Analysis and Comparison of Bitcoin and S and P 500 Market Features Using HMMs and HSMMs †
Information, 2019 We implement hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs) on Bitcoin/US dollar (BTC/USD) with the aim of market phase detection. We make analogous comparisons to Standard and Poor’s 500 (S and P 500), a benchmark traditional ...
David Suda, Luke Spiteri
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Multivariate time series anomaly detection: A framework of Hidden Markov Models [PDF]
Applied Soft Computing, 2017 In this study, we develop an approach to multivariate time series anomaly detection focused on the transformation of multivariate time series to univariate time series.
Jinbo Li, W. Pedrycz, I. Jamal
semanticscholar +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
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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
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Asymmetric hidden Markov models [PDF]
International Journal of Approximate Reasoning, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marcos L. P. Bueno +3 more
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Option pricing using hidden Markov models [PDF]
, 2006 Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
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Real-Time Assembly Support System with Hidden Markov Model and Hybrid Extensions
Mathematics, 2022 This paper presents a context-aware adaptive assembly assistance system meant to support factory workers by embedding predictive capabilities. The research is focused on the predictor which suggests the next assembly step.
Arpad Gellert +4 more
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fHMM: Hidden Markov Models for Financial Time Series in R
Journal of Statistical SoftwareHidden Markov models constitute a versatile class of statistical models for time series that are driven by hidden states. In financial applications, the hidden states can often be linked to market regimes such as bearish and bullish markets or ...
Lennart Oelschläger +2 more
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Recognition of Warping Face Image and Morphing Face Image of Two Warping Image Using Hidden Markov Model [PDF]
المجلة العراقية للعلوم الاحصائية, 2011 In this paper, using algorithm models of Hidden Markov models, it has been concluded that the possibility of recognizing the warp face and the morph face the image real departments face on recognizing object.
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Robot introspection through learned hidden Markov models [PDF]
, 2006 In this paper we describe a machine learning approach for acquiring a model of a robot behaviour from raw sensor data. We are interested in automating the acquisition of behavioural models to provide a robot with an introspective capability.
Maria Fox +11 more
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