models (HMM) to detect several types of unexploded ordinance (UXO). We use the synthetic aperture radar (SAR) images simulated for 155 mm artillery shell, 2.75 in rocket and 105 mm mortar to generate the codebook. The algorithm is used on the data collected at Yuma Proving ground (YPG). YPG is seeded with several types of UXOs for testing purposes. The data is collected using an ultra wideband SAR mounted on a telescoping boom to simulate the airborne radar. The algorithm has detected all the targets for which it is trained for and it also detected other UXOs that are similar in shape.
Mining adverse drug reactions from online healthcare forums using hidden Markov model.
Sampathkumar, Hariprasad; Chen, Xue-wen; Luo, Bo
2014-10-23
Adverse Drug Reactions are one of the leading causes of injury or death among patients undergoing medical treatments. Not all Adverse Drug Reactions are identified before a drug is made available in the market. Current post-marketing drug surveillance methods, which are based purely on voluntary spontaneous reports, are unable to provide the early indications necessary to prevent the occurrence of such injuries or fatalities. The objective of this research is to extract reports of adverse drug side-effects from messages in online healthcare forums and use them as early indicators to assist in post-marketing drug surveillance. We treat the task of extracting adverse side-effects of drugs from healthcare forum messages as a sequence labeling problem and present a Hidden Markov Model(HMM) based Text Mining system that can be used to classify a message as containing drug side-effect information and then extract the adverse side-effect mentions from it. A manually annotated dataset from http://www.medications.com is used in the training and validation of the HMM based Text Mining system. A 10-fold cross-validation on the manually annotated dataset yielded on average an F-Score of 0.76 from the HMM Classifier, in comparison to 0.575 from the Baseline classifier. Without the Plain Text Filter component as a part of the Text Processing module, the F-Score of the HMM Classifier was reduced to 0.378 on average, while absence of the HTML Filter component was found to have no impact. Reducing the Drug names dictionary size by half, on average reduced the F-Score of the HMM Classifier to 0.359, while a similar reduction to the side-effects dictionary yielded an F-Score of 0.651 on average. Adverse side-effects mined from http://www.medications.com and http://www.steadyhealth.com were found to match the Adverse Drug Reactions on the Drug Package Labels of several drugs. In addition, some novel adverse side-effects, which can be potential Adverse Drug Reactions, were also
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Terrapon Nicolas
2012-05-01
Full Text Available Abstract Background Hidden Markov Models (HMMs are a powerful tool for protein domain identification. The Pfam database notably provides a large collection of HMMs which are widely used for the annotation of proteins in new sequenced organisms. In Pfam, each domain family is represented by a curated multiple sequence alignment from which a profile HMM is built. In spite of their high specificity, HMMs may lack sensitivity when searching for domains in divergent organisms. This is particularly the case for species with a biased amino-acid composition, such as P. falciparum, the main causal agent of human malaria. In this context, fitting HMMs to the specificities of the target proteome can help identify additional domains. Results Using P. falciparum as an example, we compare approaches that have been proposed for this problem, and present two alternative methods. Because previous attempts strongly rely on known domain occurrences in the target species or its close relatives, they mainly improve the detection of domains which belong to already identified families. Our methods learn global correction rules that adjust amino-acid distributions associated with the match states of HMMs. These rules are applied to all match states of the whole HMM library, thus enabling the detection of domains from previously absent families. Additionally, we propose a procedure to estimate the proportion of false positives among the newly discovered domains. Starting with the Pfam standard library, we build several new libraries with the different HMM-fitting approaches. These libraries are first used to detect new domain occurrences with low E-values. Second, by applying the Co-Occurrence Domain Discovery (CODD procedure we have recently proposed, the libraries are further used to identify likely occurrences among potential domains with higher E-values. Conclusion We show that the new approaches allow identification of several domain families previously absent in
Profile hidden Markov models for the detection of viruses within metagenomic sequence data.
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Peter Skewes-Cox
Full Text Available Rapid, sensitive, and specific virus detection is an important component of clinical diagnostics. Massively parallel sequencing enables new diagnostic opportunities that complement traditional serological and PCR based techniques. While massively parallel sequencing promises the benefits of being more comprehensive and less biased than traditional approaches, it presents new analytical challenges, especially with respect to detection of pathogen sequences in metagenomic contexts. To a first approximation, the initial detection of viruses can be achieved simply through alignment of sequence reads or assembled contigs to a reference database of pathogen genomes with tools such as BLAST. However, recognition of highly divergent viral sequences is problematic, and may be further complicated by the inherently high mutation rates of some viral types, especially RNA viruses. In these cases, increased sensitivity may be achieved by leveraging position-specific information during the alignment process. Here, we constructed HMMER3-compatible profile hidden Markov models (profile HMMs from all the virally annotated proteins in RefSeq in an automated fashion using a custom-built bioinformatic pipeline. We then tested the ability of these viral profile HMMs ("vFams" to accurately classify sequences as viral or non-viral. Cross-validation experiments with full-length gene sequences showed that the vFams were able to recall 91% of left-out viral test sequences without erroneously classifying any non-viral sequences into viral protein clusters. Thorough reanalysis of previously published metagenomic datasets with a set of the best-performing vFams showed that they were more sensitive than BLAST for detecting sequences originating from more distant relatives of known viruses. To facilitate the use of the vFams for rapid detection of remote viral homologs in metagenomic data, we provide two sets of vFams, comprising more than 4,000 vFams each, in the HMMER3
Tan, Wei Lun; Yusof, Fadhilah; Yusop, Zulkifli
2017-07-01
This study involves the modelling of a homogeneous hidden Markov model (HMM) on the northeast rainfall monsoon using 40 rainfall stations in Peninsular Malaysia for the period of 1975 to 2008. A six hidden states HMM was selected based on Bayesian information criterion (BIC), and every hidden state has distinct rainfall characteristics. Three of the states were found to correspond by wet conditions; while the remaining three states were found to correspond to dry conditions. The six hidden states were found to correspond with the associated atmospheric composites. The relationships between El Niño-Southern Oscillation (ENSO) and the sea surface temperatures (SST) in the Pacific Ocean are found regarding interannual variability. The wet (dry) states were found to be well correlated with a Niño 3.4 index which was used to characterize the intensity of an ENSO event. This model is able to assess the behaviour of the rainfall characteristics with the large scale atmospheric circulation; the monsoon rainfall is well correlated with the El Niño-Southern Oscillation in Peninsular Malaysia.
Tan, Wei Lun; Yusof, Fadhilah; Yusop, Zulkifli
2016-04-01
This study involves the modelling of a homogeneous hidden Markov model (HMM) on the northeast rainfall monsoon using 40 rainfall stations in Peninsular Malaysia for the period of 1975 to 2008. A six hidden states HMM was selected based on Bayesian information criterion (BIC), and every hidden state has distinct rainfall characteristics. Three of the states were found to correspond by wet conditions; while the remaining three states were found to correspond to dry conditions. The six hidden states were found to correspond with the associated atmospheric composites. The relationships between El Niño-Southern Oscillation (ENSO) and the sea surface temperatures (SST) in the Pacific Ocean are found regarding interannual variability. The wet (dry) states were found to be well correlated with a Niño 3.4 index which was used to characterize the intensity of an ENSO event. This model is able to assess the behaviour of the rainfall characteristics with the large scale atmospheric circulation; the monsoon rainfall is well correlated with the El Niño-Southern Oscillation in Peninsular Malaysia.
Gelfond, Jonathan A L; Gupta, Mayetri; Ibrahim, Joseph G
2009-12-01
We propose a unified framework for the analysis of chromatin (Ch) immunoprecipitation (IP) microarray (ChIP-chip) data for detecting transcription factor binding sites (TFBSs) or motifs. ChIP-chip assays are used to focus the genome-wide search for TFBSs by isolating a sample of DNA fragments with TFBSs and applying this sample to a microarray with probes corresponding to tiled segments across the genome. Present analytical methods use a two-step approach: (i) analyze array data to estimate IP-enrichment peaks then (ii) analyze the corresponding sequences independently of intensity information. The proposed model integrates peak finding and motif discovery through a unified Bayesian hidden Markov model (HMM) framework that accommodates the inherent uncertainty in both measurements. A Markov chain Monte Carlo algorithm is formulated for parameter estimation, adapting recursive techniques used for HMMs. In simulations and applications to a yeast RAP1 dataset, the proposed method has favorable TFBS discovery performance compared to currently available two-stage procedures in terms of both sensitivity and specificity.
Young, Dylan
Particle tracking offers significant insight into the molecular mechanics that govern the behavior of living cells. The analysis of molecular trajectories that transition between different motive states, such as diffusive, driven and tethered modes, is of considerable importance, with even single trajectories containing significant amounts of information about a molecule's environment and its interactions with cellular structures such as the cell cytoskeleton, membrane or extracellular matrix. Hidden Markov models (HMM) have been widely adopted to perform the segmentation of such complex tracks, however robust methods for failure detection are required when HMMs are applied to individual particle tracks and limited data sets. Here, we show that extensive analysis of hidden Markov model outputs using data derived from multi-state Brownian dynamics simulations can be used for both the optimization of likelihood models, and also to generate custom failure tests based on a modified Bayesian Information Criterion. In the first instance, these failure tests can be applied to assess the quality of the HMM results. In addition, they provide critical information for the successful design of particle tracking experiments where trajectories containing multiple mobile states are expected.
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Rondeau Paul
2008-01-01
Full Text Available Speech coding techniques capable of generating encoded representations which are robust against channel losses play an important role in enabling reliable voice communication over packet networks and mobile wireless systems. In this paper, we investigate the use of multiple description index assignments (MDIAs for loss-tolerant transmission of line spectral frequency (LSF coefficients, typically generated by state-of-the-art speech coders. We propose a simulated annealing-based approach for optimizing MDIAs for Markov-model-based decoders which exploit inter- and intraframe correlations in LSF coefficients to reconstruct the quantized LSFs from coded bit streams corrupted by channel losses. Experimental results are presented which compare the performance of a number of novel LSF transmission schemes. These results clearly demonstrate that Markov-model-based decoders, when used in conjunction with optimized MDIA, can yield average spectral distortion much lower than that produced by methods such as interleaving/interpolation, commonly used to combat the packet losses.
Directory of Open Access Journals (Sweden)
Da Liu
2013-01-01
Full Text Available A combined forecast with weights adaptively selected and errors calibrated by Hidden Markov model (HMM is proposed to model the day-ahead electricity price. Firstly several single models were built to forecast the electricity price separately. Then the validation errors from every individual model were transformed into two discrete sequences: an emission sequence and a state sequence to build the HMM, obtaining a transmission matrix and an emission matrix, representing the forecasting ability state of the individual models. The combining weights of the individual models were decided by the state transmission matrixes in HMM and the best predict sample ratio of each individual among all the models in the validation set. The individual forecasts were averaged to get the combining forecast with the weights obtained above. The residuals of combining forecast were calibrated by the possible error calculated by the emission matrix of HMM. A case study of day-ahead electricity market of Pennsylvania-New Jersey-Maryland (PJM, USA, suggests that the proposed method outperforms individual techniques of price forecasting, such as support vector machine (SVM, generalized regression neural networks (GRNN, day-ahead modeling, and self-organized map (SOM similar days modeling.
Benoit, Julia S; Chan, Wenyaw; Luo, Sheng; Yeh, Hung-Wen; Doody, Rachelle
2016-04-30
Understanding the dynamic disease process is vital in early detection, diagnosis, and measuring progression. Continuous-time Markov chain (CTMC) methods have been used to estimate state-change intensities but challenges arise when stages are potentially misclassified. We present an analytical likelihood approach where the hidden state is modeled as a three-state CTMC model allowing for some observed states to be possibly misclassified. Covariate effects of the hidden process and misclassification probabilities of the hidden state are estimated without information from a 'gold standard' as comparison. Parameter estimates are obtained using a modified expectation-maximization (EM) algorithm, and identifiability of CTMC estimation is addressed. Simulation studies and an application studying Alzheimer's disease caregiver stress-levels are presented. The method was highly sensitive to detecting true misclassification and did not falsely identify error in the absence of misclassification. In conclusion, we have developed a robust longitudinal method for analyzing categorical outcome data when classification of disease severity stage is uncertain and the purpose is to study the process' transition behavior without a gold standard.
A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.
Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang
2015-10-01
In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e., internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.
Directory of Open Access Journals (Sweden)
Roberto Carrillo Aguilar
2007-04-01
Full Text Available Este trabajo da a conocer el sistema de desarrollo de software para el diseño y manipulación de modelos ocultos de Markov, denominado HTK. Actualmente, la técnica de modelos ocultos de Markov es la herramienta más efectiva para implementar sistemas reconocedores del habla. HTK está orientado principalmente a ese aspecto. Su arquitectura es robusta y autosuficiente. Permite: la entrada lógica y natural desde un micrófono, dispone de módulos para la conversión A/D, preprocesado y parametrización de la información, posee herramientas para definir y manipular modelos ocultos de Markov, tiene librerías para entrenamiento y manipulación de los modelos ocultos de Markov ya definidos, considera funciones para definir la gramática, y además: Una serie de herramientas adicionales permiten lograr el objetivo final de obtener una hipotética transcripción del habla (conversión voz - texto.This paper presents HTK, a software development platform for the design and management of Hidden Markov Models. Nowadays, the Hidden Markov Models technique is the more effective one to implement voice recognition systems. HTK is mainly oriented to this application. Its architecture is robust and self-sufficient. It allows a natural input from a microphone, it has modules for A/D conversion, it allows pre-processing and parameterization of information, it possesses tools to define and manage the Hidden Markov Models, libraries for training and use the already defined Hidden Markov Models. It has functions to define the grammar and it has additional tools to reach the final objective, to obtain an hypothetical transcription of the talking (voice to text translation.
Malesevic, Nebojsa; Markovic, Dimitrije; Kanitz, Gunter; Controzzi, Marco; Cipriani, Christian; Antfolk, Christian
2017-07-01
In this paper we present a novel method for predicting individual fingers movements from surface electromyography (EMG). The method is intended for real-time dexterous control of a multifunctional prosthetic hand device. The EMG data was recorded using 16 single-ended channels positioned on the forearm of healthy participants. Synchronously with the EMG recording, the subjects performed consecutive finger movements based on the visual cues. Our algorithm could be described in following steps: extracting mean average value (MAV) of the EMG to be used as the feature for classification, piece-wise linear modeling of EMG feature dynamics, implementation of hierarchical hidden Markov models (HHMM) to capture transitions between linear models, and implementation of Bayesian inference as the classifier. The performance of our classifier was evaluated against commonly used real-time classifiers. The results show that the current algorithm setup classifies EMG data similarly to the best among tested classifiers but with equal or less computational complexity.
A QoS-Satisfied Prediction Model for Cloud-Service Composition Based on a Hidden Markov Model
Directory of Open Access Journals (Sweden)
Qingtao Wu
2013-01-01
Full Text Available Various significant issues in cloud computing, such as service provision, service matching, and service assessment, have attracted researchers’ attention recently. Quality of service (QoS plays an increasingly important role in the provision of cloud-based services, by aiming for the seamless and dynamic integration of cloud-service components. In this paper, we focus on QoS-satisfied predictions about the composition of cloud-service components and present a QoS-satisfied prediction model based on a hidden Markov model. In providing a cloud-based service for a user, if the user’s QoS cannot be satisfied by a single cloud-service component, component composition should be considered, where its QoS-satisfied capability needs to be proactively predicted to be able to guarantee the user’s QoS. We discuss the proposed model in detail and prove some aspects of the model. Simulation results show that our model can achieve high prediction accuracies.
Bhatti, Sohail Masood; Khan, Muhammad Salman; Wuth, Jorge; Huenupan, Fernando; Curilem, Millaray; Franco, Luis; Yoma, Nestor Becerra
2016-09-01
In this paper we propose an automatic volcano event detection system based on Hidden Markov Model (HMM) with state and event duration models. Since different volcanic events have different durations, therefore the state and whole event durations learnt from the training data are enforced on the corresponding state and event duration models within the HMM. Seismic signals from the Llaima volcano are used to train the system. Two types of events are employed in this study, Long Period (LP) and Volcano-Tectonic (VT). Experiments show that the standard HMMs can detect the volcano events with high accuracy but generates false positives. The results presented in this paper show that the incorporation of duration modeling can lead to reductions in false positive rate in event detection as high as 31% with a true positive accuracy equal to 94%. Further evaluation of the false positives indicate that the false alarms generated by the system were mostly potential events based on the signal-to-noise ratio criteria recommended by a volcano expert.
Image segmentation and classification based on a 2D distributed hidden Markov model
Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq
2008-01-01
In this paper, we propose a two-dimensional distributed hidden Markovmodel (2D-DHMM), where dependency of the state transition probability on any state is allowed as long as causality is preserved. The proposed 2D-DHMM model is result of a novel solution to a more general non-causal two-dimensional hidden Markovmodel (2D-HMM) that we proposed. Our proposed models can capture, for example, dependency among diagonal states, which can be critical in many image processing applications, for example, image segmentation. A new sets of basic image patterns are designed to enrich the variability of states, which in return largely improves the accuracy of state estimations and segmentation performance. We provide three algorithms for the training and classification of our proposed model. A new Expectation-Maximization (EM) algorithm suitable for estimation of the new model is derived, where a novel General Forward-Backward (GFB) algorithm is proposed for recursive estimation of the model parameters. A new conditional independent subset-state sequence structure decomposition of state sequences is proposed for the 2D Viterbi algorithm. Application to aerial image segmentation shows the superiority of our model compared to the existing models.
Fieberg, John R; Conn, Paul B
2014-05-01
An important assumption in observational studies is that sampled individuals are representative of some larger study population. Yet, this assumption is often unrealistic. Notable examples include online public-opinion polls, publication biases associated with statistically significant results, and in ecology, telemetry studies with significant habitat-induced probabilities of missed locations. This problem can be overcome by modeling selection probabilities simultaneously with other predictor-response relationships or by weighting observations by inverse selection probabilities. We illustrate the problem and a solution when modeling mixed migration strategies of northern white-tailed deer (Odocoileus virginianus). Captures occur on winter yards where deer migrate in response to changing environmental conditions. Yet, not all deer migrate in all years, and captures during mild years are more likely to target deer that migrate every year (i.e., obligate migrators). Characterizing deer as conditional or obligate migrators is also challenging unless deer are observed for many years and under a variety of winter conditions. We developed a hidden Markov model where the probability of capture depends on each individual's migration strategy (conditional versus obligate migrator), a partially latent variable that depends on winter severity in the year of capture. In a 15-year study, involving 168 white-tailed deer, the estimated probability of migrating for conditional migrators increased nonlinearly with an index of winter severity. We estimated a higher proportion of obligates in the study cohort than in the population, except during a span of 3 years surrounding back-to-back severe winters. These results support the hypothesis that selection biases occur as a result of capturing deer on winter yards, with the magnitude of bias depending on the severity of winter weather. Hidden Markov models offer an attractive framework for addressing selection biases due to their
Yu, Yi-Kuo
2007-02-01
We construct a metric measure among weight matrices that are commonly used in non-interacting statistical physics systems, computational biology problems, as well as in general applications such as hidden Markov models. The metric distance between two weight matrices is obtained via aligning the matrices and thus can be evaluated by dynamic programming. Capable of allowing reverse complements in distance evaluation, this metric accommodates both gapless and gapped alignments between two weight matrices. The distance statistics among random motifs is also studied. We find that the average square distance and its standard error grow with different powers of motif length, and the normalized square distance follows a Gaussian distribution for large motif lengths.
Ito, Sosuke
2016-11-01
The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics.
Indian Academy of Sciences (India)
G Hemantha Kumar; M Ravishankar; P Nagabushan; Basavaraj S Anami
2006-06-01
Pitman shorthand language (PSL) is a widely practised medium for transcribing/recording speech to text (StT) in English. This recording medium continues to exist in spite of considerable development in speech processing systems (SPS), because of its ability to record spoken/dictated text at high speeds of more than 120 words per minute. Hence, scope exists for exploiting this potential of PSL in present SPS. In this paper, an approach for feature extraction using Mel frequency cepstral coefﬁcients (MFCC) and classiﬁcation using hidden Markov models (HMM) for generating strokes comprising consonants and vowels (CV) in the process of production of Pitman shorthand language from spoken English is proposed. The proposed method is tested on a large number of samples, drawn from different speakers and the results are encouraging. The work is useful in total automation of PSL processing.
Karaman, Svebor; Dovgalecs, Vladislavs; Mégret, Rémi; Pinquier, Julien; André-Obrecht, Régine; Gaëstel, Yann; Dartigues, Jean-François
2011-01-01
This paper presents a method for indexing activities of daily living in videos obtained from wearable cameras. In the context of dementia diagnosis by doctors, the videos are recorded at patients' houses and later visualized by the medical practitioners. The videos may last up to two hours, therefore a tool for an efficient navigation in terms of activities of interest is crucial for the doctors. The specific recording mode provides video data which are really difficult, being a single sequence shot where strong motion and sharp lighting changes often appear. Our work introduces an automatic motion based segmentation of the video and a video structuring approach in terms of activities by a hierarchical two-level Hidden Markov Model. We define our description space over motion and visual characteristics of video and audio channels. Experiments on real data obtained from the recording at home of several patients show the difficulty of the task and the promising results of our approach.
Varfalvy, Nicolas; Piron, Ophelie; Cyr, Marc François; Dagnault, Anne; Archambault, Louis
2017-07-26
To present a new automated patient classification method based on relative gamma analysis and hidden Markov models (HMM) to identify patients undergoing important anatomical changes during radiation therapy. Daily EPID images of every treatment field were acquired for 52 patients treated for lung cancer. In addition, CBCT were acquired on a regular basis. Gamma analysis was performed relative to the first fraction given that no significant anatomical change was observed on the CBCT of the first fraction compared to the planning CT. Several parameters were extracted from the gamma analysis (e.g., average gamma value, standard deviation, percent above 1). These parameters formed patient-specific time series. Data from the first 24 patients were used as a training set for the HMM. The trained HMM was then applied to the remaining 28 patients and compared to manual clinical evaluation and fixed thresholds. A three-category system was used for patient classification ranging from minor deviations (category 1) to severe deviations (category 3) from the treatment plan. Patient classified using the HMM lead to the same result as the classification made by a human expert 83% of the time. The HMM overestimate the category 10% of the time and underestimate 7% of the time. Both methods never disagree by more than one category. In addition, the information provided by the HMM is richer than the simple threshold-based approach. HMM provides information on the likelihood that a patient will improve or deteriorate as well as the expected time the patient will remain in that state. We showed a method to classify patients during the course of radiotherapy based on relative changes in EPID images and a hidden Markov model. Information obtained through this automated classification can complement the clinical information collected during treatment and help identify patients in need of a plan adaptation. © 2017 American Association of Physicists in Medicine.
Yu, Jianbo
2017-01-01
This study proposes an adaptive-learning-based method for machine faulty detection and health degradation monitoring. The kernel of the proposed method is an "evolving" model that uses an unsupervised online learning scheme, in which an adaptive hidden Markov model (AHMM) is used for online learning the dynamic health changes of machines in their full life. A statistical index is developed for recognizing the new health states in the machines. Those new health states are then described online by adding of new hidden states in AHMM. Furthermore, the health degradations in machines are quantified online by an AHMM-based health index (HI) that measures the similarity between two density distributions that describe the historic and current health states, respectively. When necessary, the proposed method characterizes the distinct operating modes of the machine and can learn online both abrupt as well as gradual health changes. Our method overcomes some drawbacks of the HIs (e.g., relatively low comprehensibility and applicability) based on fixed monitoring models constructed in the offline phase. Results from its application in a bearing life test reveal that the proposed method is effective in online detection and adaptive assessment of machine health degradation. This study provides a useful guide for developing a condition-based maintenance (CBM) system that uses an online learning method without considerable human intervention.
Bulla, Ingo; Schultz, Anne-Kathrin; Chesneau, Christophe; Mark, Tanya; Serea, Florin
2014-06-19
In many applications, a family of nucleotide or protein sequences classified into several subfamilies has to be modeled. Profile Hidden Markov Models (pHMMs) are widely used for this task, modeling each subfamily separately by one pHMM. However, a major drawback of this approach is the difficulty of dealing with subfamilies composed of very few sequences. One of the most crucial bioinformatical tasks affected by the problem of small-size subfamilies is the subtyping of human immunodeficiency virus type 1 (HIV-1) sequences, i.e., HIV-1 subtypes for which only a small number of sequences is known. To deal with small samples for particular subfamilies of HIV-1, we introduce a novel model-based information sharing protocol. It estimates the emission probabilities of the pHMM modeling a particular subfamily not only based on the nucleotide frequencies of the respective subfamily but also incorporating the nucleotide frequencies of all available subfamilies. To this end, the underlying probabilistic model mimics the pattern of commonality and variation between the subtypes with regards to the biological characteristics of HI viruses. In order to implement the proposed protocol, we make use of an existing HMM architecture and its associated inference engine. We apply the modified algorithm to classify HIV-1 sequence data in the form of partial HIV-1 sequences and semi-artificial recombinants. Thereby, we demonstrate that the performance of pHMMs can be significantly improved by the proposed technique. Moreover, we show that our algorithm performs significantly better than Simplot and Bootscanning.
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Ojcius David M
2009-08-01
Full Text Available Abstract Background Promoter identification is a first step in the quest to explain gene regulation in bacteria. It has been demonstrated that the initiation of bacterial transcription depends upon the stability and topology of DNA in the promoter region as well as the binding affinity between the RNA polymerase σ-factor and promoter. However, promoter prediction algorithms to date have not explicitly used an ensemble of these factors as predictors. In addition, most promoter models have been trained on data from Escherichia coli. Although it has been shown that transcriptional mechanisms are similar among various bacteria, it is quite possible that the differences between Escherichia coli and Chlamydia trachomatis are large enough to recommend an organism-specific modeling effort. Results Here we present an iterative stochastic model building procedure that combines such biophysical metrics as DNA stability, curvature, twist and stress-induced DNA duplex destabilization along with duration hidden Markov model parameters to model Chlamydia trachomatis σ66 promoters from 29 experimentally verified sequences. Initially, iterative duration hidden Markov modeling of the training set sequences provides a scoring algorithm for Chlamydia trachomatis RNA polymerase σ66/DNA binding. Subsequently, an iterative application of Stepwise Binary Logistic Regression selects multiple promoter predictors and deletes/replaces training set sequences to determine an optimal training set. The resulting model predicts the final training set with a high degree of accuracy and provides insights into the structure of the promoter region. Model based genome-wide predictions are provided so that optimal promoter candidates can be experimentally evaluated, and refined models developed. Co-predictions with three other algorithms are also supplied to enhance reliability. Conclusion This strategy and resulting model support the conjecture that DNA biophysical properties
Joshi, J. C.; Tankeshwar, K.; Srivastava, Sunita
2017-04-01
A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992-2012. There are six observations and six states of the model. The most probable observation and state sequence has been computed using Forward and Viterbi algorithms, respectively. Baum-Welch algorithm has been used for optimizing the model parameters. The model has been validated for two winters (2012-2013 and 2013-2014) by computing root mean square error (RMSE), accuracy measures such as percent correct (PC), critical success index (CSI) and Heidke skill score (HSS). The RMSE of the model has also been calculated using leave-one-out cross-validation method. Snowfall predicted by the model during hazardous snowfall events in different parts of the Himalaya matches well with the observed one. The HSS of the model for all the stations implies that the optimized model has better forecasting skill than random forecast for both the days. The RMSE of the optimized model has also been found smaller than the persistence forecast and standard deviation for both the days.
Indian Academy of Sciences (India)
J C Joshi; K Tankeshwar; Sunita Srivastava
2017-04-01
A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six observations and six states of the model. The most probable observation and state sequence has been computed using Forward and Viterbi algorithms, respectively. Baum–Welch algorithm has been used for optimizing the model parameters. The model has been validated for two winters (2012–2013 and 2013–2014) by computing root mean square error (RMSE), accuracy measures such as percent correct (PC), critical success index (CSI) and Heidke skill score (HSS). The RMSE of the model has also been calculated using leave-one-out cross-validation method. Snowfall predicted by the model during hazardous snowfall events in different parts of the Himalaya matches well with the observed one. The HSS of the model for all the stations implies that the optimized model has better forecasting skill than random forecast for both the days. The RMSE of the optimized model has also been found smaller than the persistence forecast and standard deviation for both the days.
Indian Academy of Sciences (India)
J C Joshi; Tankeshwar Kumar; Sunita Srivastava; Divya Sachdeva
2017-02-01
Maximum and minimum temperatures are used in avalanche forecasting models for snow avalanche hazard mitigation over Himalaya. The present work is a part of development of Hidden Markov Model (HMM) based avalanche forecasting system for Pir-Panjal and Great Himalayan mountain ranges of the Himalaya. In this work, HMMs have been developed for forecasting of maximum and minimum temperatures for Kanzalwan in Pir-Panjal range and Drass in Great Himalayan range with a lead time of two days. The HMMs have been developed using meteorological variables collected from these stations during the past 20 winters from 1992 to 2012. The meteorological variables have been used to define observations and states of the models and to compute model parameters (initial state, state transition and observation probabilities). The model parameters have been used in the Forward and the Viterbi algorithms to generate temperature forecasts. To improve the model forecasts, the model parameters have been optimised using Baum–Welch algorithm. The models have been compared with persistence forecast by root mean square errors (RMSE) analysis using independent data of two winters (2012–13, 2013–14). The HMM for maximum temperature has shown a 4–12% and 17–19% improvement in the forecast over persistence forecast, for day-1 and day-2, respectively. For minimum temperature, it has shown 6–38% and 5–12% improvement for day-1 and day-2, respectively.
A novel seizure detection algorithm informed by hidden Markov model event states
Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian
2016-06-01
Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.
Régnier, Mireille; Furletova, Evgenia; Yakovlev, Victor; Roytberg, Mikhail
2014-01-01
Finding new functional fragments in biological sequences is a challenging problem. Methods addressing this problem commonly search for clusters of pattern occurrences that are statistically significant. A measure of statistical significance is the P-value of a number of pattern occurrences, i.e. the probability to find at least S occurrences of words from a pattern in a random text of length N generated according to a given probability model. All words of the pattern are supposed to be of same length. We present a novel algorithm SufPref that computes an exact P-value for Hidden Markov models (HMM). The algorithm is based on recursive equations on text sets related to pattern occurrences; the equations can be used for any probability model. The algorithm inductively traverses a specific data structure, an overlap graph. The nodes of the graph are associated with the overlaps of words from . The edges are associated to the prefix and suffix relations between overlaps. An originality of our data structure is that pattern need not be explicitly represented in nodes or leaves. The algorithm relies on the Cartesian product of the overlap graph and the graph of HMM states; this approach is analogous to the automaton approach from JBCB 4: 553-569. The gain in size of SufPref data structure leads to significant improvements in space and time complexity compared to existent algorithms. The algorithm SufPref was implemented as a C++ program; the program can be used both as Web-server and a stand alone program for Linux and Windows. The program interface admits special formats to describe probability models of various types (HMM, Bernoulli, Markov); a pattern can be described with a list of words, a PSSM, a degenerate pattern or a word and a number of mismatches. It is available at http://server2.lpm.org.ru/bio/online/sf/. The program was applied to compare sensitivity and specificity of methods for TFBS prediction based on P-values computed for Bernoulli models, Markov
Directory of Open Access Journals (Sweden)
Paul Gader
2005-07-01
Full Text Available We propose a real-time software system for landmine detection using ground-penetrating radar (GPR. The system includes an efficient and adaptive preprocessing component; a hidden Markov model- (HMM- based detector; a corrective training component; and an incremental update of the background model. The preprocessing is based on frequency-domain processing and performs ground-level alignment and background removal. The HMM detector is an improvement of a previously proposed system (baseline. It includes additional pre- and postprocessing steps to improve the time efficiency and enable real-time application. The corrective training component is used to adjust the initial model parameters to minimize the number of misclassification sequences. This component could be used offline, or online through feedback to adapt an initial model to specific sites and environments. The background update component adjusts the parameters of the background model to adapt it to each lane during testing. The proposed software system is applied to data acquired from three outdoor test sites at different geographic locations, using a state-of-the-art array GPR prototype. The first collection was used as training, and the other two (contain data from more than 1200 m2 of simulated dirt and gravel roads for testing. Our results indicate that, on average, the corrective training can improve the performance by about 10% for each site. For individual lanes, the performance gain can reach 50%.
Directory of Open Access Journals (Sweden)
Juri Taborri
2015-09-01
Full Text Available Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6, with the best performance for the distributed classifier in two-phase recognition (G = 0.02. Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population.
Directory of Open Access Journals (Sweden)
Yuan Yuan
2015-11-01
Full Text Available In this paper, we propose a novel method to continuously monitor land cover change using satellite image time series, which can extract comprehensive change information including change time, location, and “from-to” information. This method is based on a hidden Markov model (HMM trained for each land cover class. Assuming a pixel’s initial class has been obtained, likelihoods of the corresponding model are calculated on incoming time series extracted with a temporal sliding window. By observing the likelihood change over the windows, land cover change can be precisely detected from the dramatic drop of likelihood. The established HMMs are then used for identifying the land cover class after the change. As a case study, the proposed method is applied to monitoring urban encroachment onto farmland in Beijing using 10-year MODIS time series from 2001 to 2010. The performance is evaluated on a validation set for different model structures and thresholds. Compared with other change detection methods, the proposed method shows superior change detection accuracy. In addition, it is also more computationally efficient.
Eldar, Eran; Morris, Genela; Niv, Yael
2011-09-30
A central goal of neuroscience is to understand how neural dynamics bring about the dynamics of behavior. However, neural and behavioral measures are noisy, requiring averaging over trials and subjects. Unfortunately, averaging can obscure the very dynamics that we are interested in, masking abrupt changes and artificially creating gradual processes. We develop a hidden semi-Markov model for precisely characterizing dynamic processes and their alteration due to experimental manipulations. This method takes advantage of multiple trials and subjects without compromising the information available in individual events within a trial. We apply our model to studying the effects of motivation on response rates, analyzing data from hungry and sated rats trained to press a lever to obtain food rewards on a free-operant schedule. Our method can accurately account for punctate changes in the rate of responding and for sequential dependencies between responses. It is ideal for inferring the statistics of underlying response rates and the probability of switching from one response rate to another. Using the model, we show that hungry rats have more distinct behavioral states that are characterized by high rates of responding and they spend more time in these high-press-rate states. Moreover, hungry rats spend less time in, and have fewer distinct states that are characterized by a lack of responding (Waiting/Eating states). These results demonstrate the utility of our analysis method, and provide a precise quantification of the effects of motivation on response rates.
Directory of Open Access Journals (Sweden)
Asger Hobolth
2007-02-01
Full Text Available The genealogical relationship of human, chimpanzee, and gorilla varies along the genome. We develop a hidden Markov model (HMM that incorporates this variation and relate the model parameters to population genetics quantities such as speciation times and ancestral population sizes. Our HMM is an analytically tractable approximation to the coalescent process with recombination, and in simulations we see no apparent bias in the HMM estimates. We apply the HMM to four autosomal contiguous human-chimp-gorilla-orangutan alignments comprising a total of 1.9 million base pairs. We find a very recent speciation time of human-chimp (4.1 +/- 0.4 million years, and fairly large ancestral effective population sizes (65,000 +/- 30,000 for the human-chimp ancestor and 45,000 +/- 10,000 for the human-chimp-gorilla ancestor. Furthermore, around 50% of the human genome coalesces with chimpanzee after speciation with gorilla. We also consider 250,000 base pairs of X-chromosome alignments and find an effective population size much smaller than 75% of the autosomal effective population sizes. Finally, we find that the rate of transitions between different genealogies correlates well with the region-wide present-day human recombination rate, but does not correlate with the fine-scale recombination rates and recombination hot spots, suggesting that the latter are evolutionarily transient.
Kogan, J A; Margoliash, D
1998-04-01
The performance of two techniques is compared for automated recognition of bird song units from continuous recordings. The advantages and limitations of dynamic time warping (DTW) and hidden Markov models (HMMs) are evaluated on a large database of male songs of zebra finches (Taeniopygia guttata) and indigo buntings (Passerina cyanea), which have different types of vocalizations and have been recorded under different laboratory conditions. Depending on the quality of recordings and complexity of song, the DTW-based technique gives excellent to satisfactory performance. Under challenging conditions such as noisy recordings or presence of confusing short-duration calls, good performance of the DTW-based technique requires careful selection of templates that may demand expert knowledge. Because HMMs are trained, equivalent or even better performance of HMMs can be achieved based only on segmentation and labeling of constituent vocalizations, albeit with many more training examples than DTW templates. One weakness in HMM performance is the misclassification of short-duration vocalizations or song units with more variable structure (e.g., some calls, and syllables of plastic songs). To address these and other limitations, new approaches for analyzing bird vocalizations are discussed.
The study of gesture recognition based on hidden Markov model%基于HMM的手势识别研究
Institute of Scientific and Technical Information of China (English)
严焰; 刘蓉; 黄璐; 陈婷
2012-01-01
This paper designs a wearable gesture recognition system. Improved SWAB automatic endpoint detection algorithm is proposed in this paper. The K-means is employed to compute gesture vector quantization. Then the data as the input of hidden Markov model (HMM) is used to acquire the classification information. Experiments show that is an effective method for gesture recognition.%利用可穿戴式加速度传感器采集手势动作信息,研究了基于隐马尔可夫模型的手势识别技术.首先采集手势加速度数据,采用改进的SWAB算法进行自动端点检测,通过提取相应的手势特征,利用HMM对手势指令建模,并采用K-means算法矢量量化手势特征序列,以提高手势识别性能.实验表明,本文采用的方法能够有效识别手势动作.
Khademi, Mahmoud; Kiapour, Mohammad H; Kiaei, Ali A
2010-01-01
Facial Action Coding System consists of 44 action units (AUs) and more than 7000 combinations. Hidden Markov models (HMMs) classifier has been used successfully to recognize facial action units (AUs) and expressions due to its ability to deal with AU dynamics. However, a separate HMM is necessary for each single AU and each AU combination. Since combinations of AU numbering in thousands, a more efficient method will be needed. In this paper an accurate real-time sequence-based system for representation and recognition of facial AUs is presented. Our system has the following characteristics: 1) employing a mixture of HMMs and neural network, we develop a novel accurate classifier, which can deal with AU dynamics, recognize subtle changes, and it is also robust to intensity variations, 2) although we use an HMM for each single AU only, by employing a neural network we can recognize each single and combination AU, and 3) using both geometric and appearance-based features, and applying efficient dimension reducti...
Directory of Open Access Journals (Sweden)
Emilija Kisić
2015-01-01
Full Text Available An innovative approach to condition-based maintenance of coal grinding subsystems at thermoelectric power plants is proposed in the paper. Coal mill grinding tables become worn over time and need to be replaced through time-based maintenance, after a certain number of service hours. At times such replacement is necessary earlier or later than prescribed, depending on the quality of the coal and of the grinding table itself. Considerable financial losses are incurred when the entire coal grinding subsystem is shut down and the grinding table found to not actually require replacement. The only way to determine whether replacement is necessary is to shut down and open the entire subsystem for visual inspection. The proposed algorithm supports condition-based maintenance and involves the application of T2 control charts to distinct acoustic signal parameters in the frequency domain and the construction of Hidden Markov Models whose observations are coded samples from the control charts. In the present research, the acoustic signals were collected by coal mill monitoring at the thermoelectric power plant “Kostolac” in Serbia. The proposed approach provides information about the current condition of the grinding table.
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S Prabha
2011-07-01
Full Text Available Resisting distributed denial of service (DDoS attacks become more challenging with the availability of resources and techniques to attackers. The application-layer-based DDoS attacks utilize legitimate HTTP requests to overwhelm victim resources are more undetectable and are protocol compliant and non-intrusive. Focusing on the detection for application layer DDoS attacks, the existing scheme provide an access matrix which capture the spatial-temporal patterns of a normal flash crowd on non stationary object. The access matrix captures the spatial-temporal patterns of the normal flash crowd and the anomaly detector based on hidden Markov model (HMM described the dynamics of Access Matrix (AM to detect the application DDoS attacks. However current application layer attacks have high influence on the stationary object as well. In addition the detection threshold for non stationary object should be reevaluated to improve the performance of false positive rate and detection rate of the DDoS attacks.
Directory of Open Access Journals (Sweden)
Michael Seifert
2012-01-01
Full Text Available Array-based comparative genomic hybridization (Array-CGH is an important technology in molecular biology for the detection of DNA copy number polymorphisms between closely related genomes. Hidden Markov Models (HMMs are popular tools for the analysis of Array-CGH data, but current methods are only based on first-order HMMs having constrained abilities to model spatial dependencies between measurements of closely adjacent chromosomal regions. Here, we develop parsimonious higher-order HMMs enabling the interpolation between a mixture model ignoring spatial dependencies and a higher-order HMM exhaustively modeling spatial dependencies. We apply parsimonious higher-order HMMs to the analysis of Array-CGH data of the accessions C24 and Col-0 of the model plant Arabidopsis thaliana. We compare these models against first-order HMMs and other existing methods using a reference of known deletions and sequence deviations. We find that parsimonious higher-order HMMs clearly improve the identification of these polymorphisms. Moreover, we perform a functional analysis of identified polymorphisms revealing novel details of genomic differences between C24 and Col-0. Additional model evaluations are done on widely considered Array-CGH data of human cell lines indicating that parsimonious HMMs are also well-suited for the analysis of non-plant specific data. All these results indicate that parsimonious higher-order HMMs are useful for Array-CGH analyses. An implementation of parsimonious higher-order HMMs is available as part of the open source Java library Jstacs (www.jstacs.de/index.php/PHHMM.
Seifert, Michael; Gohr, André; Strickert, Marc; Grosse, Ivo
2012-01-01
Array-based comparative genomic hybridization (Array-CGH) is an important technology in molecular biology for the detection of DNA copy number polymorphisms between closely related genomes. Hidden Markov Models (HMMs) are popular tools for the analysis of Array-CGH data, but current methods are only based on first-order HMMs having constrained abilities to model spatial dependencies between measurements of closely adjacent chromosomal regions. Here, we develop parsimonious higher-order HMMs enabling the interpolation between a mixture model ignoring spatial dependencies and a higher-order HMM exhaustively modeling spatial dependencies. We apply parsimonious higher-order HMMs to the analysis of Array-CGH data of the accessions C24 and Col-0 of the model plant Arabidopsis thaliana. We compare these models against first-order HMMs and other existing methods using a reference of known deletions and sequence deviations. We find that parsimonious higher-order HMMs clearly improve the identification of these polymorphisms. Moreover, we perform a functional analysis of identified polymorphisms revealing novel details of genomic differences between C24 and Col-0. Additional model evaluations are done on widely considered Array-CGH data of human cell lines indicating that parsimonious HMMs are also well-suited for the analysis of non-plant specific data. All these results indicate that parsimonious higher-order HMMs are useful for Array-CGH analyses. An implementation of parsimonious higher-order HMMs is available as part of the open source Java library Jstacs (www.jstacs.de/index.php/PHHMM).
Energy Technology Data Exchange (ETDEWEB)
Hogden, J.
1996-11-05
The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.
Bayesian networks precipitation model based on hidden Markov analysis and its application
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Surface precipitation estimation is very important in hydrologic forecast. To account for the influence of the neighbors on the precipitation of an arbitrary grid in the network, Bayesian networks and Markov random field were adopted to estimate surface precipitation. Spherical coordinates and the expectation-maximization (EM) algorithm were used for region interpolation, and for estimation of the precipitation of arbitrary point in the region. Surface precipitation estimation of seven precipitation stations in Qinghai Lake region was performed. By comparing with other surface precipitation methods such as Thiessen polygon method, distance weighted mean method and arithmetic mean method, it is shown that the proposed method can judge the relationship of precipitation among different points in the area under complicated circumstances and the simulation results are more accurate and rational.
Directory of Open Access Journals (Sweden)
Papasaikas Panagiotis K
2005-04-01
Full Text Available Abstract Background G- Protein coupled receptors (GPCRs comprise the largest group of eukaryotic cell surface receptors with great pharmacological interest. A broad range of native ligands interact and activate GPCRs, leading to signal transduction within cells. Most of these responses are mediated through the interaction of GPCRs with heterotrimeric GTP-binding proteins (G-proteins. Due to the information explosion in biological sequence databases, the development of software algorithms that could predict properties of GPCRs is important. Experimental data reported in the literature suggest that heterotrimeric G-proteins interact with parts of the activated receptor at the transmembrane helix-intracellular loop interface. Utilizing this information and membrane topology information, we have developed an intensive exploratory approach to generate a refined library of statistical models (Hidden Markov Models that predict the coupling preference of GPCRs to heterotrimeric G-proteins. The method predicts the coupling preferences of GPCRs to Gs, Gi/o and Gq/11, but not G12/13 subfamilies. Results Using a dataset of 282 GPCR sequences of known coupling preference to G-proteins and adopting a five-fold cross-validation procedure, the method yielded an 89.7% correct classification rate. In a validation set comprised of all receptor sequences that are species homologues to GPCRs with known coupling preferences, excluding the sequences used to train the models, our method yields a correct classification rate of 91.0%. Furthermore, promiscuous coupling properties were correctly predicted for 6 of the 24 GPCRs that are known to interact with more than one subfamily of G-proteins. Conclusion Our method demonstrates high correct classification rate. Unlike previously published methods performing the same task, it does not require any transmembrane topology prediction in a preceding step. A web-server for the prediction of GPCRs coupling specificity to G
Chuk, Tim; Crookes, Kate; Hayward, William G; Chan, Antoni B; Hsiao, Janet H
2017-12-01
It remains controversial whether culture modulates eye movement behavior in face recognition. Inconsistent results have been reported regarding whether cultural differences in eye movement patterns exist, whether these differences affect recognition performance, and whether participants use similar eye movement patterns when viewing faces from different ethnicities. These inconsistencies may be due to substantial individual differences in eye movement patterns within a cultural group. Here we addressed this issue by conducting individual-level eye movement data analysis using hidden Markov models (HMMs). Each individual's eye movements were modeled with an HMM. We clustered the individual HMMs according to their similarities and discovered three common patterns in both Asian and Caucasian participants: holistic (looking mostly at the face center), left-eye-biased analytic (looking mostly at the two individual eyes in addition to the face center with a slight bias to the left eye), and right-eye-based analytic (looking mostly at the right eye in addition to the face center). The frequency of participants adopting the three patterns did not differ significantly between Asians and Caucasians, suggesting little modulation from culture. Significantly more participants (75%) showed similar eye movement patterns when viewing own- and other-race faces than different patterns. Most importantly, participants with left-eye-biased analytic patterns performed significantly better than those using either holistic or right-eye-biased analytic patterns. These results suggest that active retrieval of facial feature information through an analytic eye movement pattern may be optimal for face recognition regardless of culture. Copyright © 2017 Elsevier B.V. All rights reserved.
Directory of Open Access Journals (Sweden)
Torring Niels
2007-11-01
Full Text Available Abstract Background Affymetrix SNP arrays can interrogate thousands of SNPs at the same time. This allows us to look at the genomic content of cancer cells and to investigate the underlying events leading to cancer. Genomic copy-numbers are today routinely derived from SNP array data, but the proposed algorithms for this task most often disregard the genotype information available from germline cells in paired germline-tumour samples. Including this information may deepen our understanding of the "true" biological situation e.g. by enabling analysis of allele specific copy-numbers. Here we rely on matched germline-tumour samples and have developed a Hidden Markov Model (HMM to estimate allelic copy-number changes in tumour cells. Further with this approach we are able to estimate the proportion of normal cells in the tumour (mixture proportion. Results We show that our method is able to recover the underlying copy-number changes in simulated data sets with high accuracy (above 97.71%. Moreover, although the known copy-numbers could be well recovered in simulated cancer samples with more than 70% cancer cells (and less than 30% normal cells, we demonstrate that including the mixture proportion in the HMM increases the accuracy of the method. Finally, the method is tested on HapMap samples and on bladder and prostate cancer samples. Conclusion The HMM method developed here uses the genotype calls of germline DNA and the allelic SNP intensities from the tumour DNA to estimate allelic copy-numbers (including changes in the tumour. It differentiates between different events like uniparental disomy and allelic imbalances. Moreover, the HMM can estimate the mixture proportion, and thus inform about the purity of the tumour sample.
Häme, Yrjö; Pollari, Mika
2012-01-01
A novel liver tumor segmentation method for CT images is presented. The aim of this work was to reduce the manual labor and time required in the treatment planning of radiofrequency ablation (RFA), by providing accurate and automated tumor segmentations reliably. The developed method is semi-automatic, requiring only minimal user interaction. The segmentation is based on non-parametric intensity distribution estimation and a hidden Markov measure field model, with application of a spherical shape prior. A post-processing operation is also presented to remove the overflow to adjacent tissue. In addition to the conventional approach of using a single image as input data, an approach using images from multiple contrast phases was developed. The accuracy of the method was validated with two sets of patient data, and artificially generated samples. The patient data included preoperative RFA images and a public data set from "3D Liver Tumor Segmentation Challenge 2008". The method achieved very high accuracy with the RFA data, and outperformed other methods evaluated with the public data set, receiving an average overlap error of 30.3% which represents an improvement of 2.3% points to the previously best performing semi-automatic method. The average volume difference was 23.5%, and the average, the RMS, and the maximum surface distance errors were 1.87, 2.43, and 8.09 mm, respectively. The method produced good results even for tumors with very low contrast and ambiguous borders, and the performance remained high with noisy image data.
Chuk, Tim; Chan, Antoni B; Hsiao, Janet H
2017-05-04
The hidden Markov model (HMM)-based approach for eye movement analysis is able to reflect individual differences in both spatial and temporal aspects of eye movements. Here we used this approach to understand the relationship between eye movements during face learning and recognition, and its association with recognition performance. We discovered holistic (i.e., mainly looking at the face center) and analytic (i.e., specifically looking at the two eyes in addition to the face center) patterns during both learning and recognition. Although for both learning and recognition, participants who adopted analytic patterns had better recognition performance than those with holistic patterns, a significant positive correlation between the likelihood of participants' patterns being classified as analytic and their recognition performance was only observed during recognition. Significantly more participants adopted holistic patterns during learning than recognition. Interestingly, about 40% of the participants used different patterns between learning and recognition, and among them 90% switched their patterns from holistic at learning to analytic at recognition. In contrast to the scan path theory, which posits that eye movements during learning have to be recapitulated during recognition for the recognition to be successful, participants who used the same or different patterns during learning and recognition did not differ in recognition performance. The similarity between their learning and recognition eye movement patterns also did not correlate with their recognition performance. These findings suggested that perceptuomotor memory elicited by eye movement patterns during learning does not play an important role in recognition. In contrast, the retrieval of diagnostic information for recognition, such as the eyes for face recognition, is a better predictor for recognition performance. Copyright © 2017 Elsevier Ltd. All rights reserved.
van Kasteren, T.L.M.; Noulas, A.K.; Kröse, B.J.A.; Smit, G.J.M.; Epema, D.H.J.; Lew, M.S.
2008-01-01
Conditional Random Fields are a discriminative probabilistic model which recently gained popularity in applications that require modeling nonindependent observation sequences. In this work, we present the basic advantages of this model over generative models and argue about its suitability in the do
Geolocation of North Sea cod (Gadus morhua) using Hidden Markov Models and behavioural switching
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Righton, David; Thygesen, Uffe Høgsbro;
2008-01-01
. In addition to the tidal component of the geolocation, the model incoporates two behavioural states, either high or low activity, estimated directly from the depth data, that affect the diffusivity parameter of the model and improves the precision and realism of the geolocation significantly. The new method...
Hierarchical Non-Emitting Markov Models
Ristad, E S; Ristad, Eric Sven; Thomas, Robert G.
1998-01-01
We describe a simple variant of the interpolated Markov model with non-emitting state transitions and prove that it is strictly more powerful than any Markov model. More importantly, the non-emitting model outperforms the classic interpolated model on the natural language texts under a wide range of experimental conditions, with only a modest increase in computational requirements. The non-emitting model is also much less prone to overfitting. Keywords: Markov model, interpolated Markov model, hidden Markov model, mixture modeling, non-emitting state transitions, state-conditional interpolation, statistical language model, discrete time series, Brown corpus, Wall Street Journal.
Directory of Open Access Journals (Sweden)
Persson Bengt
2010-10-01
Full Text Available Abstract Background The Medium-chain Dehydrogenases/Reductases (MDR form a protein superfamily whose size and complexity defeats traditional means of subclassification; it currently has over 15000 members in the databases, the pairwise sequence identity is typically around 25%, there are members from all kingdoms of life, the chain-lengths vary as does the oligomericity, and the members are partaking in a multitude of biological processes. There are profile hidden Markov models (HMMs available for detecting MDR superfamily members, but none for determining which MDR family each protein belongs to. The current torrential influx of new sequence data enables elucidation of more and more protein families, and at an increasingly fine granularity. However, gathering good quality training data usually requires manual attention by experts and has therefore been the rate limiting step for expanding the number of available models. Results We have developed an automated algorithm for HMM refinement that produces stable and reliable models for protein families. This algorithm uses relationships found in data to generate confident seed sets. Using this algorithm we have produced HMMs for 86 distinct MDR families and 34 of their subfamilies which can be used in automated annotation of new sequences. We find that MDR forms with 2 Zn2+ ions in general are dehydrogenases, while MDR forms with no Zn2+ in general are reductases. Furthermore, in Bacteria MDRs without Zn2+ are more frequent than those with Zn2+, while the opposite is true for eukaryotic MDRs, indicating that Zn2+ has been recruited into the MDR superfamily after the initial life kingdom separations. We have also developed a web site http://mdr-enzymes.org that provides textual and numeric search against various characterised MDR family properties, as well as sequence scan functions for reliable classification of novel MDR sequences. Conclusions Our method of refinement can be readily applied to
Boyer, Kristy Elizabeth; Phillips, Robert; Ingram, Amy; Ha, Eun Young; Wallis, Michael; Vouk, Mladen; Lester, James
2011-01-01
Identifying effective tutorial dialogue strategies is a key issue for intelligent tutoring systems research. Human-human tutoring offers a valuable model for identifying effective tutorial strategies, but extracting them is a challenge because of the richness of human dialogue. This article addresses that challenge through a machine learning…
Multi-Observation Continuous Density Hidden Markov Models for Anomaly Detection in Full Motion Video
2012-06-01
Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) are used to...distribution analysis for scoring Log-likelihood • Automatically select MOCDHMM model via Akaike Information Criteria (AIC) or Bayesian Information Criteria...limited to any particular graphical structure. For example, Xiang uses Bayesian Information Criterion (BICr) and Completed Likelihood Akaike’s Information
A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model
Directory of Open Access Journals (Sweden)
Haitao Guo
2017-01-01
Full Text Available The discovery of cis-regulatory modules (CRMs is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them.
GPCR-GRAPA-LIB--a refined library of hidden Markov Models for annotating GPCRs.
Shigeta, Ron; Cline, Melissa; Liu, Guoying; Siani-Rose, Michael A
2003-03-22
GPCR-GRAPA-LIB is a library of HMMs describing G protein coupled receptor families. These families are initially defined by class of receptor ligand, with divergent families divided into subfamilies using phylogenic analysis and knowledge of GPCR function. Protein sequences are applied to the models with the GRAPA curve-based selection criteria. RefSeq sequences for Homo sapiens, Drosophila melanogaster, and Caenorhabditis elegans have been annotated using this approach.
Distributed smart home activity recommender system using hidden Markov model principles
DEFF Research Database (Denmark)
Lynggaard, Per
2013-01-01
A smart home is able to propose learned activities to its user and learn new activities by observing the user’s behavioral patterns, that is, the user’s actions. Most of today’s discussed systems use some more or less complex classifier algorithms to predict user activities from contextual...... information provided by sensors. However, an alternative concept using a distributed framework is presented in this paper. It offers the possibility of combining simple low level activity classifiers with a more sophisticated one. The high level classifier has been modeled in Java and tested on a publicly...... available data set that offers approximately seven months of annotated activity including 6468 sensor events produced by a women living in the test home. Using this data set, it has been shown that this system can achieve good performance with a recognition probability of 75%....
Classification of Transient Events of Nuclear Reactor Using Hidden Markov Model
Directory of Open Access Journals (Sweden)
P. Bečvář
2000-01-01
Full Text Available This article describes a part of on-line system for a residual life of a pressure vessel shell. In this system there appears a need for determining of a real history of a pressure vessel described as a sequence of so called transient events. Each event (there are 23 events now is given by its template. It is theoretically necessary to compare data measured in a real history with all possible sequences of transient events. This solution in intractable and that is why a more sophisticated solution had to be used. Because this task is very similar to task of an automatic speech recognition, models and algorithms used to solve speech recognition tasks can be efficiently used to solve our task. Of course there are some different circumstances caused by the fact that the transient events take much longer than words and their number is much smaller than the number of words in speech recognition system's vocabulary. But the inspiration from speech recognition was very useful and the known algorithms rapidly decreased the design time.
Markov Models for Handwriting Recognition
Plotz, Thomas
2011-01-01
Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden
一种基于HMM的P2P信任模型%A Trust Model for P2P Based on Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
张国容; 殷保群
2013-01-01
Aiming at the P2P networks security issues, this paper proposes the HMM-based P2P trust model, uses HMM to model the behavior of the peer. On the basis of this model, peer interaction result is used as the observation history. The probability distribution of peer behavior evaluated as trust can be calculated by HMM forward-backward algorithm. In consideration of the real time demand of trust evaluation, we proposes a model updating algorithm based on sliding window and forgetting factor.%针对 P2P网络中存在的安全问题，本文提出一种基于隐Markov模型(Hidden Markov Model, HMM)的P2P信任模型，采用HMM对节点行为进行建模，在此模型的基础上，利用节点交互结果作为观测历史，由前向-后向算法计算得到节点行为概率分布，作为节点的信任值评估。考虑到信任评估实时性的需求，文章还提出了一种基于滑动窗口和遗忘因子的模型更新算法。
Mannini, Andrea; Sabatini, Angelo Maria
2012-09-01
In this paper we present a classifier based on a hidden Markov model (HMM) that was applied to a gait treadmill dataset for gait phase detection and walking/jogging discrimination. The gait events foot strike, foot flat, heel off, toe off were detected using a uni-axial gyroscope that measured the foot instep angular velocity in the sagittal plane. Walking/jogging activities were discriminated by processing gyroscope data from each detected stride. Supervised learning of the classifier was undertaken using reference data from an optical motion analysis system. Remarkably good generalization properties were achieved across tested subjects and gait speeds. Sensitivity and specificity of gait phase detection exceeded 94% and 98%, respectively, with timing errors that were less than 20 ms, on average; the accuracy of walking/jogging discrimination was approximately 99%.
隐马尔科夫过程在生物信息学中的应用%An Introduction to the Hidden Markov Models for Bioinformatics
Institute of Scientific and Technical Information of China (English)
周海廷
2002-01-01
隐马尔科夫过程(hidden Markov model,简称HMM)是20世纪70年代提出来的一种统计方法,以前主要用于语音识别[1].1989年Churchill[2]将其引入计算生物学.目前,HMM是生物信息学中应用比较广泛的一种统计方法[3～7],主要用于:线性序列分析、模型分析、基因发现等方面.对HMM进行了简明扼要的描述,并对其在上述几个方面的应用作一概略介绍.
Directory of Open Access Journals (Sweden)
Cédric Beaulac
2017-01-01
Full Text Available We propose to use a supervised machine learning technique to track the location of a mobile agent in real time. Hidden Markov Models are used to build artificial intelligence that estimates the unknown position of a mobile target moving in a defined environment. This narrow artificial intelligence performs two distinct tasks. First, it provides real-time estimation of the mobile agent’s position using the forward algorithm. Second, it uses the Baum–Welch algorithm as a statistical learning tool to gain knowledge of the mobile target. Finally, an experimental environment is proposed, namely, a video game that we use to test our artificial intelligence. We present statistical and graphical results to illustrate the efficiency of our method.
Method of Situation Recognition Based on Hidden Markov Model%一种基于HMM的场景识别方法
Institute of Scientific and Technical Information of China (English)
何彦斌; 杨志义; 马荟; 王海鹏; 於志文
2011-01-01
隐马尔科夫模型[1]作为一种统计分析模型,能够通过观测向量序列计算其隐含状态的概率分布密度.提出一种智能空间中基于HMM的场景识别方法,该方法指定系统相关情境信息,确定隐含场景集和观察情境集,采用部分相关情境信息而非全部情境信息作为场景特征参与场景识别,利用HMM对隐含场景间的关系进行建模,设计了基于HMM的场景识别算法.实验结果表明,采用基于HMM的场景识别方法能够获得较高的识别效率.%Hidden Markov Model,as a statistical model,can get the probability of hidden status by calculating the sequence of observed status. In this paper,a recognition approach based on HMM was proposed to infer situation in smart space. The approach infers situation by calculating partly contexts of system-related, using HMM to model the hidden situations. We designed the recognition algorithm based on HMM. Our experimental results show that this method can make a good performs and get a higher efficiency.
Ristad, E S; Ristad, Eric Sven; Thomas, Robert G.
1996-01-01
A statistical language model assigns probability to strings of arbitrary length. Unfortunately, it is not possible to gather reliable statistics on strings of arbitrary length from a finite corpus. Therefore, a statistical language model must decide that each symbol in a string depends on at most a small, finite number of other symbols in the string. In this report we propose a new way to model conditional independence in Markov models. The central feature of our nonuniform Markov model is that it makes predictions of varying lengths using contexts of varying lengths. Experiments on the Wall Street Journal reveal that the nonuniform model performs slightly better than the classic interpolated Markov model. This result is somewhat remarkable because both models contain identical numbers of parameters whose values are estimated in a similar manner. The only difference between the two models is how they combine the statistics of longer and shorter strings. Keywords: nonuniform Markov model, interpolated Markov m...
Gonzalez-Lopez, Jesus E Garcia Veronica A
2010-01-01
In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to represent a source as a Markov chain of finite order. Let us call $M$ the order of the chain and $A$ the finite alphabet, to determine the minimal Markov model, we define an equivalence relation on the state space $A^{M}$, such that all the sequences of size $M$ with the same transition probabilities are put in the same category. In this way we have one set of $(|A|-1)$ transition probabilities for each category, obtaining a model with a minimal number of parameters. We show that the model can be selected consistently using the Bayesian information criterion.
Institute of Scientific and Technical Information of China (English)
林文龙; 刘业政; 朱庆生; 奚冬芹
2009-01-01
针对传统的Markov链模型不能有效的表征长串访问序列所蕴含的丰富的用户行为特征(用户类别特征、访问兴趣迁移特征)的缺点,提出混合隐Markov链浏览模型.混合隐Markov链模型使用多个不同的模型来区分不同类别用户的浏览特征,并为每个类别的用户设置了能跟踪捕捉其访问兴趣变化的类隐Markov链模型,能更好地对WWW长串访问序列的复杂特征进行建模,在真实WWW站点访问日志数据上的用户聚类实验与个性化推荐实验的结果表明,混合隐Markov链模型与传统的Markov链模型相比,具有更理想的聚类性能和推荐性能.%Since the Markov Chain Model can not denote the abundant users' behavioral characteristics(such as: characteristics of users' type, characteristics of users' interests transfer ) of a long access sequence effectively, the Mixtures of Hidden Markov Chain Models is proposed. Mixtures of Hidden Markov Chain Models use different models to distinguish the browsing categories of users from different types, and set a Hidden Markov Chain Models (can track and catch the changes of users' interests) for each users' type. Mixtures of Hidden Markov Chain Models can model the complex characteristics of the WWW long access sequences better. The results of users clustering experiment and personalized recommendation experiment with a real WWW web access log data show that Mixtures of Hidden Markov Chain Models have more perfect clustering and recommendation performance than Markov Chain Model.
Hidden Markov processes theory and applications to biology
Vidyasagar, M
2014-01-01
This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are t
Research on Shielded Keywords Based on Cascaded Hidden Markov Model%基于层叠隐马模型的屏蔽关键词研究
Institute of Scientific and Technical Information of China (English)
陶非凡
2014-01-01
The information age brings a huge improvement in people's lives,but also accompanied by a series of problems arising,in which how to filter a large amount of information the network's remarks generated is a major difficulty. The traditional method of shiel-ding has low efficiency and is not accurate enough,so propose a new keyword shielding technology. Mainly use binary syntax model combined with layered hidden Markov model segmentation techniques,first utilize binary syntax model to get the constitute probability of the common words and keywords in a large corpus,creating a dictionary of common words and keywords classified,then combined casca-ding hidden Markov model for the specific sentence word processing,calculate the probability of its keywords shield for segmented result, finally get a scientific shielding probability,which can greatly improve the accuracy of keyword shield.%信息时代给人们的生活带来巨大改善，但同时也伴随一系列问题的产生，其中如何对网络中产生的大数据量的言论信息进行过滤的问题是研究的一大难点。传统的屏蔽法效率较低而且不够准确，因此文中提出了一种新的关键词屏蔽技术。主要采用二元语法模型结合层叠隐马可夫分词技术，首先运用二元语法模型在大量语料中得到普通词和关键词的构成概率，建立一个有普通词和关键词分类的词典，再结合层叠隐马可夫模型对具体句子进行分词处理，对分词后的结果计算其关键词屏蔽概率，最终得到一个科学的屏蔽概率，可以大大提高关键词屏蔽的准确性。
Fusion Recommendation Algorithm Based on Hidden Markov Models%基于隐马尔科夫模型的融合推荐算法
Institute of Scientific and Technical Information of China (English)
杨安驹; 杨云; 周嫒嫒; 闵玉涓; 秦怡
2015-01-01
针对传统的基于项目的协同过滤推荐算法中数据稀疏问题，以及受时间效应影响推荐准确度较低问题，提出将隐马尔科夫模型与传统的基于项目的协同过滤推荐算法相融合的推荐算法HMM-ItemCF。算法通过隐马尔科夫模型对系统中所有用户的评分行为，与目标用户的历史评分行为进行统筹分析，找到一批用户下一时刻概率最高的评分对象，并将这些评分对象发生概率与传统的项目相似度计算方法相加权得到新的相似度，最终产生推荐结果。仿真实验中对算法的重要参数进行训练，并与其他算法进行对比，证明改进后的算法是有效的。%In view of the problems of the traditional collaborative filtering recommendation algorithm based on the project of data sparseness and the low accuracy of recommendation, the thesis puts forward the HMM-ItemCF recommendation algorithm which combines Hidden Markov Model with the traditional collaborative filtering recommendation algorithm based on the project. The al-gorithm using Hidden Markov Model to all the users in the system evaluation behavior and the history of the target user behavior to carry on the overall analysis, to find the probability of the next moment a group of users with the highest score object, and the probability of occurrence of these scores with traditional objects project weighted similarity calculation method to get a new recom-mendation similarity ultimately produce results. The simulation experiment is carried out on the algorithm with an important pa-rameter in the training, and compared with other algorithms. It proves that the improved algorithm is effective.
Directory of Open Access Journals (Sweden)
Sofia Siachalou
2015-03-01
Full Text Available Vegetation monitoring and mapping based on multi-temporal imagery has recently received much attention due to the plethora of medium-high spatial resolution satellites and the improved classification accuracies attained compared to uni-temporal approaches. Efficient image processing strategies are needed to exploit the phenological information present in temporal image sequences and to limit data redundancy and computational complexity. Within this framework, we implement the theory of Hidden Markov Models in crop classification, based on the time-series analysis of phenological states, inferred by a sequence of remote sensing observations. More specifically, we model the dynamics of vegetation over an agricultural area of Greece, characterized by spatio-temporal heterogeneity and small-sized fields, using RapidEye and Landsat ETM+ imagery. In addition, the classification performance of image sequences with variable spatial and temporal characteristics is evaluated and compared. The classification model considering one RapidEye and four pan-sharpened Landsat ETM+ images was found superior, resulting in a conditional kappa from 0.77 to 0.94 per class and an overall accuracy of 89.7%. The results highlight the potential of the method for operational crop mapping in Euro-Mediterranean areas and provide some hints for optimal image acquisition windows regarding major crop types in Greece.
Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina
2015-01-01
Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies.
A QoS-Satisfied Prediction Model for Cloud-Service Composition Based on a Hidden Markov Model
Qingtao Wu; Mingchuan Zhang; Ruijuan Zheng; Ying Lou; Wangyang Wei
2013-01-01
Various significant issues in cloud computing, such as service provision, service matching, and service assessment, have attracted researchers’ attention recently. Quality of service (QoS) plays an increasingly important role in the provision of cloud-based services, by aiming for the seamless and dynamic integration of cloud-service components. In this paper, we focus on QoS-satisfied predictions about the composition of cloud-service components and present a QoS-satisfied prediction model b...
Dean, Ben
2013-01-06
The use of miniature data loggers is rapidly increasing our understanding of the movements and habitat preferences of pelagic seabirds. However, objectively interpreting behavioural information from the large volumes of highly detailed data collected by such devices can be challenging. We combined three biologging technologies—global positioning system (GPS), saltwater immersion and time–depth recorders—to build a detailed picture of the at-sea behaviour of the Manx shearwater (Puffinus puffinus) during the breeding season. We used a hidden Markov model to explore discrete states within the combined GPS and immersion data, and found that behaviour could be organized into three principal activities representing (i) sustained direct flight, (ii) sitting on the sea surface, and (iii) foraging, comprising tortuous flight interspersed with periods of immersion. The additional logger data verified that the foraging activity corresponded well to the occurrence of diving. Applying this approach to a large tracking dataset revealed that birds from two different colonies foraged in local waters that were exclusive, but overlapped in one key area: the Irish Sea Front (ISF). We show that the allocation of time to each activity differed between colonies, with birds breeding furthest from the ISF spending the greatest proportion of time engaged in direct flight and the smallest proportion of time engaged in foraging activity. This type of analysis has considerable potential for application in future biologging studies and in other taxa.
Mining Interest Navigation Concepts Based on Hidden Markov Model%基于隐马尔可夫模型的Web用户访问序列挖掘
Institute of Scientific and Technical Information of China (English)
韦相
2013-01-01
Web挖掘的一个研究方向是发现用户对网页的兴趣。用户的浏览网页意味着用户对该网页上的某种概念感兴趣。文中提出基于隐马尔可夫模型，对用户访问网页的序列进行分析，发现用户感兴趣的概念，然后把蕴含用户感兴趣概念程度最大的网页推荐给用户。这种模式实质上是一种Web服务设计，给用户提供个性化的优质服务，提高网站的服务质量。%Mining the interest of the users is an important research direction in web mining. A user accesses a web site with some intentions means that he is interest in some conceptions. In this paper, we present a new method for mining browse sequence based on the Hidden Markov model in order to discover users’ interest, and then recommend the new pages with max interest to the user. This is essentially a Web service design, to provide personalized service and improve the service quality of website.
Power, Sarah D.; Falk, Tiago H.; Chau, Tom
2010-04-01
Near-infrared spectroscopy (NIRS) has recently been investigated as a non-invasive brain-computer interface (BCI). In particular, previous research has shown that NIRS signals recorded from the motor cortex during left- and right-hand imagery can be distinguished, providing a basis for a two-choice NIRS-BCI. In this study, we investigated the feasibility of an alternative two-choice NIRS-BCI paradigm based on the classification of prefrontal activity due to two cognitive tasks, specifically mental arithmetic and music imagery. Deploying a dual-wavelength frequency domain near-infrared spectrometer, we interrogated nine sites around the frontopolar locations (International 10-20 System) while ten able-bodied adults performed mental arithmetic and music imagery within a synchronous shape-matching paradigm. With the 18 filtered AC signals, we created task- and subject-specific maximum likelihood classifiers using hidden Markov models. Mental arithmetic and music imagery were classified with an average accuracy of 77.2% ± 7.0 across participants, with all participants significantly exceeding chance accuracies. The results suggest the potential of a two-choice NIRS-BCI based on cognitive rather than motor tasks.
Prediction of protein binding sites in protein structures using hidden Markov support vector machine
Directory of Open Access Journals (Sweden)
Lin Lei
2009-11-01
Full Text Available Abstract Background Predicting the binding sites between two interacting proteins provides important clues to the function of a protein. Recent research on protein binding site prediction has been mainly based on widely known machine learning techniques, such as artificial neural networks, support vector machines, conditional random field, etc. However, the prediction performance is still too low to be used in practice. It is necessary to explore new algorithms, theories and features to further improve the performance. Results In this study, we introduce a novel machine learning model hidden Markov support vector machine for protein binding site prediction. The model treats the protein binding site prediction as a sequential labelling task based on the maximum margin criterion. Common features derived from protein sequences and structures, including protein sequence profile and residue accessible surface area, are used to train hidden Markov support vector machine. When tested on six data sets, the method based on hidden Markov support vector machine shows better performance than some state-of-the-art methods, including artificial neural networks, support vector machines and conditional random field. Furthermore, its running time is several orders of magnitude shorter than that of the compared methods. Conclusion The improved prediction performance and computational efficiency of the method based on hidden Markov support vector machine can be attributed to the following three factors. Firstly, the relation between labels of neighbouring residues is useful for protein binding site prediction. Secondly, the kernel trick is very advantageous to this field. Thirdly, the complexity of the training step for hidden Markov support vector machine is linear with the number of training samples by using the cutting-plane algorithm.
隐马尔可夫模型及其在自动词类标注中的应用%Hidden Markov model and its application in automatic POS tagging
Institute of Scientific and Technical Information of China (English)
冯志伟
2013-01-01
The mathematical research of A. A. Markov to"Eugene Onegin"is introduced in this paper, which shows that the language usage process is a stochastic process. Markov chain and Hidden Markov Model (HMM) are mathematically described by a weather example, then how to apply HMM to the automatic POS tagging in natural language processing is explained.%介绍了马尔可夫对《欧根·奥涅金》的数学研究，说明了语言的使用是一个随机过程，通过天气事件的实例对马尔可夫链和隐马尔可夫模型进行了数学描述，最后应用隐马尔可夫模型来解决自然语言处理中的自动词类标注问题。
Ambrosini, Pierre; Smal, Ihor; Ruijters, Daniel; Niessen, Wiro; Moelker, Adriaan; van Walsum, Theo
2016-11-07
In minimal invasive image guided catheterization procedures, physicians require information of the catheter position with respect to the patient's vasculature. However, in fluoroscopic images, visualization of the vasculature requires toxic contrast agent. Static vasculature roadmapping, which can reduce the usage of iodine contrast, is hampered by the breathing motion in abdominal catheterization. In this paper, we propose a method to track the catheter tip inside the patient's 3D vessel tree using intra-operative single-plane 2D X-ray image sequences and a peri-operative 3D rotational angiography (3DRA). The method is based on a hidden Markov model (HMM) where states of the model are the possible positions of the catheter tip inside the 3D vessel tree. The transitions from state to state model the probabilities for the catheter tip to move from one position to another. The HMM is updated following the observation scores, based on the registration between the 2D catheter centerline extracted from the 2D X-ray image, and the 2D projection of 3D vessel tree centerline extracted from the 3DRA. The method is extensively evaluated on simulated and clinical datasets acquired during liver abdominal catheterization. The evaluations show a median 3D tip tracking error of 2.3 mm with optimal settings in simulated data. The registered vessels close to the tip have a median distance error of 4.7 mm with angiographic data and optimal settings. Such accuracy is sufficient to help the physicians with an up-to-date roadmapping. The method tracks in real-time the catheter tip and enables roadmapping during catheterization procedures.
Gearbox state recognition based on continuous hidden markov model%基于CHMM的齿轮箱状态识别研究
Institute of Scientific and Technical Information of China (English)
滕红智; 赵建民; 贾希胜; 张星辉; 王正军
2012-01-01
针对离散隐Markov模型(HMM)在状态识别中的不足,结合齿轮箱全寿命实验数据,研究了基于连续隐Markov模型(CHMM)的状态识别方法.建立了基于齿轮箱原始振动信号的CHMM状态识别框架,提出了基于K均值算法和交叉验证相结合的状态数优化方法,通过计算待确定观测数据的极大似然概率值来确定齿轮箱当前状态.结果表明,用原始振动信号作为CHMM的输入可以实现状态识别,验证了模型的有效性,为齿轮箱基于状态的维修提供了科学依据.%Combined with full lifetime test data of gearbox, state recognition based on continuous hidden markov model ( CHMM) was studied. The frame of state recognition based on CHMM using original vibration signal was established. Virtues and defects of existing classification methods classifying state in full life cycles were analyzed. State number optimization model was established based on K means and cross validation. Gearbox 's operating state was determined by calculating the maximum log-likelihood. The recognition results showed that the proposed method of state recognition based on CHMM using original vibration signals is feasible and effective.
Directory of Open Access Journals (Sweden)
Nandi Soumyadeep
2007-03-01
Full Text Available Abstract Background Profile Hidden Markov Models (HMM are statistical representations of protein families derived from patterns of sequence conservation in multiple alignments and have been used in identifying remote homologues with considerable success. These conservation patterns arise from fold specific signals, shared across multiple families, and function specific signals unique to the families. The availability of sequences pre-classified according to their function permits the use of negative training sequences to improve the specificity of the HMM, both by optimizing the threshold cutoff and by modifying emission probabilities to minimize the influence of fold-specific signals. A protocol to generate family specific HMMs is described that first constructs a profile HMM from an alignment of the family's sequences and then uses this model to identify sequences belonging to other classes that score above the default threshold (false positives. Ten-fold cross validation is used to optimise the discrimination threshold score for the model. The advent of fast multiple alignment methods enables the use of the profile alignments to align the true and false positive sequences, and the resulting alignments are used to modify the emission probabilities in the original model. Results The protocol, called HMM-ModE, was validated on a set of sequences belonging to six sub-families of the AGC family of kinases. These sequences have an average sequence similarity of 63% among the group though each sub-group has a different substrate specificity. The optimisation of discrimination threshold, by using negative sequences scored against the model improves specificity in test cases from an average of 21% to 98%. Further discrimination by the HMM after modifying model probabilities using negative training sequences is provided in a few cases, the average specificity rising to 99%. Similar improvements were obtained with a sample of G-Protein coupled receptors
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In-Ho Choi
2016-05-01
Full Text Available This study presents a new method to track driver’s facial states, such as head pose and eye-blinking in the real-time basis. Since a driver in the natural driving condition moves his head in diverse ways and his face is often occluded by his hand or the wheel, it should be a great challenge for the standard face models. Among many, Active Appearance Model (AAM, and Active Shape Model (ASM are two favored face models. We have extended Discriminative Bayesian ASM by incorporating the extreme pose cases, called it Pose Extended—Active Shape model (PE-ASM. Two face databases (DB are used for the comparison purpose: one is the Boston University face DB and the other is our custom-made driving DB. Our evaluation indicates that PE-ASM outperforms ASM and AAM in terms of the face fitting against extreme poses. Using this model, we can estimate the driver’s head pose, as well as eye-blinking, by adding respective processes. Two HMMs are trained to model temporal behaviors of these two facial features, and consequently the system can make inference by enumerating these HMM states whether the driver is drowsy or not. Result suggests that it can be used as a driver drowsiness detector in the commercial car where the visual conditions are very diverse and often tough to deal with.
Fieberg, John R.; Paul B Conn
2014-01-01
An important assumption in observational studies is that sampled individuals are representative of some larger study population. Yet, this assumption is often unrealistic. Notable examples include online public-opinion polls, publication biases associated with statistically significant results, and in ecology, telemetry studies with significant habitat-induced probabilities of missed locations. This problem can be overcome by modeling selection probabilities simultaneously with other predicto...
Directory of Open Access Journals (Sweden)
Páez-Borrallo José M
2006-01-01
Full Text Available Location estimation is a recent interesting research area that 0exploits the possibilities of modern communication technology. In this paper, we present a new location system for wireless networks that is especially suitable for indoor terminal-based architectures, as it improves both the speed and the memory requirements. The algorithm is based on the application of linear discriminant functions and Markovian models and its performance has been compared with other systems presented in the literature. Simulation results show a very good performance in reducing the computing time and memory space and displaying an adequate behavior under conditions of few a priori calibration points per position.
Institute of Scientific and Technical Information of China (English)
李荣; 胡志军; 郑家恒
2012-01-01
In order to further enhance the accuracy and efficiency of Web information extraction, for the shortcomings of hybrid method of genetic algorithm and first-order hidden Markov model in the initial value selection and parameter optimization, an improved combined method embedded with genetic algorithm and second-order hidden Markov model was presented. In the hierarchical preprocessing phase, text was segmented hierarchically into proper lines,blocks and words by using the format information and text features. And then the embedded genetic algorithm and second-order hidden Markov hybrid model were adopted to train parameters,and the optimal and sub-optimal chromosomes were all retained to modify initial parameters of Baum-Welch algorithm and genetic algorithm was used repeatedly to fine-tune the second-order hidden Markov model. Finally the improved Viterbi algorithm was used to extract Web information. Experimental results show that the new method improves the performance in precision, recall and time.%为了进一步提高Web信息抽取的准确性和效率,针对Web信息抽取的遗传算法和一阶隐马尔可夫模型混合方法在初值选取和参数寻优上的不足,提出了一种遗传算法和二阶隐马尔可夫模型内嵌结合的改进方法.在分层预处理阶段,利用格式信息和文本特征将文本切分成文本行、块或单个的词等恰当的层次；然后采用内嵌的遗传算法和二阶隐马尔可夫混合模型训练参数,保留最优和次优染色体,修正Baum-Welch算法的初始参数,多次使用遗传算法微调二阶隐马尔可夫模型；最后用改进的Viterbi算法实现Web信息抽取.实验结果表明,改进方法在精确度、召回率指标和时间性能上均比遗传算法和一阶隐马尔可夫模型的混合方法具有更好的性能.
Directory of Open Access Journals (Sweden)
Carlen Peter L
2011-04-01
Full Text Available Abstract Background Epilepsy is a common neurological disorder characterized by recurrent electrophysiological activities, known as seizures. Without the appropriate detection strategies, these seizure episodes can dramatically affect the quality of life for those afflicted. The rationale of this study is to develop an unsupervised algorithm for the detection of seizure states so that it may be implemented along with potential intervention strategies. Methods Hidden Markov model (HMM was developed to interpret the state transitions of the in vitro rat hippocampal slice local field potentials (LFPs during seizure episodes. It can be used to estimate the probability of state transitions and the corresponding characteristics of each state. Wavelet features were clustered and used to differentiate the electrophysiological characteristics at each corresponding HMM states. Using unsupervised training method, the HMM and the clustering parameters were obtained simultaneously. The HMM states were then assigned to the electrophysiological data using expert guided technique. Minimum redundancy maximum relevance (mRMR analysis and Akaike Information Criterion (AICc were applied to reduce the effect of over-fitting. The sensitivity, specificity and optimality index of chronic seizure detection were compared for various HMM topologies. The ability of distinguishing early and late tonic firing patterns prior to chronic seizures were also evaluated. Results Significant improvement in state detection performance was achieved when additional wavelet coefficient rates of change information were used as features. The final HMM topology obtained using mRMR and AICc was able to detect non-ictal (interictal, early and late tonic firing, chronic seizures and postictal activities. A mean sensitivity of 95.7%, mean specificity of 98.9% and optimality index of 0.995 in the detection of chronic seizures was achieved. The detection of early and late tonic firing was
Institute of Scientific and Technical Information of China (English)
Xiaoyun MO; Jieming ZHOU; Hui OU; Xiangqun YANG
2013-01-01
Given a new Double-Markov risk model DM =(μ,Q,v,H; Y,Z) and Double-Markov risk process U ={U(t),t ≥ 0}.The ruin or survival problem is addressed.Equations which the survival probability satisfied and the formulas of calculating survival probability are obtained.Recursion formulas of calculating the survival probability and analytic expression of recursion items are obtained.The conclusions are expressed by Q matrix for a Markov chain and transition probabilities for another Markov Chain.
基于隐Markov模型的最优资产组合选择%Optimal Portfolio Selection under Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
张玲
2014-01-01
在具有可观测和不可观测状态的金融市场中，利用隐马尔可夫链描述不可观测状态的动态过程，研究了不完全信息市场中的多阶段最优投资组合选择问题。通过构造充分统计量，不完全信息下的投资组合优化问题转化为完全信息下的投资组合优化问题，利用动态规划方法求得了最优投资组合策略和最优值函数的解析解。作为特例，还给出了市场状态完全可观测时的最优投资组合策略和最优值函数。%This paper studied a multi-period optimal portfolio selection problem in the financial market consisting of the observable and the unobservable market states where the dynamics of the unobservable market states is described by a hidden Markov chain.By using the sufficient statistic method,the portfolio optimization problem with incomplete information was converted into the one with complete information.The optimal investment strategy and the optimal value function were derived in closed-form by adopting the dynamic programming approach.The optimal portfolio strategy and the optimal value function in the special case where the market states are completely observable were also presented.
Institute of Scientific and Technical Information of China (English)
吴俊政; 严卫东; 边辉; 倪维平
2012-01-01
Using the Local Contextual Hidden Markov Model(LCHMM) in uniform discrete curvelet domain, an image denoising algorithm is proposed. After introducing the characteristics of the new transform, the statistical distribution rules of it are analyzed, which shows that the hidden markov model is suited to model the new transform's coefficients. The estimative coefficients of denoised image can be abtained by the model' s parameters, which are captured through expectation maximization training method. The proposed algorithm is applied to denoising the optical image and high resolution SAR image respectively. Compared with the LCHMMs in wavelet and contourlet domain, the experimental results show that the proposed algorithm can reduce noise effectively with well edge-preserving ability.%提出了一种在均匀离散曲波域中利用局部上下文隐马尔可夫模型进行建模的图像降噪算法.介绍均匀离散曲波变换的特点,分析其系数的统计分布规律,表明适合用隐马尔可夫模型对其进行建模.通过期望最大化训练获取模型的参数,利用参数得到降噪图像的系数估计.分别对光学图像和高分辨率的SAR图像进行了降噪实验,与小波域、轮廓波域的局部上下文隐马尔可夫模型等降噪方法进行比较,结果表明,提出的算法能够有效地去除噪声,具有较强的边缘保持能力.
Model Checking Interactive Markov Chains
Neuhausser, M.; Zhang, Lijun; Esparza, J.; Majumdar, R.
2010-01-01
Hermanns has introduced interactive Markov chains (IMCs) which arise as an orthogonal extension of labelled transition systems and continuous-time Markov chains (CTMCs). IMCs enjoy nice compositional aggregation properties which help to minimize the state space incrementally. However, the model chec
一种基于隐马尔科夫模型的雷达辐射源识别算法%A Radar Emitter Recognition Algorithm Based on Hidden Markov Models
Institute of Scientific and Technical Information of China (English)
关一夫; 张国毅
2015-01-01
Aiming at the problem that modern radars use complex PRI modulation types which make them can’t be accurately recognized,this article puts forward a recognition method for radar emitters with complex PRI modulation types based on Hidden Markov Models. The method issues transforms the problem foregoing into a problem of recognition for specific code sequences with classification characteristics,modeling it as Hidden Markov Models by employing symbolic time series analysis theory of symbolic dynamics,and realizing the accurate recognition for emitters with such complex PRI modulation types as PRI jitter,pseudo random coded,etc. Simulation results demonstrate that the method issued possesses good recognition capability even when PRI values of different emitters exist partial overlap.%针对现代雷达采用复杂的PRI样式不能对其进行准确识别的问题，提出一种基于隐马尔科夫模型的复杂体制雷达辐射源识别算法。该算法将具有复杂PRI样式辐射源识别问题转化为对具有分类特征的码序列的识别问题，通过运用符号动力学中符号时间序列分析（symbolic time series analysis）理论，将上述码序列识别问题建模为隐马尔科夫模型予以解决，实现了对具有PRI抖动、伪随机编码等复杂PRI调制样式雷达辐射源的准确识别。仿真结果证明算法在PRI值有部分重叠的情况下仍具有很好的识别能力。
Institute of Scientific and Technical Information of China (English)
周韶园; 谢磊; 王树青
2005-01-01
An integrated framework is presented to represent and classify process data for on-line identifying abnormal operating conditions. It is based on pattern recognition principles and consists of a feature extraction step, by which wavelet transform and principal component analysis are used to capture the inherent characteristics from process measurements, followed by a similarity assessment step using hidden Markov model (HMM) for pattern comparison. In most previous cases, a fixed-length moving window was employed to track dynamic data, and often failed to capture enough information for each fault and sometimes even deteriorated the diagnostic performance. A variable moving window, the length of which is modified with time, is introduced in this paper and case studies on the Tennessee Eastman process illustrate the potential of the proposed method.
Institute of Scientific and Technical Information of China (English)
赵丽娜; 刘作军; 苟斌; 杨鹏
2014-01-01
Effective pre-recognition of human gait is one of the key points to make the dynamic prosthetic knee joint coordinate with the body movement. Acceleration sensor installed in the prosthetic socket and pressure sensor installed in the plantar are used to acquire body’s motion information. According to regularity and repeatability characteristics, hidden Markov model is adopted to analyze the acquired motion information and performing gait pre-recognition. The experiments show that the gait pre-recognition of dynamic lower prosthesis based on hidden Markov model is effective and accurate.%为使动力型假肢膝关节协调配合人体的运动，关键是对人体行走步态进行有效预识别。本文利用安装在假肢接受腔上的加速度传感器和安装在足底的压力传感器采集人体的运动信息，根据人体运动的规律性和重复性特点，通过将隐马尔可夫模型引入到所获得的运动信息中来分析并预识别人体的运动步态。实验表明，基于隐马尔可夫模型的动力型下肢假肢的步态预识别方法是有效并且准确的。
Institute of Scientific and Technical Information of China (English)
刘伯高
2015-01-01
对利用基因算法训练连续隐马尔柯夫模型的语音识别的具体算法进行系统的研究；然后基于该语音识别技术对深圳市司法局社区矫正声纹识别系统进行详细设计。该系统上线后的运行结果表明，利用基因算法训练连续隐马尔柯夫模型的语音识别算法的识别速度较快同时具有较高的识别率。基于模式识别技术的司法社区矫正声纹识别系统建设在我国司法系统目前尚处于起步阶段，推广和建设司法社区矫正声纹识别系统具有重要的现实意义。%Systematic research was done on the specific algorithm for speech recognition in using genetic algorithm to train continuous hidden Markov mode.Then the detailed design of Voiceprint Recognition System of Community Correction Objects in the Shenzhen City Bureau of Justice has been done based on the speech recognition technology.The system run-ning results show that the recognition rate of recognition algorithm using genetic algorithm to train continuous hidden Mark-ov model is faster and has a higher rate of recognition.Construction of voiceprint recognition system of judicial community correction objects based on pattern recognition is still in the junior stage in our judicial system,and promotion and the con-struction of voiceprint recognition system of judicial community correction objects have the important practical significance.
Deviney, Frank A.; Rice, Karen; Brown, Donald E.
2012-01-01
Natural resource managers require information concerning the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates. An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.
Bayesian texture segmentation based on wavelet domain hidden markov tree and the SMAP rule
Institute of Scientific and Technical Information of China (English)
SUN Jun-xi; ZHANG Su; ZHAO Yong-ming; CHEN Ya-zhu
2005-01-01
According to the sequential maximum a posteriori probability (SMAP) rule, this paper proposes a novel multi-scale Bayesian texture segmentation algorithm based on the wavelet domain Hidden Markov Tree (HMT) model. In the proposed scheme, interscale label transition probability is directly defined and resoled by an EM algorithm. In order to smooth out the variations in the homogeneous regions, intrascale context information is considered. A Gaussian mixture model (GMM) in the redundant wavelet domain is also exploited to formulate the pixel-level statistical features of texture pattern so as to avoid the influence of the variance of pixel brightness. The performance of the proposed method is compared with the state-of-the-art HMTSeg method and evaluated by the experiment results.
Generalized Markov branching models
Li, Junping
2005-01-01
In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...
Generalized Markov branching models
Li, Junping
2005-01-01
In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented. We then moved on to investigate the basic proper...
基于隐马尔可夫模型的人脸识别研究与实现%The Research and Implement of Face Recognition Base on the Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
费训; 庄纪军; 程炜; 储正阳
2014-01-01
人脸识别是图像识别中受人关注较多的领域之一，人们希望计算机能有像人类一样有强大的视觉能力。人脸识别属于生物特征是识别一种，虽然准确性不如虹膜、指纹的识别，但由于它的简单、直观、易于采集特征且对用户无害，使它成为容易被用户接受的一种生物特征识别。该文介绍了基于隐马尔科夫模型进行人脸识别的算法和具体系统的实现。首先介绍识别所需的图像特征提取算法“二维离散余弦变换”和匹配算法“高斯混合模型和隐马尔可夫模型”，其次介绍依据算法实现系统的过程。%Face recognition is one of the image areas of concern more people want to have a computer as powerful as the human visual capabilities. Biometric face recognition is to identify a part, though not as good as the accuracy of iris, fingerprint recogni-tion, but because it is simple, intuitive, easy-to-capture features and user-friendly, making it easy to accept a biometric user iden-tified. This thesis focus on the way base on Hidden Markov Model. At first Thesis introduces the core algorithms required for rec-ognition, including image feature extraction algorithm"Two-dimensional discrete cosine transform";matching algorithm"Gauss-ian mixture model and Hidden Markov models". Then the tell the how to use the algorithm develop a face recognition system.
Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks
Zhu, Shijia; Wang, Yadong
2015-12-01
Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.
Zhu, Shijia; Wang, Yadong
2015-12-18
Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is 'stationarity', and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.
Institute of Scientific and Technical Information of China (English)
黄小娟; 吴荣腾
2014-01-01
人脸表情识别是人工智能领域中极富挑战性的课题，针对表情识别中存在的识别率低与计算量大的问题，提出了一种新的改进的隐马尔可夫表情识别模型参数优化的算法。先采用新的初始参数优化模型，然后利用Baum-Welch算法进行重估计，从而建立新的HMM人脸表情模型。实验结果表明，新模型明显提高了人脸表情的识别率并降低了计算量。%Facial expression recognition is quite a challenging subject in the field of artificial intelligence. Aiming at the problems of low recognition rate and the large computational problem of face expression recognition,a new modified parameter optimization algo-rithm is proposed for facial expression recognition based on the hidden Markov model. The method uses the initial parameters to opti-mize the model,and then uses Baum-Welch algorithm to estimate the parameters again. Hence,the new facial expression model based on HMM is established. The experimental results show that the new model significantly reduces the calculation amount and improve the facial expression recognition rate.
Relative survival multistate Markov model.
Huszti, Ella; Abrahamowicz, Michal; Alioum, Ahmadou; Binquet, Christine; Quantin, Catherine
2012-02-10
Prognostic studies often have to deal with two important challenges: (i) separating effects of predictions on different 'competing' events and (ii) uncertainty about cause of death. Multistate Markov models permit multivariable analyses of competing risks of, for example, mortality versus disease recurrence. On the other hand, relative survival methods help estimate disease-specific mortality risks even in the absence of data on causes of death. In this paper, we propose a new Markov relative survival (MRS) model that attempts to combine these two methodologies. Our MRS model extends the existing multistate Markov piecewise constant intensities model to relative survival modeling. The intensity of transitions leading to death in the MRS model is modeled as the sum of an estimable excess hazard of mortality from the disease of interest and an 'offset' defined as the expected hazard of all-cause 'natural' mortality obtained from relevant life-tables. We evaluate the new MRS model through simulations, with a design based on registry-based prognostic studies of colon cancer. Simulation results show almost unbiased estimates of prognostic factor effects for the MRS model. We also applied the new MRS model to reassess the role of prognostic factors for mortality in a study of colorectal cancer. The MRS model considerably reduces the bias observed with the conventional Markov model that does not permit accounting for unknown causes of death, especially if the 'true' effects of a prognostic factor on the two types of mortality differ substantially.
Institute of Scientific and Technical Information of China (English)
马建威; 陈洪辉; STEPHAN Reiff-Marganiec
2016-01-01
针对现阶段越来越多的服务开始部署于云环境，服务数量呈几何级增长，必须获取并推荐最优服务，而传统的基于内容的过滤或协同过滤方法缺乏对新用户和冗余服务的有效处理方法，提出一种在云环境下对最优服务进行有效推荐的方法。首先，分析2种协同过滤方法的优缺点，并提出改进的混合推荐算法；其次，针对常常被忽略的新用户学习策略，提出新用户偏好的确定方法；针对服务的动态变化情况，基于隐马尔科夫模型(hidden Markov model)提出一种冗余服务消解策略。最后，基于真实数据集和通过公开API获取的公共服务集进行实验。研究结果表明：所提出的算法与其他方法相比具有更高的准确度和更好的服务质量，能更有效地提高系统性能。%With the increase of the number of users using web services for online activities through thousands of services, proper services must be obtained; however, the existing methods such as content-based approaches or collaborative filtering do not consider new users and redundant services. An effective approach was proposed to recommend the most appropriate services in a cloud computing environment. Firstly, a hybrid collaborative filtering method was proposed to recommend services. The method greatly enhances the prediction of the current QoS value which may differ from that of the service publication phase. Secondly, a strategy was proposed to obtain the preferences of the new users who are neglected in other research. Thirdly, a HMM (hidden Markov model)-based approach was proposed to identify redundant services in a dynamic situation. Finally, several experiments were set up based on real data set and publicly published web services data set. The results show that the proposed algorithm has better performance than other methods.
Chen, Jinsong; Hubbard, Susan S.; Williams, Kenneth H.
2013-10-01
Although mechanistic reaction networks have been developed to quantify the biogeochemical evolution of subsurface systems associated with bioremediation, it is difficult in practice to quantify the onset and distribution of these transitions at the field scale using commonly collected wellbore datasets. As an alternative approach to the mechanistic methods, we develop a data-driven, statistical model to identify biogeochemical transitions using various time-lapse aqueous geochemical data (e.g., Fe(II), sulfate, sulfide, acetate, and uranium concentrations) and induced polarization (IP) data. We assume that the biogeochemical transitions can be classified as several dominant states that correspond to redox transitions and test the method at a uranium-contaminated site. The relationships between the geophysical observations and geochemical time series vary depending upon the unknown underlying redox status, which is modeled as a hidden Markov random field. We estimate unknown parameters by maximizing the joint likelihood function using the maximization-expectation algorithm. The case study results show that when considered together aqueous geochemical data and IP imaginary conductivity provide a key diagnostic signature of biogeochemical stages. The developed method provides useful information for evaluating the effectiveness of bioremediation, such as the probability of being in specific redox stages following biostimulation where desirable pathways (e.g., uranium removal) are more highly favored. The use of geophysical data in the approach advances the possibility of using noninvasive methods to monitor critical biogeochemical system stages and transitions remotely and over field relevant scales (e.g., from square meters to several hectares).
Institute of Scientific and Technical Information of China (English)
杨玉婷; 段丁娜; 张欢; 夏顺仁
2015-01-01
目的 克服隐马尔可夫模型(hidden Markov model,HMM)训练过程中易陷入局部最优问题,提高基于HMM的人体运动识别准确率.方法 提出一种基于带差分步长的头脑风暴优化(brain storm optimization with differential step,BSO-DS)算法来改进HMM训练过程的方法,进而利用该方法对实际人体运动视频进行运动识别,并将结果与经典的基于Baum-Welch (BW)算法的HMM识别结果进行比较分析.结果 本文所提方法在解决HMM训练问题时,可以得到更大的log-likelihood值,所得到的HMM可以更好地表达训练数据,其运动识别准确率达到92.2％,较BW算法有较大提升.结论 BSO-DS算法可以有效搜索全局最优,更好地解决HMM的训练问题,同时提升了运动识别准确率,为人体运动分析提供了新思路.
基于主题隐马尔科夫模型的人体异常行为识别%Human Abnormal Behavior Recognition Based on Topic Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
朱旭东; 刘志镜
2012-01-01
This paper aimed to address the problem of modeling human behavior patterns captured in surveillance videos for the application of online normal behavior recognition and anomaly detection. From the perspective of cognitive psychology,a novel method was developed for automatic behavior modeling and online anomaly detection without the need for manual labeling of the training data set The work has been done with the hierarchical structure,following the routine of "Video Representation-Semantic Behavior (Topic) Model-Behavior Classification": 1) A compact and effective behavior representation method is developed based on spatial-temporal interest point detection. 2) The natural grouping of behavior patterns is determined through a novel clustering algorithm, topic hidden Markov model (THMM) built upon the existing hidden Markov model (HMM) and latent Dirichlet allocation (LDA), which overcomes the current limitations in accuracy, robustness,and computational efficiency. The new model is a four-level hierarchical Bayesian model, in which each video is modeled as a Markov chain of behavior patterns where each behavior pattern is a distribution over some segments of the video. Each of these segments in the video can be modeled as a mixture of actions where each action is a distribution over spatial-temporal words. 3) An online anomaly measure is introduced to detect abnormal behavior, whereas normal behavior is recognized by runtime accumulative visual evidence using likelihood ratio test (LRT) method. Experimental results demonstrate the effectiveness and robustness of our approach using noisy and sparse data sets collected from a real surveillance scenario.%针对基于监控视频的人体异常行为识别问题,提出了基于主题隐马尔科夫模型的人体异常行为识别方法,即通过无任何人工标注的视频训练集自动学习人体行为模型,并能够应用学到的人体行为模型实时检测异常行为和识别正常行为.这一方法主
Directory of Open Access Journals (Sweden)
Renato Cesar Sato
2010-09-01
Full Text Available Markov Chains provide support for problems involving decision on uncertainties through a continuous period of time. The greater availability and access to processing power through computers allow that these models can be used more often to represent clinical structures. Markov models consider the patients in a discrete state of health, and the events represent the transition from one state to another. The possibility of modeling repetitive events and time dependence of probabilities and utilities associated permits a more accurate representation of the evaluated clinical structure. These templates can be used for economic evaluation in health care taking into account the evaluation of costs and clinical outcomes, especially for evaluation of chronic diseases. This article provides a review of the use of modeling within the clinical context and the advantages of the possibility of including time for this type of study.
Institute of Scientific and Technical Information of China (English)
刘国海; 江兴科; 梅从立
2011-01-01
针对生物发酵过程中一些生物参量难以用仪表进行在线检测的问题,提出一种基于连续隐Markov模型（CHMM）的发酵过程软测量建模方法.为减少建模过程的计算量,提出了改进最小分类误差准则,用于CHMM软测量模型参数估计.为避免软测量结果在发酵过程监测与控制实际应用中存在的盲目性,提出了在线评价软测量结果可靠性的可信度评价指标.实验结果表明了所提出方法的有效性以及可信度评价指标的实际意义.%A soft sensing modeling method based on continuous hidden Markov model（CHMM） is developed to deal with the problem that some biologic variables cannot be measured directly online in fermentation process.In order to reduce the computation quantity of modeling process,improved minimum classification error criteria is used to train the CHMMbased soft sensor.Meanwhile,a soft sensing credibility evaluation index is proposed to avoid blindness problem during the practical application of soft sensing result to monitoring in fermentation process.The testing result shows the effectiveness of the proposed method and the practical significance of the credibility evaluation index.
Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET
Energy Technology Data Exchange (ETDEWEB)
Hatt, M [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Lamare, F [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609, (France); Boussion, N [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Turzo, A [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Collet, C [Ecole Nationale Superieure de Physique de Strasbourg (ENSPS), ULP, Strasbourg, F-67000 (France); Salzenstein, F [Institut d' Electronique du Solide et des Systemes (InESS), ULP, Strasbourg, F-67000 (France); Roux, C [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Jarritt, P [Medical Physics Agency, Royal Victoria Hospital, Belfast (United Kingdom); Carson, K [Medical Physics Agency, Royal Victoria Hospital, Belfast (United Kingdom); Rest, C Cheze-Le [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Visvikis, D [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France)
2007-07-21
Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm{sup 3} and 64 mm{sup 3}). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The
Lapuyade-Lahorgue, Jerome; Xue, Jing-Hao; Ruan, Su
2017-03-21
Nowadays, multi-source image acquisition attracts an increasing interest in many fields such as multi-modal medical image segmentation. Such acquisition aims at considering complementary information to perform image segmentation since the same scene has been observed by various types of images. However, strong dependency often exists between multi-source images. This dependency should be taken into account when we try to extract joint information for precisely making a decision. In order to statistically model this dependency between multiple sources, we propose a novel multi-source fusion method based on the Gaussian copula. The proposed fusion model is integrated in a statistical framework with the hidden Markov field inference in order to delineate a target volume from multi-source images. Estimation of parameters of the models and segmentation of the images are jointly performed by an iterative algorithm based on Gibbs sampling. Experiments are performed on multi-sequence MRI to segment tumors. The results show that the proposed method based on the Gaussian copula is effective to accomplish multi-source image segmentation.
Institute of Scientific and Technical Information of China (English)
刘韬; 陈进; 董广明
2014-01-01
The fusion of multi-channel bearing monitoring information can obtain more accurate results in bearing fault diagnosis.Here,a rolling element bearing fault diagnosis scheme based on KPCA and coupled hidden Markov model (CHMM) was presented.At first,the features were extracted from bearing vibration signals of multi-channel, respectively.Then,the KPCA was utilized to reduce the feature dimensions.At last,the new KPCA features were input into a CHMMto be fused and to diagnose bearing faults.The data acquired from bearings’states under normal conditions, and states with inner race faults,outer race faults and rolling body faults were analyzed.The results demonstrated the effectiveness and validity of the proposed method.%针对多通道数据的有效融合能够更加准确地诊断轴承的故障，提出了一种基于KPCA和耦合隐马尔可夫模型（CHMM）的轴承故障诊断方法。首先，分别对轴承各通道的振动信号进行特征提取，获得特征向量。然后采用 KP-CA 对各通道的特征向量分别进行特征约减，获取主要的信息成分。最后，利用 CHMM对多通道信息进行融合和故障诊断。通过对滚动轴承在正常、内圈故障、外圈故障和滚动体故障状态下实验数据的分析表明，该方法能够更加有效地诊断轴承的故障。
Rotation-invariant image retrieval using hidden Markov tree for remote sensing data
Miao, Congcong; Zhao, Yindi
2014-11-01
The rapid increase in quantity of available remote sensing data brought an urgent need for intelligent retrieval techniques for remote sensing images. As one of the basic visual characteristics and important information sources of remote sensing images, texture is widely used in the scheme of remote sensing image retrieval. Since many images or regions with identical texture features usually show the diversity of direction, the consideration of rotation-invariance in the description of texture features is of significance both theoretically and practically. To address these issues, we develop a rotation-invariant image retrieval method based on the texture features of remote sensing images. We use the steerable pyramid transform to get the multi-scale and multi-orientation representation of texture images. Then we employ the hidden Markov tree (HMT) model, which provides a good tool to describe texture feature, to capture the dependencies across scales and orientations, by which the statistical properties of the transform domain coefficients can be obtained. Utilizing the inherent tree structure of the HMT and its fast training and likelihood computation algorithms, we can extract the rotation-invariant features of texture images. Similarity between the query image and each candidate image in the database can be measured by computing the Kullback-Leibler distance between the corresponding models. We evaluate the retrieval effectiveness of the algorithm with Brodatz texture database and remote sensing images. The experimental results show that this method has satisfactory performance in image retrieval and less sensitivity to texture rotation.
Segmentation of cone-beam CT using a hidden Markov random field with informative priors
Moores, M.; Hargrave, C.; Harden, F.; Mengersen, K.
2014-03-01
Cone-beam computed tomography (CBCT) has enormous potential to improve the accuracy of treatment delivery in image-guided radiotherapy (IGRT). To assist radiotherapists in interpreting these images, we use a Bayesian statistical model to label each voxel according to its tissue type. The rich sources of prior information in IGRT are incorporated into a hidden Markov random field model of the 3D image lattice. Tissue densities in the reference CT scan are estimated using inverse regression and then rescaled to approximate the corresponding CBCT intensity values. The treatment planning contours are combined with published studies of physiological variability to produce a spatial prior distribution for changes in the size, shape and position of the tumour volume and organs at risk. The voxel labels are estimated using iterated conditional modes. The accuracy of the method has been evaluated using 27 CBCT scans of an electron density phantom. The mean voxel-wise misclassification rate was 6.2%, with Dice similarity coefficient of 0.73 for liver, muscle, breast and adipose tissue. By incorporating prior information, we are able to successfully segment CBCT images. This could be a viable approach for automated, online image analysis in radiotherapy.
Research on Network Intrusion Detection Based on Hidden Markov Model%基于HMM的网络入侵检测研究
Institute of Scientific and Technical Information of China (English)
李丛
2012-01-01
入侵检测系统是保护网络安全的重要手段,是一种基于入侵行为发现的主动保护、免受攻击的网络安全技术.而防火墙等传统的入侵检测系统在有效性、适应性和可扩展性方面都存在不足,尤其是在遇到新的入侵类型时变得无能为力.文章在对入侵检测基本知识等进行介绍的基础上,依据在网络数据包中发现的频繁情节,设计了基于HMM的误用检测模型,实现了在没有任何手工规则的前提下,仅根据网络数据包的特征,就能较为准确地检测出已知的和未知的攻击.通过实验表明,该文提出的方案能较好地检测复杂网络的攻击.%Intrusion detection system is an important means to protect network security and a network security technology which can protect network from attack based on intrusion detection. Traditional intrusion detection systems such as firewall lack effectiveness, adaptability and extensibility, and especially, they become ineffective in the face of new kind of attacks. After introducing the basic knowledge a-bout intrusion detection, this dissertation designs misuse intrusion detection model based on HMM according to the frequent episodes discov-ered in the network data packets. The mode! Is able to detect known and unknown attacks only based on the features of the data without any manual rules. Experimental evaluation shows that the model proposed in the dissertation are more efficient and effective.
Modelling proteins' hidden conformations to predict antibiotic resistance
Hart, Kathryn M.; Ho, Chris M. W.; Dutta, Supratik; Gross, Michael L.; Bowman, Gregory R.
2016-10-01
TEM β-lactamase confers bacteria with resistance to many antibiotics and rapidly evolves activity against new drugs. However, functional changes are not easily explained by differences in crystal structures. We employ Markov state models to identify hidden conformations and explore their role in determining TEM's specificity. We integrate these models with existing drug-design tools to create a new technique, called Boltzmann docking, which better predicts TEM specificity by accounting for conformational heterogeneity. Using our MSMs, we identify hidden states whose populations correlate with activity against cefotaxime. To experimentally detect our predicted hidden states, we use rapid mass spectrometric footprinting and confirm our models' prediction that increased cefotaxime activity correlates with reduced Ω-loop flexibility. Finally, we design novel variants to stabilize the hidden cefotaximase states, and find their populations predict activity against cefotaxime in vitro and in vivo. Therefore, we expect this framework to have numerous applications in drug and protein design.
基于隐马尔科夫模型的RCS识别方法研究%A Study on RCS Recognition Method of Radar Targets Based on Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
郭武; 朱明明; 杨红兵
2013-01-01
RCS time series is decided by target characteristic of electromagnetic scattering and attitude motion characteristics, it contains the abundant information including material, size and framework, of the radar target. RCS is an important measure source to recognize the radar target. Hidden Markov Model ( HMM) is a kind of probability model represented by parametric for describing statistical characteristics of random process, it is a non-stationary random process without memory. HMM has the very strong ability to describe the characterization of time-varying signals, and it can classify the time-varying signals with different characteristics as a dynamic pattern classifier. In this paper the variation patterns of RCS was characterized by HMM, and the radar targets were recognized based on the different types of their variation patterns of RCS. The efficiency of the presented algorithm was showed with experimental results.%雷达散射截面(RCS)时间序列由目标电磁散射特性和姿态运动特性共同决定,包含了雷达目标的材质、尺寸和结构等信息,是实现雷达目标识别的重要测量量.隐马尔科夫模型(HMM)是一种用参数表示的用于描述随机过程统计特性的概率模型,是一个无记忆的非平稳随机过程,具有很强的表征时变信号的能力,非常适合作为动态模式分类器,对具有不同变化特性的时变信号进行分类识别.文中利用HMM表征雷达目标RCS序列变化模式(规律),根据不同类别目标RCS序列变化模式的差异对雷达目标进行分类识别.实测数据验证结果表明,该算法具有较高的识别概率.
Adaptive Online Retail Web Site Based on Hidden Markov Model%基于隐马尔可夫模型的在线零售站点的自适应
Institute of Scientific and Technical Information of China (English)
王实; 高文; 黄铁军; 马继勇; 李锦涛
2001-01-01
There is a problem in online retail: the conflict between the different interests of all customers to different commodities and the commodity classification structure of Web site. This problem will make most customers access overabundant Web pages. To solve the problem, the Web page data, server data, and marketing data are mined to build a hidden Markov model. The authors use association rule discovery to get the large item set. Viterbi algorithm is used to find some paths that come from the root Web page to the Web page that the center of the large item set is in. This large item set is marked in the nodes that are in the paths. Through these steps, one can calculate all item sets and mark them in these paths. The large item sets will compete in the nodes for the limited space. Through this method the Web site will adjust itself to reduce the total access time of all users. This method can also be used in analysis of paths, advertisements, and reconstructing the Web site.%开展在线零售业务存在的问题是，群体用户必须浏览许多无关的页面,才能最终找到自己所需要的商品.解决该问题的一个思路是:建立一个隐马尔可夫模型,通过关联规则发现算法发现关联购买集合;然后通过Viterbi算法求出从首页到一个关联购买集合中心的具有最大被购买概率的一些路径;在这些路径上标注关联购买集合;当处理完所有的关联购买集合之后,通过竞争来决定出现在导航页面上的物品集,最终将导航页合理地变成导航购买页.即站点可以自动根据群体用户的访问购买情况进行自适应.此外，该方法也是一种很好的通过建立隐马尔可夫模型来分析购买访问路径的方法,可以被广泛地用于Web站点的路径分析、广告和人工重构中.
Fingerprint segmentation based on hidden Markov models
Klein, S.; Bazen, A.M.; Veldhuis, R.N.J.
2002-01-01
An important step in fingerprint recognition is segmentation. During segmentation the fingerprint image is decomposed into foreground, background and low-quality regions. The foreground is used in the recognition process, the background is ignored. The low-quality regions may or may not be used, dep
Modelling and analysis of Markov reward automata
Guck, Dennis; Timmer, Mark; Hatefi, Hassan; Ruijters, Enno; Stoelinga, Mariëlle
2014-01-01
Costs and rewards are important ingredients for many types of systems, modelling critical aspects like energy consumption, task completion, repair costs, and memory usage. This paper introduces Markov reward automata, an extension of Markov automata that allows the modelling of systems incorporating
Al-Ghraibah, Amani
error of approximately 3/4 a GOES class. We also consider thresholding the regressed flare size for the experiment containing both flaring and non-flaring regions and find a TPR. of 0.69 and a TNR of 0.86 for flare prediction, consistent with our previous studies of flare prediction using the same magnetic complexity features. The results for both of these size regression experiments are consistent across a wide range of predictive time windows, indicating that the magnetic complexity features may be persistent in appearance long before flare activity. This conjecture is supported by our larger error rates of some 40 hours in the time-to-flare regression problem. The magnetic complexity features considered here appear to have discriminative potential for flare size, but their persistence in time makes them less discriminative for the time-to-flare problem. We also study the prediction of solar flare size and time-to-flare using two temporal features, namely the ▵- and ▵-▵-features, the same average size and time-to-flare regression error are found when these temporal features are used in size and time-to-flare prediction. In the third topic, we study the temporal evolution of active region magnetic fields using Hidden Markov Models (HMMs) which is one of the efficient temporal analyses found in literature. We extracted 38 features which describing the complexity of the photospheric magnetic field. These features are converted into a sequence of symbols using k-nearest neighbor search method. We study many parameters before prediction; like the length of the training window Wtrain which denotes to the number of history images use to train the flare and non-flare HMMs, and number of hidden states Q. In training phase, the model parameters of the HMM of each category are optimized so as to best describe the training symbol sequences. In testing phase, we use the best flare and non-flare models to predict/classify active regions as a flaring or non-flaring region
Markov chains models, algorithms and applications
Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen
2013-01-01
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods
一种基于图像底层特征的隐马尔可夫人体检测方法%Low-Level Image Features Based Human Body Detection Using Hidden Markov Model
Institute of Scientific and Technical Information of China (English)
徐翠; 郑颖; 汪增福
2009-01-01
提出一种单幅图像中的人体检测方法.该方法用隐马尔可夫模型表示人体,根据给定的人体结构序列估计产生该序列的图像区域,从而将人体检测问题转化为隐马尔可夫解码问题求解.首先对图像进行Mean-Shift分割,并根据颜色信息搜索出属于躯干的区域,然后将明暗度、颜色及边缘3种底层特征相结合,估计特征匹配概率并由此获得四肢部分的候选区域.最后估计候选区域的连接概率并利用隐马尔可夫解码算法找出最优的人体配置区域.实验结果表明,该方法对于复杂背景中具有不同姿态的人体图像可得到较满意的检测结果.和其它检测方法相比,该方法并非单纯地给出矩形近似的人体各个部分,同时还获得较完整分割的人体图像.尤其对于图像分辨率较低、图像中的人体较小且存在运动模糊的情况,该方法能够获得较好的检测结果.%A method for human body detection from single image is presented. A hidden Markov model (HMM) is used to represent the human body. Based on the given series of human body configuration, the best image segments are inferred. Thus, the problem of human body detection is transformed into a HMM decoding one. Firstly, the image is segmented using Mean-Shift based procedure and the torso regions are searched according to color information. Secondly, the low-level features of shading, color and contour are combined to estimate the probability of feature matching and find the limb candidates. Finally, the connection probabilities of candidates are computed and the best fit human body regions are inferred by HMM decoding algorithm. The experimental results indicate that the proposed detection method detects reasonable human body well even from images with. complex background and various pose. Compared with other detection methods, the proposed method approximates the body parts by rectangles and gets the integrally segmented human region
Modeling Multiple Risks: Hidden Domain of Attraction
Mitra, Abhimanyu
2011-01-01
Hidden regular variation is a sub-model of multivariate regular variation and facilitates accurate estimation of joint tail probabilities. We generalize the model of hidden regular variation to what we call hidden domain of attraction. We exhibit examples that illustrate the need for a more general model and discuss detection and estimation techniques.
Uncertainty quantification for Markov chain models.
Meidani, Hadi; Ghanem, Roger
2012-12-01
Transition probabilities serve to parameterize Markov chains and control their evolution and associated decisions and controls. Uncertainties in these parameters can be associated with inherent fluctuations in the medium through which a chain evolves, or with insufficient data such that the inferential value of the chain is jeopardized. The behavior of Markov chains associated with such uncertainties is described using a probabilistic model for the transition matrices. The principle of maximum entropy is used to characterize the probability measure of the transition rates. The formalism is demonstrated on a Markov chain describing the spread of disease, and a number of quantities of interest, pertaining to different aspects of decision-making, are investigated.
Efficient Approach for Semantic Web Searching Using Markov Model
Directory of Open Access Journals (Sweden)
Pradeep Salve
2012-09-01
Full Text Available The semantic search usually the web pages for the required information and filter the pages from semantic web searching unnecessary pages by using advanced algorithms. Web pages are vulnerable in answering intelligent semantic search from the user due to the confidence of their consequences on information obtainable in web pages. To get the trusted results semantic web search engines require searching for pages that maintain such information at some place including domain knowledge. The layered model of Semantic Web provides solution to this problem by providing semantic web search based on HMM for optimization of search engines tasks, specialty focusing on how to construct a new model structure to improve the extraction of web pages. We classify the search results using some search engines and some different search keywords provide a significant improvement in search accuracy. Semantic web is segmented from the elicited information of various websites based on their characteristic of semi-structure in order to improve the accuracy and efficiency of the transition matrix. Also, it optimizes the observation probability distribution and the estimation accuracy of state transition sequence by adopting the “voting strategy” and alter Viterbi algorithm. In this paper, we have presented a hybrid system that includes both hidden Markov models and rich markov model that showed the effectiveness of combining implicit search with rich Markov models for a recommender system.
关于树指标隐Markov链及其等价定义∗%Equivalent Definitions of T-indexed Hidden Markov Chains
Institute of Scientific and Technical Information of China (English)
王豹; 杨卫国
2015-01-01
本文参照直线上隐Markov模型的概念，给出有限树指标隐Markov链的定义。在该定义中，树指标隐Markov链由两个树指标随机过程组成，其中第一个树指标随机过程是树指标Markov链，是不能被直接观测到的隐藏链；第二个树指标随机过程是可被观测的且关于第一个树指标随机过程条件独立，对于树上的任意一个顶点，第二个随机过程此处的取值只信赖于隐藏链中此处的取值。最后，我们给出了树指标隐Markov链的三个等价定义。%In this paper, we give the definition of tree indexed hidden Markov chain with finite state space based on the concept of hidden Markov model. In our definition, tree indexed hidden Markov chain consists of two tree indexed random processes. The underlying process is a tree indexed Markov chain and can not be observed, and the second process is conditional independent of the former. For the arbitrary vertex in tree, the second process only dependents on the underlying process. Finally, we propose three equivalent definitions.
[Decision analysis in radiology using Markov models].
Golder, W
2000-01-01
Markov models (Multistate transition models) are mathematical tools to simulate a cohort of individuals followed over time to assess the prognosis resulting from different strategies. They are applied on the assumption that persons are in one of a finite number of states of health (Markov states). Each condition is given a transition probability as well as an incremental value. Probabilities may be chosen constant or varying over time due to predefined rules. Time horizon is divided into equal increments (Markov cycles). The model calculates quality-adjusted life expectancy employing real-life units and values and summing up the length of time spent in each health state adjusted for objective outcomes and subjective appraisal. This sort of modeling prognosis for a given patient is analogous to utility in common decision trees. Markov models can be evaluated by matrix algebra, probabilistic cohort simulation and Monte Carlo simulation. They have been applied to assess the relative benefits and risks of a limited number of diagnostic and therapeutic procedures in radiology. More interventions should be submitted to Markov analyses in order to elucidate their cost-effectiveness.
Efficient Modelling and Generation of Markov Automata
Timmer, Mark; Katoen, Joost-Pieter; Pol, van de Jaco; Stoelinga, Mariëlle; Koutny, M.; Ulidowski, I.
2012-01-01
This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the M
Performance Modeling of Communication Networks with Markov Chains
Mo, Jeonghoon
2010-01-01
This book is an introduction to Markov chain modeling with applications to communication networks. It begins with a general introduction to performance modeling in Chapter 1 where we introduce different performance models. We then introduce basic ideas of Markov chain modeling: Markov property, discrete time Markov chain (DTMe and continuous time Markov chain (CTMe. We also discuss how to find the steady state distributions from these Markov chains and how they can be used to compute the system performance metric. The solution methodologies include a balance equation technique, limiting probab
Markov Model Applied to Gene Evolution
Institute of Scientific and Technical Information of China (English)
季星来; 孙之荣
2001-01-01
The study of nucleotide substitution is very important both to our understanding of gene evolution and to reliable estimation of phylogenetic relationships. In this paper nucleotide substitution is assumed to be random and the Markov model is applied to the study of the evolution of genes. Then a non-linear optimization approach is proposed for estimating substitution in real sequences. This substitution is called the "Nucleotide State Transfer Matrix". One of the most important conclusions from this work is that gene sequence evolution conforms to the Markov process. Also, some theoretical evidences for random evolution are given from energy analysis of DNA replication.
Evaluation of Usability Utilizing Markov Models
Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane
2012-01-01
Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…
Efficient Modelling and Generation of Markov Automata
Timmer, Mark; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette
2012-01-01
This presentation introduces a process-algebraic framework with data for modelling and generating Markov automata. We show how an existing linearisation procedure for process-algebraic representations of probabilistic automata can be reused to transform systems in our new framework to a special
Modelling and analysis of Markov reward automata (extended version)
Guck, Dennis; Timmer, Mark; Hatefi, Hassan; Ruijters, Enno; Stoelinga, Mariëlle
2014-01-01
Costs and rewards are important ingredients for cyberphysical systems, modelling critical aspects like energy consumption, task completion, repair costs, and memory usage. This paper introduces Markov reward automata, an extension of Markov automata that allows the modelling of systems incorporating
Characterization of prokaryotic and eukaryotic promoters usinghidden Markov models
DEFF Research Database (Denmark)
Pedersen, Anders Gorm; Baldi, Pierre; Brunak, Søren
1996-01-01
that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma-70 and sigma-54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely......In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... have at the same time the ability to find clusters and the ability to model the sequential structure in the input data. This is highly relevant in situations where the variance in the data is high, as is the case for the subclass structure in for example promoter sequences....
Markov dynamic models for long-timescale protein motion.
Chiang, Tsung-Han
2010-06-01
Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.
Grey-Markov Model for Road Accidents Forecasting
Institute of Scientific and Technical Information of China (English)
李相勇; 严余松; 蒋葛夫
2003-01-01
In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.
Study of Simplification of Markov Model for Analyzing System Dependability
Energy Technology Data Exchange (ETDEWEB)
Son, Gwang Seop; Kim, Dong Hoon; Choi, Jong Gyun [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2015-05-15
In this paper, we introduce the simplification methodology of the Markov model for analyzing system dependability using system failure rate concept. This system failure rate is the probability that the system is failed or unavailable given that the system was as good as at this time. Using this parameter, the Markov model of sub system can be replaced to the system failure rate and then this parameter just is considered in the Markov model of whole system. In this paper, we proposed the method to simplify the Markov model in complex system architecture. We define the system failure rate and using this parameter, the Markov model of system could be simplified.
MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL
Directory of Open Access Journals (Sweden)
Eder Oliveira Abensur
2014-05-01
Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.
Institute of Scientific and Technical Information of China (English)
吴一全; 宋昱; 吴诗婳; 张宇飞
2013-01-01
The presence of speckle noise in the marine spill oil SAR images seriously affects the follow—up image segmentation, feature extraction and classification. To suppress the speckle in the marine spill oil SAR images more effectively, a method of reducing the speckle noise in the marine spill oil SAR images based on the hidden Markov tree model in complex Contourlet transform domain is proposed in this paper, firstly, the observed image is taken the logarithm and the complex contourlet transform is performed. Then the hidden Markov tree model is a-dopted to a model the band pass directional subband coefficients between adjacent scales in complex contourlet domain. Moreover, the denoised coefficients are estimated according to Bayes minimum mean square error criterion. Finally, the inverse complex contourlet transform and the exponential transform are performed to obtain the despeckled image. A large number of experimental results show that, compared with four classical filtering methods such as Lee filter, Kuan filter, Frost filter and Gamma Map filter, and the methods based on the hidden Markov tree model in wavelet or contourlet transform domain, the proposed method in this paper has superior comprehensive performance according to subjective visual and objective quantitative evaluation. It is an effective preprocessing method of marine spill oil detection based on SAR remote sensing images.%海面溢油SAR图像中的相干斑噪声严重影响了后续的图像分割、特征提取和分类.为了更有效地抑制海面溢油SAR图像相干斑,文中提出了一种基于复contourlet域隐马尔科夫树模型的海面溢油SAR图像相干斑抑制方法.首先对观测图像取对数并进行复contourlet变换；然后在复contourlet域中用隐马尔科夫树模型对相邻尺度间的带通方向子带系数进行建模,并依据贝叶斯最小均方误差准则估计无噪系数；最后进行逆复contourlet变换和指数变换,得到相干斑抑制后
A critical appraisal of Markov state models
Schütte, Ch.; Sarich, M.
2015-09-01
Markov State Modelling as a concept for a coarse grained description of the essential kinetics of a molecular system in equilibrium has gained a lot of attention recently. The last 10 years have seen an ever increasing publication activity on how to construct Markov State Models (MSMs) for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecular sensors to molecular aggregation. Simultaneously the accompanying theory behind MSM building and approximation quality has been developed well beyond the concepts and ideas used in practical applications. This article reviews the main theoretical results, provides links to crucial new developments, outlines the full power of MSM building today, and discusses the essential limitations still to overcome.
On the representability of complete genomes by multiple competing finite-context (Markov models.
Directory of Open Access Journals (Sweden)
Armando J Pinho
Full Text Available A finite-context (Markov model of order k yields the probability distribution of the next symbol in a sequence of symbols, given the recent past up to depth k. Markov modeling has long been applied to DNA sequences, for example to find gene-coding regions. With the first studies came the discovery that DNA sequences are non-stationary: distinct regions require distinct model orders. Since then, Markov and hidden Markov models have been extensively used to describe the gene structure of prokaryotes and eukaryotes. However, to our knowledge, a comprehensive study about the potential of Markov models to describe complete genomes is still lacking. We address this gap in this paper. Our approach relies on (i multiple competing Markov models of different orders (ii careful programming techniques that allow orders as large as sixteen (iii adequate inverted repeat handling (iv probability estimates suited to the wide range of context depths used. To measure how well a model fits the data at a particular position in the sequence we use the negative logarithm of the probability estimate at that position. The measure yields information profiles of the sequence, which are of independent interest. The average over the entire sequence, which amounts to the average number of bits per base needed to describe the sequence, is used as a global performance measure. Our main conclusion is that, from the probabilistic or information theoretic point of view and according to this performance measure, multiple competing Markov models explain entire genomes almost as well or even better than state-of-the-art DNA compression methods, such as XM, which rely on very different statistical models. This is surprising, because Markov models are local (short-range, contrasting with the statistical models underlying other methods, where the extensive data repetitions in DNA sequences is explored, and therefore have a non-local character.
Modelling the Heterogeneous Markov Attrition Process .
Directory of Open Access Journals (Sweden)
Jau Yeu Menq
1993-01-01
Full Text Available A model for heterogeneous dynamics combat as a continuos-time Markov process has been studied, and on account of the special form of its infinitesimal generator, recursive algorithms are derived to compute the important characteristics of the combat, such as the combat time distribution, expected value and variance, and the probability of winning and expected survivors. Numerical results are also presented. This approach can also be used to consider initial contact forces of both sides as random variables.
Sistem Bonus Malus sebagai Model Rantai Markov
Directory of Open Access Journals (Sweden)
- Supandi
2010-06-01
Full Text Available Sistem bonus-malus (BMS yang dibangun mempunyaiÂ tujuan untuk membuat premi yang dibayarkan oleh tertanggung sedekat mungkin dengan harapan terjadinya klaim setiap tahunnya. Bila kita ingin meneliti bagaimana efisiensi suatu BMS, kita harus melihat bagaimana premi itu bergantungÂ pada frekuensi klaim. Efisiensi sistem bonus-malus dicari melalui model Markovnya,Â yaitu dengan mencari distribusi stasioner dari rantai markov BMS-nya. Dalam paper ini BMS yang digunakan adalah BMS Brasil dan modifkasinya pada nilai preminya untuk keadaan bawah. Dari modifikasi ini akan dibahas pengaruh perubahan premi terhadapÂ efisiensi BMS tersebut. Kata kunci : BMS, rantai markov, stationer,Â efisiensi
Probabilistic Reachability for Parametric Markov Models
DEFF Research Database (Denmark)
Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun
2011-01-01
Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...... is computed. Afterwards, this expression is evaluated to a closed form function representing the reachability probability. This paper investigates how this idea can be turned into an effective procedure. It turns out that the bottleneck lies in the growth of the regular expression relative to the number...... of states (n(log n)).We therefore proceed differently, by tightly intertwining the regular expression computation with its evaluation. This allows us to arrive at an effective method that avoids this blow up in most practical cases. We give a detailed account of the approach, also extending to parametric...
Markov models for accumulating mutations
Beerenwinkel, Niko
2007-01-01
We introduce and analyze a waiting time model for the accumulation of genetic changes. The continuous time conjunctive Bayesian network is defined by a partially ordered set of mutations and by the rate of fixation of each mutation. The partial order encodes constraints on the order in which mutations can fixate in the population, shedding light on the mutational pathways underlying the evolutionary process. We study a censored version of the model and derive equations for an EM algorithm to perform maximum likelihood estimation of the model parameters. We also show how to select the maximum likelihood poset. The model is applied to genetic data from different cancers and from drug resistant HIV samples, indicating implications for diagnosis and treatment.
A Markov model of the Indus script.
Rao, Rajesh P N; Yadav, Nisha; Vahia, Mayank N; Joglekar, Hrishikesh; Adhikari, R; Mahadevan, Iravatham
2009-08-18
Although no historical information exists about the Indus civilization (flourished ca. 2600-1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system.
Directory of Open Access Journals (Sweden)
Carlos Alejandro De Luna Ortega
2006-01-01
Full Text Available En este artículo se aborda el diseño de un reconocedor de voz, con el idioma español mexicano, del estado de Aguascalientes, de palabras aisladas, con dependencia del hablante y vocabulario pequeño, empleando Redes Neuronales Artificiales (ANN por sus siglas en inglés, Alineamiento Dinámico del Tiempo (DTW por sus siglas en inglés y Modelos Ocultos de Markov (HMM por sus siglas en inglés para la realización del algoritmo de reconocimiento.
Predicting Protein Secondary Structure with Markov Models
DEFF Research Database (Denmark)
Fischer, Paul; Larsen, Simon; Thomsen, Claus
2004-01-01
we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained......The primary structure of a protein is the sequence of its amino acids. The secondary structure describes structural properties of the molecule such as which parts of it form sheets, helices or coils. Spacial and other properties are described by the higher order structures. The classification task...
Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis
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Andrean Hutama Koosasi
2017-03-01
Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.
Markov and mixed models with applications
DEFF Research Database (Denmark)
Mortensen, Stig Bousgaard
This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... as a deterministic mean value using ordinary differential equations to which a random error is added. This thesis explores methods based on stochastic differential equations (SDEs) to extend the models to more adequately describe both true random biological variations and also variations due to unknown...... the individual in almost any thinkable way. This project focuses on measuring the eects on sleep in both humans and animals. The sleep process is usually analyzed by categorizing small time segments into a number of sleep states and this can be modelled using a Markov process. For this purpose new methods...
Multivariate Markov chain modeling for stock markets
Maskawa, Jun-ichi
2003-06-01
We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.
On Equalities for BLUEs under Misspecified Gauss-Markov Models
Institute of Scientific and Technical Information of China (English)
Yong Ge TIAN
2009-01-01
This paper studies relationships between the best linear unbiased estimators (BLUEs) of an estimable parametric functions Kβ under the Gauss-Markov model {y, Xβ, σ~22∑} and its misspecified model {y, X_0β, σ~2∑_0}. In addition, relationships between BLUEs under a restricted Ganss-Markov model and its misspecified model are also investigated.
A Markov Chain Model for Contagion
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Angelos Dassios
2014-11-01
Full Text Available We introduce a bivariate Markov chain counting process with contagion for modelling the clustering arrival of loss claims with delayed settlement for an insurance company. It is a general continuous-time model framework that also has the potential to be applicable to modelling the clustering arrival of events, such as jumps, bankruptcies, crises and catastrophes in finance, insurance and economics with both internal contagion risk and external common risk. Key distributional properties, such as the moments and probability generating functions, for this process are derived. Some special cases with explicit results and numerical examples and the motivation for further actuarial applications are also discussed. The model can be considered a generalisation of the dynamic contagion process introduced by Dassios and Zhao (2011.
Estimation and uncertainty of reversible Markov models
Trendelkamp-Schroer, Benjamin; Paul, Fabian; Noé, Frank
2015-01-01
Reversibility is a key concept in the theory of Markov models, simplified kinetic models for the conforma- tion dynamics of molecules. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is therefore crucial to the successful application of the previously developed theory. In this work we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference.
Ancestry inference in complex admixtures via variable-length Markov chain linkage models.
Rodriguez, Jesse M; Bercovici, Sivan; Elmore, Megan; Batzoglou, Serafim
2013-03-01
Inferring the ancestral origin of chromosomal segments in admixed individuals is key for genetic applications, ranging from analyzing population demographics and history, to mapping disease genes. Previous methods addressed ancestry inference by using either weak models of linkage disequilibrium, or large models that make explicit use of ancestral haplotypes. In this paper we introduce ALLOY, an efficient method that incorporates generalized, but highly expressive, linkage disequilibrium models. ALLOY applies a factorial hidden Markov model to capture the parallel process producing the maternal and paternal admixed haplotypes, and models the background linkage disequilibrium in the ancestral populations via an inhomogeneous variable-length Markov chain. We test ALLOY in a broad range of scenarios ranging from recent to ancient admixtures with up to four ancestral populations. We show that ALLOY outperforms the previous state of the art, and is robust to uncertainties in model parameters.
Markov branching in the vertex splitting model
Stefansson, Sigurdur Orn
2011-01-01
We study a special case of the vertex splitting model which is a recent model of randomly growing trees. For any finite maximum vertex degree $D$, we find a one parameter model, with parameter $\\alpha \\in [0,1]$ which has a so--called Markov branching property. When $D=\\infty$ we find a two parameter model with an additional parameter $\\gamma \\in [0,1]$ which also has this feature. In the case $D = 3$, the model bears resemblance to Ford's $\\alpha$--model of phylogenetic trees and when $D=\\infty$ it is similar to its generalization, the $\\alpha\\gamma$--model. For $\\alpha = 0$, the model reduces to the well known model of preferential attachment. In the case $\\alpha > 0$, we prove convergence of the finite volume probability measures, generated by the growth rules, to a measure on infinite trees which is concentrated on the set of trees with a single spine. We show that the annealed Hausdorff dimension with respect to the infinite volume measure is $1/\\alpha$. When $\\gamma = 0$ the model reduces to a model of ...
El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar
2014-11-01
Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.
Markov source model for printed music decoding
Kopec, Gary E.; Chou, Philip A.; Maltz, David A.
1995-03-01
This paper describes a Markov source model for a simple subset of printed music notation. The model is based on the Adobe Sonata music symbol set and a message language of our own design. Chord imaging is the most complex part of the model. Much of the complexity follows from a rule of music typography that requires the noteheads for adjacent pitches to be placed on opposite sides of the chord stem. This rule leads to a proliferation of cases for other typographic details such as dot placement. We describe the language of message strings accepted by the model and discuss some of the imaging issues associated with various aspects of the message language. We also point out some aspects of music notation that appear problematic for a finite-state representation. Development of the model was greatly facilitated by the duality between image synthesis and image decoding. Although our ultimate objective was a music image model for use in decoding, most of the development proceeded by using the evolving model for image synthesis, since it is computationally far less costly to image a message than to decode an image.
Markov Graph Model Computation and Its Application to Intrusion Detection
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Markov model is usually selected as the base model of user action in the intrusion detection system (IDS). However, the performance of the IDS depends on the status space of Markov model and it will degrade as the space dimension grows. Here, Markov Graph Model (MGM) is proposed to handle this issue. Specification of the model is described, and several methods for probability computation with MGM are also presented. Based on MGM,algorithms for building user model and predicting user action are presented. And the performance of these algorithms such as computing complexity, prediction accuracy, and storage requirement of MGM are analyzed.
Compositional Modeling and Minimization of Time-Inhomogeneous Markov Chains
Han, T.; Katoen, J.P.; Mereacre, A.
2008-01-01
This paper presents a compositional framework for the modeling of interactive continuous-time Markov chains with time-dependent rates, a subclass of communicating piecewise deterministic Markov processes. A poly-time algorithm is presented for computing the coarsest quotient under strong bisimulatio
Performance evaluation:= (process algebra + model checking) x Markov chains
Hermanns, H.; Katoen, J.P.; Larsen, Kim G.; Nielsen, Mogens
2001-01-01
Markov chains are widely used in practice to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This tutorial paper shows how successful model specification and analysis techniques from concurrency theory c
Markov chains and semi-Markov models in time-to-event analysis.
Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J
2013-10-25
A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.
Approximate N-Gram Markov Model for Natural Language Generation
Chen, H H; Chen, Hsin-Hsi; Lee, Yue-Shi
1994-01-01
This paper proposes an Approximate n-gram Markov Model for bag generation. Directed word association pairs with distances are used to approximate (n-1)-gram and n-gram training tables. This model has parameters of word association model, and merits of both word association model and Markov Model. The training knowledge for bag generation can be also applied to lexical selection in machine translation design.
A markov classification model for metabolic pathways
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Mamitsuka Hiroshi
2010-01-01
Full Text Available Abstract Background This paper considers the problem of identifying pathways through metabolic networks that relate to a specific biological response. Our proposed model, HME3M, first identifies frequently traversed network paths using a Markov mixture model. Then by employing a hierarchical mixture of experts, separate classifiers are built using information specific to each path and combined into an ensemble prediction for the response. Results We compared the performance of HME3M with logistic regression and support vector machines (SVM for both simulated pathways and on two metabolic networks, glycolysis and the pentose phosphate pathway for Arabidopsis thaliana. We use AltGenExpress microarray data and focus on the pathway differences in the developmental stages and stress responses of Arabidopsis. The results clearly show that HME3M outperformed the comparison methods in the presence of increasing network complexity and pathway noise. Furthermore an analysis of the paths identified by HME3M for each metabolic network confirmed known biological responses of Arabidopsis. Conclusions This paper clearly shows HME3M to be an accurate and robust method for classifying metabolic pathways. HME3M is shown to outperform all comparison methods and further is capable of identifying known biologically active pathways within microarray data.
Markov state modeling of sliding friction
Pellegrini, F.; Landes, François P.; Laio, A.; Prestipino, S.; Tosatti, E.
2016-11-01
Markov state modeling (MSM) has recently emerged as one of the key techniques for the discovery of collective variables and the analysis of rare events in molecular simulations. In particular in biochemistry this approach is successfully exploited to find the metastable states of complex systems and their evolution in thermal equilibrium, including rare events, such as a protein undergoing folding. The physics of sliding friction and its atomistic simulations under external forces constitute a nonequilibrium field where relevant variables are in principle unknown and where a proper theory describing violent and rare events such as stick slip is still lacking. Here we show that MSM can be extended to the study of nonequilibrium phenomena and in particular friction. The approach is benchmarked on the Frenkel-Kontorova model, used here as a test system whose properties are well established. We demonstrate that the method allows the least prejudiced identification of a minimal basis of natural microscopic variables necessary for the description of the forced dynamics of sliding, through their probabilistic evolution. The steps necessary for the application to realistic frictional systems are highlighted.
On the Markov-dependent risk model with tax
Institute of Scientific and Technical Information of China (English)
PENG Xing-chun; WANG Wen-yuan; HU Yi-jun
2015-01-01
In this paper we consider the Markov-dependent risk model with tax payments in which the claim occurrence, the claim amount as well as the tax rate are controlled by an irreducible discrete-time Markov chain. Systems of integro-diff erential equations satisfied by the expected discounted tax payments and the non-ruin probability in terms of the ruin probabilities under the Markov-dependent risk model without tax are established. The analytical solutions of the systems of integro-diff erential equations are also obtained by the iteration method.
Optimized Markov State Models for Metastable Systems
Guarnera, Enrico
2016-01-01
A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones to build Markov State Models. If the optimized metastability index is small, this automatically guarantees the accuracy of the MSM in the sense that the transitions between the target milestones is indeed approximately Markovian. The method is simple to implement and use, it does not require that the dynamics on the trial milestones be Markovian, and it also offers the possibility to partition the system's state-space by assigning every trial milestone to the target milestones it is most likely to visit next and to identify transition state regions. Here the method is tested on the Gly-Ala-Gly peptide, where it shown to correctly identify the known metastable states in the dihedral angle space of the molecule without a priori information about these states. It is also applied to analyze the folding landscape of the Beta3s min-protein, where it is shown to i...
Prognostics for Steam Generator Tube Rupture using Markov Chain model
Energy Technology Data Exchange (ETDEWEB)
Kim, Gibeom; Heo, Gyunyoung [Kyung Hee University, Yongin (Korea, Republic of); Kim, Hyeonmin [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2016-10-15
This paper will describe the prognostics method for evaluating and forecasting the ageing effect and demonstrate the procedure of prognostics for the Steam Generator Tube Rupture (SGTR) accident. Authors will propose the data-driven method so called MCMC (Markov Chain Monte Carlo) which is preferred to the physical-model method in terms of flexibility and availability. Degradation data is represented as growth of burst probability over time. Markov chain model is performed based on transition probability of state. And the state must be discrete variable. Therefore, burst probability that is continuous variable have to be changed into discrete variable to apply Markov chain model to the degradation data. The Markov chain model which is one of prognostics methods was described and the pilot demonstration for a SGTR accident was performed as a case study. The Markov chain model is strong since it is possible to be performed without physical models as long as enough data are available. However, in the case of the discrete Markov chain used in this study, there must be loss of information while the given data is discretized and assigned to the finite number of states. In this process, original information might not be reflected on prediction sufficiently. This should be noted as the limitation of discrete models. Now we will be studying on other prognostics methods such as GPM (General Path Model) which is also data-driven method as well as the particle filer which belongs to physical-model method and conducting comparison analysis.
DEFF Research Database (Denmark)
Sørup, Hjalte Jomo Danielsen; Madsen, Henrik; Arnbjerg-Nielsen, Karsten
2011-01-01
A very fine temporal and volumetric resolution precipitation time series is modeled using Markov models. Both 1st and 2nd order Markov models as well as seasonal and diurnal models are investigated and evaluated using likelihood based techniques. The 2nd order Markov model is found to be insignif...
Markov Chain: A Predictive Model for Manpower Planning ...
African Journals Online (AJOL)
ADOWIE PERE
numerous previous studies have applied Markov chain models in describing title or level promotions .... is one of the most crucial, complex and continuing ... computational tools that will enable administrators to ... random variables. ,.... ,.
Modeling Uncertainty of Directed Movement via Markov Chains
Directory of Open Access Journals (Sweden)
YIN Zhangcai
2015-10-01
Full Text Available Probabilistic time geography (PTG is suggested as an extension of (classical time geography, in order to present the uncertainty of an agent located at the accessible position by probability. This may provide a quantitative basis for most likely finding an agent at a location. In recent years, PTG based on normal distribution or Brown bridge has been proposed, its variance, however, is irrelevant with the agent's speed or divergent with the increase of the speed; so they are difficult to take into account application pertinence and stability. In this paper, a new method is proposed to model PTG based on Markov chain. Firstly, a bidirectional conditions Markov chain is modeled, the limit of which, when the moving speed is large enough, can be regarded as the Brown bridge, thus has the characteristics of digital stability. Then, the directed movement is mapped to Markov chains. The essential part is to build step length, the state space and transfer matrix of Markov chain according to the space and time position of directional movement, movement speed information, to make sure the Markov chain related to the movement speed. Finally, calculating continuously the probability distribution of the directed movement at any time by the Markov chains, it can be get the possibility of an agent located at the accessible position. Experimental results show that, the variance based on Markov chains not only is related to speed, but also is tending towards stability with increasing the agent's maximum speed.
Chan, Brigitte
2010-04-01
DRDC Ottawa is investigating high resolution synthetic aperture radar (SAR) techniques to perform 3-D imaging through walls in urban operations. Through-wall capabilities of interest include room mapping, imaging of in-wall structures, and detection of objects of interest. Such capabilities would greatly enhance situational awareness for military forces operating in the urban battle space. Current activities include hardware and software development and testing of an L-band through-wall SAR (TWSAR) system. Detection algorithms and automatic target recognition (ATR) systems are under investigation using experimental 2-D data. ATR may be more difficult in urban environments due to the high number of detectable objects and multi-path artifacts. Furthermore, penetrating through walls presents a formidable challenge as wall effects can greatly interfere with image quality inside buildings. By classifying wall material, wall compensation algorithms can be applied to enhance the image. In this paper, we present results from our preliminary investigation on detecting internal and external wall structures and their features (including doors and windows as well as internal wall construction) from scenes acquired with a single channel L-band TWSAR system. We evaluate the effectiveness of automatic detection based on the contourlet domain hidden Markov tree in the context of detecting wall edges and building features, while minimizing the amount of false edge detection. This work will form the basis of wall compensation algorithm development. The detection technique will also be used to detect objects of interests beyond walls once the SAR images have been wall compensated.
Dynamic Gesture Recognition Using Hidden Markov Model in Static Background
Directory of Open Access Journals (Sweden)
Malvika Bansal
2011-11-01
Full Text Available Human Computer Interaction is a challenging endeavor.Being able to communicate with your computer (or robot just as we humans interact with one another has been the prime objective of HCI research since the last two decades. A number of devices have been invented, each bringing with it a new aspect of interaction. Much work has gone into Speech and Gesture Recognition to develop an approach that would allow users to interact with their system by simple using their voice or simple intuitive gestures as against sitting in front of the computer and using a mouse or keyboard. Natural Interaction must be fast, convenient and reliable. In our project, we intend to develop one such natural interaction interface, one that can recognize hand gesture movements in real time using HMM but by using Computer Vision instead of sensory gloves.
Motion Imitation and Recognition using Parametric Hidden Markov Models
DEFF Research Database (Denmark)
Herzog, Dennis; Ude, Ales; Krüger, Volker
2008-01-01
The recognition and synthesis of parametric movements play an important role in human-robot interaction. To understand the whole purpose of an arm movement of a human agent, both its recognition (e.g., pointing or reaching) as well as its parameterization (i.e., where the agent is pointing at) ar...... ensure that the synthesized movements can be applied to different configurations of the external world and are thus suitable for actions that involve the manipulation of objects....
Computational Advances and Applications of Hidden (Semi-)Markov Models
Bulla, Jan
2013-01-01
The document is my habilitation thesis, which is a prerequisite for obtaining the "habilitation à diriger des recherche (HDR)" in France (https://fr.wikipedia.org/wiki/Habilitation_universitaire#En_France). The thesis is of cumulative form, thus providing an overview of my published works until summer 2013.
Hidden Markov Model Classification of Myoelectric Signals in Speech
2007-11-02
Biomedical Engineering, University of New Brunswick, Fredericton , Canada 2Department of Electrical and Computer Engineering, University of New Brunswick... Fredericton , Canada Proceedings – 23rd Annual Conference – IEEE/EMBS Oct.25-28, 2001, Istanbul, TURKEY 0-7803-7211-5/01$10.00©2001 IEEE Report...Performing Organization Name(s) and Address(es) Institute of Bioemdical Engineering University of New Brunswick Fredericton , Canada Performing Organization
Computational Advances and Applications of Hidden (Semi-)Markov Models
Bulla, Jan
2013-01-01
The document is my habilitation thesis, which is a prerequisite for obtaining the "habilitation à diriger des recherche (HDR)" in France (https://fr.wikipedia.org/wiki/Habilitation_universitaire#En_France). The thesis is of cumulative form, thus providing an overview of my published works until summer 2013.
An Efficient Hidden Markov Model for Offline Handwritten Numeral Recognition
Saritha, B S
2010-01-01
Traditionally, the performance of ocr algorithms and systems is based on the recognition of isolated characters. When a system classifies an individual character, its output is typically a character label or a reject marker that corresponds to an unrecognized character. By comparing output labels with the correct labels, the number of correct recognition, substitution errors misrecognized characters, and rejects unrecognized characters are determined. Nowadays, although recognition of printed isolated characters is performed with high accuracy, recognition of handwritten characters still remains an open problem in the research arena. The ability to identify machine printed characters in an automated or a semi automated manner has obvious applications in numerous fields. Since creating an algorithm with a one hundred percent correct recognition rate is quite probably impossible in our world of noise and different font styles, it is important to design character recognition algorithms with these failures in min...
Parametric Hidden Markov Models for Recognition and Synthesis of Movements
DEFF Research Database (Denmark)
Herzog, Dennis; Krüger, Volker; Grest, Daniel
2008-01-01
the applicability for online recognition based on very noisy 3D tracking data. The use of a parametric representation of movements is shown in a robot demo, where a robot removes objects from a table as demonstrated by an advisor. The synthesis for motor control is performed for arbitrary table-top positions.......In humanoid robotics, the recognition and synthesis of parametric movements plays an extraordinary role for robot human interaction. Such a parametric movement is a movement of a particular type (semantic), for example, similar pointing movements performed at different table-top positions....... For understanding the whole meaning of a movement of a human, the recognition of its type, likewise its parameterization are important. Only both together convey the whole meaning. Vice versa, for mimicry, the synthesis of movements for the motor control of a robot needs to be parameterized, e.g., by the relative...
Drum Sound Detection in Polyphonic Music with Hidden Markov Models
National Research Council Canada - National Science Library
Paulus, Jouni; Klapuri, Anssi
2009-01-01
...) and recognise the instruments played. Contrary to many earlier methods, a separate sound event segmentation is not done, but connected HMMs are used to perform the segmentation and recognition jointly...
Hidden Markov models for estimating animal mortality from anthropogenic hazards
Carcasses searches are a common method for studying the risk of anthropogenic hazards to wildlife, including non-target poisoning and collisions with anthropogenic structures. Typically, numbers of carcasses found must be corrected for scavenging rates and imperfect detection. ...
Geolocating fish using Hidden Markov Models and Data Storage Tags
DEFF Research Database (Denmark)
Thygesen, Uffe Høgsbro; Pedersen, Martin Wæver; Madsen, Henrik
2009-01-01
to be Gaussian or belong to any other of the usual families of distributions and can thus address constraints from shorelines and other nonlinear effects; the method can and does produce bimodal distributions. We discuss merits and limitations of the method, and perspectives for the more general problem...
Hidden Symmetries of Stochastic Models
Directory of Open Access Journals (Sweden)
Boyka Aneva
2007-05-01
Full Text Available In the matrix product states approach to $n$ species diffusion processes the stationary probability distribution is expressed as a matrix product state with respect to a quadratic algebra determined by the dynamics of the process. The quadratic algebra defines a noncommutative space with a $SU_q(n$ quantum group action as its symmetry. Boundary processes amount to the appearance of parameter dependent linear terms in the algebraic relations and lead to a reduction of the $SU_q(n$ symmetry. We argue that the boundary operators of the asymmetric simple exclusion process generate a tridiagonal algebra whose irriducible representations are expressed in terms of the Askey-Wilson polynomials. The Askey-Wilson algebra arises as a symmetry of the boundary problem and allows to solve the model exactly.
Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H
2015-01-01
With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.
Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.
2015-01-01
With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet & Dube, 2011) that observed 160 participants’ food consumption and momentary emotions six times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal healthiness decision, the proposed Reciprocal Markov Model (RMM) can accommodate both hidden (“general” emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent to the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120
Stochastic model of milk homogenization process using Markov's chain
A. A. Khvostov; R. S. Sumina; G. I. Kotov; Ivanov, A. V.
2016-01-01
The process of development of a mathematical model of the process of homogenization of dairy products is considered in the work. The theory of Markov's chains was used in the development of the mathematical model, Markov's chain with discrete states and continuous parameter for which the homogenisation pressure is taken, being the basis for the model structure. Machine realization of the model is implemented in the medium of structural modeling MathWorks Simulink™. Identification of the model...
Segovia, Fermín.; Salas-Gonzalez, Diego; Górriz, Juan M.; Ramírez, Javier; Martínez-Murcia, Francisco J.
2017-03-01
18F-DMFP-PET is a neuroimaging modality that allows us to analyze the striatal dopamine. Thus, it is recently emerging as an effective tool to assist the diagnosis of Parkinsonism and differentiate among parkinsonian syndromes. However the analysis of these data, which require specific preprocessing methods, is still poorly covered. In this work we demonstrate a novel methodology based on Hidden Markov Random Fields (HMRF) and the Gaussian distribution to preprocess 18F-DMFP-PET data. First, we performed a selection of voxels based on the analysis of the histogram in order to remove low-signal regions and regions outside the brain. Specifically, we modeled the histogram of intensities of a neuroimage with a mixture of two Gaussians and then, using a HMRF algorithm the voxels corresponding to the low-intensity Gaussian were discarded. This procedure is similar to the tissue segmentation usually applied to Magnetic Resonance Imaging data. Secondly, the intensity of the selected voxels was scaled so that the Gaussian that models the histogram for each neuroimage has same mean and standard deviation. This step made comparable the data from different patients, without removing the characteristic patterns of each patient's disorder. The proposed approach was evaluated using a computer system based on statistical classification that separated the neuroimages according to the parkinsonian variant they represented. The proposed approach achieved higher accuracy rates than standard approaches for voxel selection (based on atlases) and intensity normalization (based on the global mean).
Numerical methods in Markov chain modeling
Philippe, Bernard; Saad, Youcef; Stewart, William J.
1989-01-01
Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.
Markov Model of Wind Power Time Series UsingBayesian Inference of Transition Matrix
DEFF Research Database (Denmark)
Chen, Peiyuan; Berthelsen, Kasper Klitgaard; Bak-Jensen, Birgitte
2009-01-01
This paper proposes to use Bayesian inference of transition matrix when developing a discrete Markov model of a wind speed/power time series and 95% credible interval for the model verification. The Dirichlet distribution is used as a conjugate prior for the transition matrix. Three discrete Markov...... models are compared, i.e. the basic Markov model, the Bayesian Markov model and the birth-and-death Markov model. The proposed Bayesian Markov model shows the best accuracy in modeling the autocorrelation of the wind power time series....
Building Higher-Order Markov Chain Models with EXCEL
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
2004-01-01
Categorical data sequences occur in many applications such as forecasting, data mining and bioinformatics. In this note, we present higher-order Markov chain models for modelling categorical data sequences with an efficient algorithm for solving the model parameters. The algorithm can be implemented easily in a Microsoft EXCEL worksheet. We give a…
A Markov Model for Commen-Cause Failures
DEFF Research Database (Denmark)
Platz, Ole
1984-01-01
A continuous time four-state Markov chain is shown to cover several of the models that have been used for describing dependencies between failures of components in redundant systems. Among these are the models derived by Marshall and Olkin and by Freund and models for one-out-of-three and two......-out-of-three systems with identical components....
Fujikawa, Kazuo
2013-01-01
Hidden-variables models are critically reassessed. It is first examined if the quantum discord is classically described by the hidden-variable model of Bell in the Hilbert space with $d=2$. The criterion of vanishing quantum discord is related to the notion of reduction and, surprisingly, the hidden-variable model in $d=2$, which has been believed to be consistent so far, is in fact inconsistent and excluded by the analysis of conditional measurement and reduction. The description of the full contents of quantum discord by the deterministic hidden-variables models is not possible. We also re-examine CHSH inequality. It is shown that the well-known prediction of CHSH inequality $|B|\\leq 2$ for the CHSH operator $B$ introduced by Cirel'son is not unique. This non-uniqueness arises from the failure of linearity condition in the non-contextual hidden-variables model in $d=4$ used by Bell and CHSH, in agreement with Gleason's theorem which excludes $d=4$ non-contextual hidden-variables models. If one imposes the l...
Zhu, Yanzheng; Zhang, Lixian; Sreeram, Victor; Shammakh, Wafa; Ahmad, Bashir
2016-10-01
In this paper, the resilient model approximation problem for a class of discrete-time Markov jump time-delay systems with input sector-bounded nonlinearities is investigated. A linearised reduced-order model is determined with mode changes subject to domination by a hierarchical Markov chain containing two different nonhomogeneous Markov chains. Hence, the reduced-order model obtained not only reflects the dependence of the original systems but also model external influence that is related to the mode changes of the original system. Sufficient conditions formulated in terms of bilinear matrix inequalities for the existence of such models are established, such that the resulting error system is stochastically stable and has a guaranteed l2-l∞ error performance. A linear matrix inequalities optimisation coupled with line search is exploited to solve for the corresponding reduced-order systems. The potential and effectiveness of the developed theoretical results are demonstrated via a numerical example.
A semi-Markov model with memory for price changes
D'Amico, Guglielmo; Petroni, Filippo
2011-12-01
We study the high-frequency price dynamics of traded stocks by means of a model of returns using a semi-Markov approach. More precisely we assume that the intraday returns are described by a discrete time homogeneous semi-Markov model which depends also on a memory index. The index is introduced to take into account periods of high and low volatility in the market. First of all we derive the equations governing the process and then theoretical results are compared with empirical findings from real data. In particular we analyzed high-frequency data from the Italian stock market from 1 January 2007 until the end of December 2010.
a Markov-Process Inspired CA Model of Highway Traffic
Wang, Fa; Li, Li; Hu, Jian-Ming; Ji, Yan; Ma, Rui; Jiang, Rui
To provide a more accurate description of the driving behaviors especially in car-following, namely a Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed gap distribution. This new model provides a microscopic simulation explanation for the governing interaction forces (potentials) between the queuing vehicles, which cannot be directly measurable for traffic flow applications. The agreement between empirical observations and simulation results suggests the soundness of this new approach.
Efficient Modelling and Generation of Markov Automata (extended version)
Timmer, Mark; Katoen, Joost-Pieter; Pol, van de Jaco; Stoelinga, Mariëlle
2012-01-01
This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the M
Shape Modelling Using Markov Random Field Restoration of Point Correspondences
DEFF Research Database (Denmark)
Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen
2003-01-01
A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized sh...
Multiensemble Markov models of molecular thermodynamics and kinetics.
Wu, Hao; Paul, Fabian; Wehmeyer, Christoph; Noé, Frank
2016-06-07
We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models-clustering of high-dimensional spaces and modeling of complex many-state systems-with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein-ligand binding model.
Markov chain aggregation for agent-based models
Banisch, Sven
2016-01-01
This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the upd...
Predictive glycoengineering of biosimilars using a Markov chain glycosylation model
DEFF Research Database (Denmark)
Spahn, Philipp N.; Hansen, Anders Holmgaard; Kol, Stefan;
2016-01-01
biogenesis. This usually implies that costly and time-consuming experimentation is required for clone identification and optimization of biosimilar glycosylation. Here, we describe a computational method that utilizes a Markov model of glycosylation to predict optimal glycoengineering strategies to obtain...
Operations and support cost modeling using Markov chains
Unal, Resit
1989-01-01
Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.
Model checking conditional CSL for continuous-time Markov chains
DEFF Research Database (Denmark)
Gao, Yang; Xu, Ming; Zhan, Naijun;
2013-01-01
In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...
Travel cost inference from sparse, spatio-temporally correlated time series using markov models
DEFF Research Database (Denmark)
Yang, B.; Guo, C.; Jensen, C.S.
2013-01-01
of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each......The monitoring of a system can yield a set of measurements that can be modeled as a collection of time series. These time series are often sparse, due to missing measurements, and spatiotemporally correlated, meaning that spatially close time series exhibit temporal correlation. The analysis...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...
Nonequilibrium Markov state modeling of the globule-stretch transition
Knoch, Fabian; Speck, Thomas
2017-01-01
We describe a systematic approach to construct coarse-grained Markov state models from molecular dynamics data of systems driven into a nonequilibrium steady state. We apply this method to study the globule-stretch transition of a single tethered model polymer in shear flow. The folding and unfolding rates of the coarse-grained model agree with the original detailed model. We demonstrate that the folding and unfolding proceeds through the same narrow region of configuration space but along different cycles.
A New Multivariate Markov Chain Model for Adding a New Categorical Data Sequence
2014-01-01
We propose a new multivariate Markov chain model for adding a new categorical data sequence. The number of the parameters in the new multivariate Markov chain model is only (3s) less than ((s+1)2) the number of the parameters in the former multivariate Markov chain model. Numerical experiments demonstrate the benefits of the new multivariate Markov chain model on saving computational resources.
Travel cost inference from sparse, spatio-temporally correlated time series using markov models
DEFF Research Database (Denmark)
Yang, B.; Guo, C.; Jensen, C.S.
2013-01-01
of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...... with the sparsity, spatio-temporal correlation, and heterogeneity of the time series. Using the resulting STHMM, near future travel costs in the transportation network, e.g., travel time or greenhouse gas emissions, can be inferred, enabling a variety of routing services, e.g., eco-routing. Empirical studies...
A Hidden-Removal Model of Dam Perspective Drawing
Institute of Scientific and Technical Information of China (English)
WANG Zi-ru; ZHOU Hui-cheng; LI Ming-qiu
2011-01-01
Aming at water conservancy project visualization, a hidden-removal method of dam perspective drawings is realized by building a hidden-removal mathematical model for overlapping points location to set up the hidden relationship among point and plane, plane and plane in space. On this basis, as an example of panel rockfill dam, a dam hidden-removal perspective drawing is generated in different directions and different visual angles through adapting VC＋＋ and OpenGL visualizing technology. The results show that the data construction of the model is simple which can overcome the disadvantages of considerable and complicated calculation. This method also provides the new means to draw hidden-removal perspective drawings for those landforms and ground objects.
A Markov model for measuring artillery fire support effectiveness
Guzik, Dennis M.
1988-01-01
Approved for public release; distribution is unlimited This thesis presents a Markov model, which, given an indirect fire weapon system's parameters, yields measures of the weapon's effectiveness in providing fire support to a maneuver element. These parameters may be determined for a variety of different scenarios. Any indirect fire weapon system may be a candidate for evaluation. This model may be used in comparing alternative weapon systems for the role of direct support of a Marin...
Identifying bubble collapse in a hydrothermal system using hiddden Markov models
Dawson, Phillip B.; Benitez, M.C.; Lowenstern, Jacob B.; Chouet, Bernard A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15 Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ~100 m of the station, and produced ~3500–5500 events per hour with mean durations of ~0.35–0.45 s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates.
Fracture Mechanical Markov Chain Crack Growth Model
DEFF Research Database (Denmark)
Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard
1991-01-01
On the basis of the B-model developed in [J. L. Bogdanoff and F. Kozin, Probabilistic Models of Cumulative Damage. John Wiley, New York (1985)] a new numerical model incorporating the physical knowledge of fatigue crack propagation is developed. The model is based on the assumption that the crack...
Learning Markov Decision Processes for Model Checking
DEFF Research Database (Denmark)
Mao, Hua; Chen, Yingke; Jaeger, Manfred
2012-01-01
Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed system behaviors. In this paper we extend the algorithm on...
Stock market confidence and copula-based Markov models
Jovanovic, Mario
2010-01-01
This paper presents a descriptive model of stock market confidence conditional on stock market uncertainty in a first-order copula-based Markov approach. By using monthly closing prices of the VIX as a stock market uncertainty proxy for the United States and the copula of Fang et al. (2000) a stable nonlinear relation between confidence and uncertainty is derived. Based on the existence of a specific dependence structure uncertainty-reducing policies by US institutions w...
Dynamic modeling of presence of occupants using inhomogeneous Markov chains
DEFF Research Database (Denmark)
Andersen, Philip Hvidthøft Delff; Iversen, Anne; Madsen, Henrik
2014-01-01
on inhomogeneous Markov chains with where the transition probabilities are estimated using generalized linear models with polynomials, B-splines, and a filter of passed observations as inputs. For treating the dispersion of the data series, a hierarchical model structure is used where one model is for low presence......Occupancy modeling is a necessary step towards reliable simulation of energy consumption in buildings. This paper outlines a method for fitting recordings of presence of occupants and simulation of single-person to multiple-persons office environments. The method includes modeling of dependence...
Energy Technology Data Exchange (ETDEWEB)
Bouissou, Marc; Bon, Jean-Louis
2003-11-01
This paper introduces a modeling formalism that enables the analyst to combine concepts inherited from fault trees and Markov models in a new way. We call this formalism Boolean logic Driven Markov Processes (BDMP). It has two advantages over conventional models used in dependability assessment: it allows the definition of complex dynamic models while remaining nearly as readable and easy to build as fault-trees, and it offers interesting mathematical properties, which enable an efficient processing for BDMP that are equivalent to Markov processes with huge state spaces. We give a mathematical definition of BDMP, the demonstration of their properties, and several examples to illustrate how powerful and easy to use they are. From a mathematical point of view, a BDMP is nothing more than a certain way to define a global Markov process, as the result of several elementary processes which can interact in a given manner. An extreme case is when the processes are independent. Then we simply have a fault-tree, the leaves of which are associated to independent Markov processes.
Markov chain decision model for urinary incontinence procedures.
Kumar, Sameer; Ghildayal, Nidhi; Ghildayal, Neha
2017-03-13
Purpose Urinary incontinence (UI) is a common chronic health condition, a problem specifically among elderly women that impacts quality of life negatively. However, UI is usually viewed as likely result of old age, and as such is generally not evaluated or even managed appropriately. Many treatments are available to manage incontinence, such as bladder training and numerous surgical procedures such as Burch colposuspension and Sling for UI which have high success rates. The purpose of this paper is to analyze which of these popular surgical procedures for UI is effective. Design/methodology/approach This research employs randomized, prospective studies to obtain robust cost and utility data used in the Markov chain decision model for examining which of these surgical interventions is more effective in treating women with stress UI based on two measures: number of quality adjusted life years (QALY) and cost per QALY. Treeage Pro Healthcare software was employed in Markov decision analysis. Findings Results showed the Sling procedure is a more effective surgical intervention than the Burch. However, if a utility greater than certain utility value, for which both procedures are equally effective, is assigned to persistent incontinence, the Burch procedure is more effective than the Sling procedure. Originality/value This paper demonstrates the efficacy of a Markov chain decision modeling approach to study the comparative effectiveness analysis of available treatments for patients with UI, an important public health issue, widely prevalent among elderly women in developed and developing countries. This research also improves upon other analyses using a Markov chain decision modeling process to analyze various strategies for treating UI.
Learning Markov models for stationary system behaviors
DEFF Research Database (Denmark)
Chen, Yingke; Mao, Hua; Jaeger, Manfred
2012-01-01
Establishing an accurate model for formal verification of an existing hardware or software system is often a manual process that is both time consuming and resource demanding. In order to ease the model construction phase, methods have recently been proposed for automatically learning accurate...... system models from data in the form of observations of the target system. Common for these approaches is that they assume the data to consist of multiple independent observation sequences. However, for certain types of systems, in particular many running embedded systems, one would only have access...... the learned model. Experiments demonstrate that system properties (formulated as stationary probabilities of LTL formulas) can be reliably identified using the learned model....
Markov decision processes and the belief-desire-intention model
Simari, Gerardo I
2011-01-01
In this work, we provide a treatment of the relationship between two models that have been widely used in the implementation of autonomous agents: the Belief DesireIntention (BDI) model and Markov Decision Processes (MDPs). We start with an informal description of the relationship, identifying the common features of the two approaches and the differences between them. Then we hone our understanding of these differences through an empirical analysis of the performance of both models on the TileWorld testbed. This allows us to show that even though the MDP model displays consistently better beha
MARKOV CHAIN MODELING OF PERFORMANCE DEGRADATION OF PHOTOVOLTAIC SYSTEM
Directory of Open Access Journals (Sweden)
E. Suresh Kumar
2012-01-01
Full Text Available Modern probability theory studies chance processes for which theknowledge of previous outcomes influence predictions for future experiments. In principle, when a sequence of chance experiments, all of the past outcomes could influence the predictions for the next experiment. In Markov chain type of chance, the outcome of a given experiment can affect the outcome of the next experiment. The system state changes with time and the state X and time t are two random variables. Each of these variables can be either continuous or discrete. Various degradation on photovoltaic (PV systems can be viewed as different Markov states and further degradation can be treated as the outcome of the present state. The PV system is treated as a discrete state continuous time system with four possible outcomes, namely, s1 : Good condition, s2 : System with partial degradation failures and fully operational, s3 : System with major faults and partially working and hence partial output power, s4 : System completely fails. The calculation of the reliability of the photovoltaic system is complicated since the system have elements or subsystems exhibiting dependent failures and involving repair and standby operations. Markov model is a better technique that has much appeal and works well when failure hazards and repair hazards are constant. The usual practice of reliability analysis techniques include FMEA((failure mode and effect analysis, Parts count analysis, RBD ( reliability block diagram , FTA( fault tree analysis etc. These are logical, boolean and block diagram approaches and never accounts the environmental degradation on the performance of the system. This is too relevant in the case of PV systems which are operated under harsh environmental conditions. This paper is an insight into the degradation of performance of PV systems and presenting a Markov model of the system by means of the different states and transitions between these states.
Markov models of aging: theory and practice.
Steinsaltz, David; Mohan, Gurjinder; Kolb, Martin
2012-10-01
We review and structure some of the mathematical and statistical models that have been developed over the past half century to grapple with theoretical and experimental questions about the stochastic development of aging over the life course. We suggest that the mathematical models are in large part addressing the problem of partitioning the randomness in aging: How does aging vary between individuals, and within an individual over the lifecourse? How much of the variation is inherently related to some qualities of the individual, and how much is entirely random? How much of the randomness is cumulative, and how much is merely short-term flutter? We propose that recent lines of statistical inquiry in survival analysis could usefully grapple with these questions, all the more so if they were more explicitly linked to the relevant mathematical and biological models of aging. To this end, we describe points of contact among the various lines of mathematical and statistical research. We suggest some directions for future work, including the exploration of information-theoretic measures for evaluating components of stochastic models as the basis for analyzing experiments and anchoring theoretical discussions of aging. Copyright © 2012 Elsevier Inc. All rights reserved.
Bartolucci, Francesco; Farcomeni, Alessio
2015-03-01
Mixed latent Markov (MLM) models represent an important tool of analysis of longitudinal data when response variables are affected by time-fixed and time-varying unobserved heterogeneity, in which the latter is accounted for by a hidden Markov chain. In order to avoid bias when using a model of this type in the presence of informative drop-out, we propose an event-history (EH) extension of the latent Markov approach that may be used with multivariate longitudinal data, in which one or more outcomes of a different nature are observed at each time occasion. The EH component of the resulting model is referred to the interval-censored drop-out, and bias in MLM modeling is avoided by correlated random effects, included in the different model components, which follow common latent distributions. In order to perform maximum likelihood estimation of the proposed model by the expectation-maximization algorithm, we extend the usual forward-backward recursions of Baum and Welch. The algorithm has the same complexity as the one adopted in cases of non-informative drop-out. We illustrate the proposed approach through simulations and an application based on data coming from a medical study about primary biliary cirrhosis in which there are two outcomes of interest, one continuous and the other binary. © 2014, The International Biometric Society.
Upscaling of Mixing Processes using a Spatial Markov Model
Bolster, Diogo; Sund, Nicole; Porta, Giovanni
2016-11-01
The Spatial Markov model is a model that has been used to successfully upscale transport behavior across a broad range of spatially heterogeneous flows, with most examples to date coming from applications relating to porous media. In its most common current forms the model predicts spatially averaged concentrations. However, many processes, including for example chemical reactions, require an adequate understanding of mixing below the averaging scale, which means that knowledge of subscale fluctuations, or closures that adequately describe them, are needed. Here we present a framework, consistent with the Spatial Markov modeling framework, that enables us to do this. We apply and present it as applied to a simple example, a spatially periodic flow at low Reynolds number. We demonstrate that our upscaled model can successfully predict mixing by comparing results from direct numerical simulations to predictions with our upscaled model. To this end we focus on predicting two common metrics of mixing: the dilution index and the scalar dissipation. For both metrics our upscaled predictions very closely match observed values from the DNS. This material is based upon work supported by NSF Grants EAR-1351625 and EAR-1417264.
Parameter estimation of hidden periodic model in random fields
Institute of Scientific and Technical Information of China (English)
何书元
1999-01-01
Two-dimensional hidden periodic model is an important model in random fields. The model is used in the field of two-dimensional signal processing, prediction and spectral analysis. A method of estimating the parameters for the model is designed. The strong consistency of the estimators is proved.
A Markov Switching Regime Model of Malaysia Property Cycle
Directory of Open Access Journals (Sweden)
Abdul M. Beksin
2011-01-01
Full Text Available Problem statement: Non-linear models such as the Markov Switching regime (MS method of modelling business cycles, in principle can be used to model property cyle. Approach: The MS model can distinguish property cycle in recession and expansion phases and is sufficiently flexible to allow different relationships to apply over these phases. In this study, the Malaysian property cycle is modelled using a MS model. Results: This technique can be used to simultaneously estimate the data generating process of real GDP growth and classify each observation into one of two regimes (i.e., low-growth and high-growth regimes. Conclusions: This finding has important policy implications, since the yield spread was used to generate the time-varying probabilities of the MS model as well as the recession probabilities of the logit model. In other words, a strong relationship exists between interest rates and the business cycle, where interest rates lead the business cycle.
Markov Chain Modelling for Short-Term NDVI Time Series Forecasting
Directory of Open Access Journals (Sweden)
Stepčenko Artūrs
2016-12-01
Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.
A Markov chain model for reliability growth and decay
Siegrist, K.
1982-01-01
A mathematical model is developed to describe a complex system undergoing a sequence of trials in which there is interaction between the internal states of the system and the outcomes of the trials. For example, the model might describe a system undergoing testing that is redesigned after each failure. The basic assumptions for the model are that the state of the system after a trial depends probabilistically only on the state before the trial and on the outcome of the trial and that the outcome of a trial depends probabilistically only on the state of the system before the trial. It is shown that under these basic assumptions, the successive states form a Markov chain and the successive states and outcomes jointly form a Markov chain. General results are obtained for the transition probabilities, steady-state distributions, etc. A special case studied in detail describes a system that has two possible state ('repaired' and 'unrepaired') undergoing trials that have three possible outcomes ('inherent failure', 'assignable-cause' 'failure' and 'success'). For this model, the reliability function is computed explicitly and an optimal repair policy is obtained.
Dimensional reduction of Markov state models from renormalization group theory
Orioli, S.; Faccioli, P.
2016-09-01
Renormalization Group (RG) theory provides the theoretical framework to define rigorous effective theories, i.e., systematic low-resolution approximations of arbitrary microscopic models. Markov state models are shown to be rigorous effective theories for Molecular Dynamics (MD). Based on this fact, we use real space RG to vary the resolution of the stochastic model and define an algorithm for clustering microstates into macrostates. The result is a lower dimensional stochastic model which, by construction, provides the optimal coarse-grained Markovian representation of the system's relaxation kinetics. To illustrate and validate our theory, we analyze a number of test systems of increasing complexity, ranging from synthetic toy models to two realistic applications, built form all-atom MD simulations. The computational cost of computing the low-dimensional model remains affordable on a desktop computer even for thousands of microstates.
Dimensional reduction of Markov state models from renormalization group theory.
Orioli, S; Faccioli, P
2016-09-28
Renormalization Group (RG) theory provides the theoretical framework to define rigorous effective theories, i.e., systematic low-resolution approximations of arbitrary microscopic models. Markov state models are shown to be rigorous effective theories for Molecular Dynamics (MD). Based on this fact, we use real space RG to vary the resolution of the stochastic model and define an algorithm for clustering microstates into macrostates. The result is a lower dimensional stochastic model which, by construction, provides the optimal coarse-grained Markovian representation of the system's relaxation kinetics. To illustrate and validate our theory, we analyze a number of test systems of increasing complexity, ranging from synthetic toy models to two realistic applications, built form all-atom MD simulations. The computational cost of computing the low-dimensional model remains affordable on a desktop computer even for thousands of microstates.
National Aeronautics and Space Administration — This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of...
Prediction of signal peptides and signal anchors by a hidden Markovmodel
DEFF Research Database (Denmark)
Nielsen, Henrik; Krogh, Anders Stærmose
1998-01-01
A hidden Markov model of signal peptides has been developed. It contains submodels for the N-terminal part, the hydrophobic region and the region around the cleavage site. For known signal peptides, the model can be used to assign objective boundaries between these three regions. Applied to our d...... is the poor discrimination between signal peptides and uncleaved signal anchors, but this is substantially improved by the hidden Markov model when expanding it with a very simple signal anchor model....
Entropy, complexity, and Markov diagrams for random walk cancer models
Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter
2014-12-01
The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.
Entropy, complexity, and Markov diagrams for random walk cancer models.
Newton, Paul K; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter
2014-12-19
The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.
A Markov Model for Analyzing Polytomous Outcome Data
Directory of Open Access Journals (Sweden)
M Ataharul Islam
2012-07-01
Full Text Available Normal 0 false false false EN-US X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";} This paper highlights the estimation and test procedures for multi-state Markov models with covariate dependences in higher orders. Logistic link functions are used to analyze the transition probabilities of three or more states of a Markov model emerging from a longitudinal study. For illustration purpose the models are used for analysis of panel data on Health and Retirement Study conducted in USA during 1992-2002. The applications use self reported data on perceived emotional health at each round of the nationwide survey conducted among the elderly people. Useful and detailed results on the change in the perceived emotional health status among the elderly people are obtained.
Pavement maintenance optimization model using Markov Decision Processes
Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.
2017-09-01
This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.
A hidden Ising model for ChIP-chip data analysis
Mo, Q.
2010-01-28
Motivation: Chromatin immunoprecipitation (ChIP) coupled with tiling microarray (chip) experiments have been used in a wide range of biological studies such as identification of transcription factor binding sites and investigation of DNA methylation and histone modification. Hidden Markov models are widely used to model the spatial dependency of ChIP-chip data. However, parameter estimation for these models is typically either heuristic or suboptimal, leading to inconsistencies in their applications. To overcome this limitation and to develop an efficient software, we propose a hidden ferromagnetic Ising model for ChIP-chip data analysis. Results: We have developed a simple, but powerful Bayesian hierarchical model for ChIP-chip data via a hidden Ising model. Metropolis within Gibbs sampling algorithm is used to simulate from the posterior distribution of the model parameters. The proposed model naturally incorporates the spatial dependency of the data, and can be used to analyze data with various genomic resolutions and sample sizes. We illustrate the method using three publicly available datasets and various simulated datasets, and compare it with three closely related methods, namely TileMap HMM, tileHMM and BAC. We find that our method performs as well as TileMap HMM and BAC for the high-resolution data from Affymetrix platform, but significantly outperforms the other three methods for the low-resolution data from Agilent platform. Compared with the BAC method which also involves MCMC simulations, our method is computationally much more efficient. Availability: A software called iChip is freely available at http://www.bioconductor.org/. Contact: moq@mskcc.org. © The Author 2010. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oxfordjournals.org.
Gerrit Reher; Bernd Wilfling
2011-01-01
In this paper we develop a unifying Markov-switching GARCH model which enables us (1) to specify complex GARCH equations in two distinct Markov-regimes, and (2) to model GARCH equations of different functional forms across the two Markov-regimes. To give a simple example, our flexible Markov-switching approach is capable of estimating an exponential GARCH (EGARCH) specification in the first and a standard GARCH specification in the second Markov-regime. We derive a maximum likelihood estimati...