Search results for " Hidden Markov Model"
showing 7 items of 7 documents
Textual data compression in computational biology: Algorithmic techniques
2012
Abstract In a recent review [R. Giancarlo, D. Scaturro, F. Utro, Textual data compression in computational biology: a synopsis, Bioinformatics 25 (2009) 1575–1586] the first systematic organization and presentation of the impact of textual data compression for the analysis of biological data has been given. Its main focus was on a systematic presentation of the key areas of bioinformatics and computational biology where compression has been used together with a technical presentation of how well-known notions from information theory have been adapted to successfully work on biological data. Rather surprisingly, the use of data compression is pervasive in computational biology. Starting from…
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of …
Real-Time Assembly Support System with Hidden Markov Model and Hybrid Extensions
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. Hidden Markov models are analyzed for this purpose. Several prediction methods have been previously evaluated and the prediction by partial matching, which was the most efficient, is considered in this work as a component of a hybrid model together with an optimally configured hidden Markov model. The experimental results show that the hidden Markov model is a viable choice to predict the next assembly step, whereas the hybrid predictor is even better, outperforming in so…
A multi-layer method to study genome-scale positions of nucleosomes
2009
AbstractThe basic unit of eukaryotic chromatin is the nucleosome, consisting of about 150 bp of DNA wrapped around a protein core made of histone proteins. Nucleosomes position is modulated in vivo to regulate fundamental nuclear processes. To measure nucleosome positions on a genomic scale both theoretical and experimental approaches have been recently reported. We have developed a new method, Multi-Layer Model (MLM), for the analysis of nucleosome position data obtained with microarray-based approach. The MLM is a feature extraction method in which the input data is processed by a classifier to distinguish between several kinds of patterns. We applied our method to simulated-synthetic and…
Analysis of clickstream data with mixture hidden markov models
2021
clickstream data sono un’importante fonte di informazioni per l’ecommerce, sebbene non siano semplici da gestire e convertire queste informazioni in un reale vantaggio competitivo non e un compito banale. In questo articolo, consid- ` eriamo l’applicazione dei mixture hidden Markov model a dati relativi al flusso di clickstream estratti dal portale e-commerce di un’azienda di servizi turistici. Sono stati individuati cluster relativi al comportamento di navigazione degli utenti e alla loro posizione geografica che forniscono indicazioni importanti per lo sviluppo di nuove strategie di business. Clickstream data is an important source of information for businesses, however it is not easy to …
Cartels Uncovered
2018
How many cartels are there? The answer is important in assessing the efficiency of competition policy. We present a Hidden Markov Model that answers the question, taking into account that often we do not know whether a cartel exists in an industry or not. Our model identifies key policy parameters from data generated under different competition policy regimes and may be used with time-series or panel data. We take the model to data from a period of legal cartels - Finnish manufacturing industries 1951 - 1990. Our estimates suggest that by the end of the period, almost all industries were cartelized.