Feature Selection for Hidden Markov Models and Hidden Semi-Markov Models
In this paper, a joint feature selection and parameter estimation algorithm is presented for hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs).
Stephen Adams +2 more
doaj +2 more sources
Optimal detection and error exponents for hidden semi-Markov models [PDF]
We study detection of random signals corrupted by noise that over time switch their values (states) between a finite set of possible values, where the switchings occur at unknown points in time. We model such signals as hidden semi-Markov signals (HSMS),
Bajović, Dragana +4 more
core +3 more sources
Quantile hidden semi-Markov models for multivariate time series. [PDF]
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 ...
Merlo L +3 more
europepmc +5 more sources
Labeling self-tracked menstrual health records with hidden semi-Markov models [PDF]
AbstractGlobally, millions of women track their menstrual cycle and fertility via smartphone-based health apps, generating multivariate time series with frequent missing data. To leverage data from self-tracking tools in epidemiological studies on fertility or the menstrual cycle’s effects on diseases and symptoms, it is critical to have methods for ...
Laura Symul, Susan Holmes
+7 more sources
Hidden Semi-Markov Models for Predictive Maintenance [PDF]
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
Francesco Cartella +3 more
openalex +5 more sources
The Hierarchical Dirichlet Process Hidden Semi-Markov Model [PDF]
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.
Matthew Johnson, Alan S. Willsky
openalex +4 more sources
Prediction of PM2.5 pollution in Tehran air based on temperature and pressure using Markovian regime-switching non-parametric additive transitive regression model [PDF]
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
doaj +1 more source
Heavy tailed hidden semi-markov models [PDF]
Summary: Hidden semi-Markov models have been proposed by \textit{K. S. Meier-Hellstern}, \textit{P. E. Wirth}, \textit{Y. L. Yan} and \textit{D. A. Hoeflin} [in: Teletraffic and datatraffic in a period of change (A. Jensen and V. B. Iversen (eds.)), 167-192 (1991)] to model the times between transmission of packets at a source.
Resnick, Sidney, Subramanian, Ajay
openaire +1 more source
Human Activities Recognition using Semi-Supervised SVM and Hidden Markov Models
Automatic human activity recognition is an area of interest for developing health, security, and sports applications. Currently, it is necessary to develop methods that facilitate the training process and reduce the costs of this process.
Santiago Morales García +2 more
doaj +1 more source
Hidden Semi-Markov Models for Rainfall-Related Insurance Claims
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yue Shi +3 more
openalex +3 more sources

