Applications of hidden Markov models in financial modelling [PDF]
, 2008 This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
core +7 more sources
A coupled hidden Markov model for disease interactions [PDF]
, 2012 To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly.
Telfer, S.E. +11 more
core +1 more source
An agent-based implementation of hidden Markov models for gas turbine condition monitoring [PDF]
, 2014 This paper considers the use of a multi-agent system (MAS) incorporating hidden Markov models (HMMs) for the condition monitoring of gas turbine (GT) engines.
Twiddle, John +3 more
core +4 more sources
Hidden Markov Model Application to Transfer The Trader Online Forex Brokers
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2012 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.
Farida Suharleni +2 more
doaj +1 more source
A Novel Method for Decoding Any High-Order Hidden Markov Model
Discrete Dynamics in Nature and Society, 2014 This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of
Fei Ye, Yifei Wang
doaj +1 more source
Research on HMM based link prediction method in heterogeneous network
Tongxin xuebao, 2022 In order to solve the problem that incomplete mining of structural information and semantic information in heterogeneous networks, a link prediction method combining meta-path-based analysis and hidden Markov model was proposed for link prediction of ...
Rong QIAN +4 more
doaj +2 more sources
Performance of hidden Markov model and dynamic Bayesian network classifiers on handwritten Arabic word recognition [PDF]
, 2011 This paper presents a comparative study of two machine learning techniques for recognizing handwritten Arabic words, where hidden Markov models (HMMs) and dynamic Bayesian networks (DBNs) were evaluated.
Jinchang Ren +11 more
core +4 more sources
Hidden Semi-Markov Models-Based Visual Perceptual State Recognition for Pilots
Sensors, 2023 Pilots’ loss of situational awareness is one of the human factors affecting aviation safety. Numerous studies have shown that pilot perception errors are one of the main reasons for a lack of situational awareness without a proper system to detect these ...
Lina Gao, Changyuan Wang, Gongpu Wu
doaj +1 more source
The Application of Baum-Welch Algorithm in Multistep Attack
The Scientific World Journal, 2014 The biggest difficulty of hidden Markov model applied to multistep attack is the determination of observations. Now the research of the determination of observations is still lacking, and it shows a certain degree of subjectivity.
Yanxue Zhang, Dongmei Zhao, Jinxing Liu
doaj +1 more source
Broad Phonetic Classification of ASR using Visual Based Features [PDF]
The Egyptian Journal of Language Engineering, 2020 : This paper presents a novel method of classifying speech phonemes. Four hybrid techniques based on the acoustic-phonetic approach and pattern recognition approach are used to emphasize the principle idea of this research.
Doaa Lehabik +3 more
doaj +1 more source