Proceedings of the International Florida Artificial Intelligence Research Society Conference, 2021 Hidden Markov model (HMM) has been a popular choice for financial time series modeling due to its advantage in capturing dynamic regimes. However, HMM's implicit assumption that the state duration follows a geometric distribution is too strong to hold in
Zekun Xu, Ye Liu
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Improving Phoneme Sequence Recognition using Phoneme Duration Information in DNN-HSMM [PDF]
Journal of Artificial Intelligence and Data Mining, 2019 Improving phoneme recognition has attracted the attention of many researchers due to its applications in various fields of speech processing. Recent research achievements show that using deep neural network (DNN) in speech recognition systems ...
M. Asadolahzade Kermanshahi +1 more
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Prediction of PM2.5 pollution in Tehran air based on temperature and pressure using Markovian regime-switching non-parametric additive transitive regression model [PDF]
ریاضی و جامعه, 2023 In this paper, we introduce the Markovian regime-switching regression model, which is a graphical model based on the hidden Markov model. This model can be viewed as a clustered regression model, in which a Markov process models the transition from one ...
Morteza Amini
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Simultaneously encoding movement and sEMG-based stiffness for robotic skill learning [PDF]
, 2021 Transferring human stiffness regulation strategies to robots enables them to effectively and efficiently acquire adaptive impedance control policies to deal with uncertainties during the accomplishment of physical contact tasks in an unstructured ...
Cheng, Hong +4 more
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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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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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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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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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Flexible and practical modeling of animal telemetry data: hidden Markov models and extensions [PDF]
, 2012 We discuss hidden Markov-type models for fitting a variety of multistate random walks to wildlife movement data. Discrete-time hidden Markov models (HMMs) achieve considerable computational gains by focusing on observations that are regularly spaced in ...
Langrock, R. +5 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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