A Generic Clustering-Based Algorithm for Approximating IOHMM Topology and Parameters
IEEE Access, 2021 In this paper, a novel generic clustering-based algorithm for approximating the topology and the parameters of discrete state space Input/Output Hidden Markov Models (IOHMMs) with continuous observation spaces is introduced. The algorithm can accommodate
Gerald Rocher +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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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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Hidden semi-Markov models for rainfall-related insurance claims
Insurance: Mathematics and Economics, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yue Shi +3 more
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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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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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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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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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Capacity and Complexity of HMM Duration Modeling Techniques [PDF]
, 2005 The ability of a standard hidden Markov model (HMM) or expanded state HMM (ESHMM) to accurately model duration distributions of phonemes is compared with specific duration-focused approaches such as semi-Markov models or variable transition probabilities.
Johnson, Michael T
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