Results 21 to 30 of about 7,217 (228)
An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [PDF]
تحقیقات مالی, 2020 Objective: Analyzing the behavior of Tehran Stock Market, based on the daily asset return for the duration between 1387 and 1397 has been the main aim of this research.Methods: Tehran Stock Market daily asset return can be considered as a time-series and
Maysam Rafei, Mahin Shokri
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Hidden Markov models: the best models for forager movements? [PDF]
PLoS ONE, 2013 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).
Rocio Joo +3 more
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From Risk Assessment to Resilience Assessment. an Application to a Hazmat Storage Plant
Chemical Engineering Transactions, 2020 The purpose of this work is to outline a framework for assessing the resilience of a petrochemical storage plant, through the construction of a dynamic hierarchical Bayesian network. The BN approach allows keeping memory of the states, in order to manage
Tomaso Vairo +2 more
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Hidden Markov Model and States Prediction of an Autonomous Wind-Diesel Complex [PDF]
E3S Web of Conferences, 2023 The problem of assessing the reliability and analyzing the functioning of an autonomous winddiesel complex, consisting of a wind power plant, working and standby diesel generators, an inverter and a storage battery, is considered.
Obzherin Yuriy E. +2 more
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SOLUTION TO EVALUATION PROBLEM OF HIDDEN SEMI-MARKOV QP-MODELS
Advanced Engineering Research, 2014 A hidden semi-Markov QP-model is considered; and the way it could be embedded in a general hidden semi-Markov model is shown. The estimation problem (the first of three classical theory problems of the hidden Markov models and hidden semi-Markov models ...
V. M. Deundyak, M. A. Zhdanova
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Hidden semi-Markov Model based earthquake classification system using Weighted Finite-State Transducers [PDF]
Nonlinear Processes in Geophysics, 2011 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 ...
M. Beyreuther, J. Wassermann
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Fatigue crack fault diagnosis and prognosis based on hidden semi-Markov model
The Journal of Engineering, 2018 Aiming at the fault diagnosis and remaining useful life (RUL) prediction of fatigue cracks of a helicopter main gearbox planet carrier, this article proposes a hidden semi-Markov model (HSMM) methodology, which introduces the explicit state durational ...
Lei Fan +3 more
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Quantile hidden semi-Markov models for multivariate time series
Statistics and Computing, 2022 This paper develops a quantile hidden semi-Markov regression to jointly estimate multiple quantiles for the analysis of multivariate time series. The approach is based upon the Multivariate Asymmetric Laplace (MAL) distribution, which allows to model the quantiles of all univariate conditional distributions of a multivariate response simultaneously ...
Luca Merlo +3 more
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Process Discovery Using Classification Tree Hidden Semi-Markov Model [PDF]
2016 IEEE 17th International Conference on Information Reuse and Integration (IRI), 2016 Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By analyzing these logs, we can learn process models that describe system procedures, predict the development of the system,
Kang, Yihuang, Zadorozhny, Vladimir
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Production flow modeling based on BLE-based RSSI data with non-detectable areas [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2023 This study presents a method for modelling manufacturing processes to predict key performance indicators (KPIs) such as cycle time using Bluetooth Low Energy (BLE) data. We consider BLE applications to be similar to Radio-Frequency IDentification (RFID)
Karishma Agrawal, Supachai Vorapojpisut
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