Search results for "Markov model"
showing 10 items of 113 documents
Bayesian Markov switching models for the early detection of influenza epidemics
2008
The early detection of outbreaks of diseases is one of the most challenging objectives of epidemiological surveillance systems. In this paper, a Markov switching model is introduced to determine the epidemic and non-epidemic periods from influenza surveillance data: the process of differenced incidence rates is modelled either with a first-order autoregressive process or with a Gaussian white-noise process depending on whether the system is in an epidemic or in a non-epidemic phase. The transition between phases of the disease is modelled as a Markovian process. Bayesian inference is carried out on the former model to detect influenza epidemics at the very moment of their onset. Moreover, t…
Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models
2017
Cyclic models are a subclass of graphical Markov models with simple, undirected probability graphs that are chordless cycles. In general, all currently known distributions require iterative procedures to obtain maximum likelihood estimates in such cyclic models. For exponential families, the relevant conditional independence constraint for a variable pair is given all remaining variables, and it is captured by vanishing canonical parameters involving this pair. For Gaussian models, the canonical parameter is a concentration, that is, an off-diagonal element in the inverse covariance matrix, while for Ising models, it is a conditional log-linear, two-factor interaction. We give conditions un…
Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model
2022
This paper employs the hidden semi-Markov model and a novel model selection procedure to detect different states in the US stock market. The empirical results suggest that the market is switching between five states that can be classified into three bull states and two bear states. The three bull states are categorized as a low volatility bull market, a high volatility bull market, and a stock market bubble. One of the bear states represents a regular bear market, while the other one corresponds to either a stock market crash or a market correction. The paper demonstrates that the five-state model is consistent with a number of stylized facts and provides many valuable insights into the dyn…
A Hidden Markov Model for Automatic Generation of ER Diagrams from OWL Ontology
2014
Connecting ontological representations and data models is a crucial need in enterprise knowledge management, above all in the case of federated enterprises where corporate ontologies are used to share information coming from different databases. OWL to ERD transformations are a challenging research field in this scenario, due to the loss of expressiveness arising when OWL axioms have to be represented using ERD notation. In this paper we propose an innovative technique for estimating the most likely composition of ERD constructs that correspond to a given sequence of OWL axioms. We model such a process using a Hidden Markov Model (HMM) where the OWL inputs are the observable states, while E…
Learning the structure of HMM's through grammatical inference techniques
2002
A technique is described in which all the components of a hidden Markov model are learnt from training speech data. The structure or topology of the model (i.e. the number of states and the actual transitions) is obtained by means of an error-correcting grammatical inference algorithm (ECGI). This structure is then reduced by using an appropriate state pruning criterion. The statistical parameters that are associated with the obtained topology are estimated from the same training data by means of the standard Baum-Welch algorithm. Experimental results showing the applicability of this technique to speech recognition are presented. >
Spectral adaptation of hyperspectral flight lines using VHR contextual information
2014
Abstract: Due to technological constraints, hyperspectral earth observation imagery are often a mosaic of overlapping flight lines collected in different passes over the area of interest. This causes variations in aqcuisition conditions such that the reflected spectrum can vary significantly between these flight lines. Partly, this problem is solved by atmospherical correction, but residual spectral differences often remain. A probabilistic domain adaptation framework based on graph matching using Hidden Markov Random Fields was recently proposed for transforming hyperspectral data from one image to better correspond to the other. This paper investigates the use of scale and angle invariant…
Statistical Dependence and Independence
2005
Statistical dependence is a type of relation between different characteristics measured on the same units. At one extreme is deterministic dependence; at the other is statistical independence, where the distribution of one variable is the same for all levels of the other. With more than two variables, an important distinction is between marginal and conditional dependence. In many contexts, the degree of dependence may be summarized by a suitable measure of association, perhaps as part of a general model. Reference is made to graphical models. Keywords: association; correlation; marginal; conditional; exponential family; graphical Markov models
Joint Alignment and Modeling of Correlated Behavior Streams
2013
The Variable Time-Shift Hidden Markov Model (VTS- HMM) is proposed for learning and modeling pairs of cor- related streams. Unlike previous coupled models for time series, the VTS-HMM accounts for varying time shifts be- tween correlated events in pairs of streams having different properties. The VTS-HMM is learned on a set of pairs of unaligned streams and, thus, learning entails simultaneous estimation of the varying time shifts and of the parameters of the model. The formulation is demonstrated in the analysis of videos of dyadic social interactions between children and adults in the Multimodal Dyadic Behavior Dataset (MMDB). In dyadic social interactions, an agent starts an interaction …
Experimental studies on continuous speech recognition using neural architectures with “adaptive” hidden activation functions
2010
The choice of hidden non-linearity in a feed-forward multi-layer perceptron (MLP) architecture is crucial to obtain good generalization capability and better performance. Nonetheless, little attention has been paid to this aspect in the ASR field. In this work, we present some initial, yet promising, studies toward improving ASR performance by adopting hidden activation functions that can be automatically learned from the data and change shape during training. This adaptive capability is achieved through the use of orthonormal Hermite polynomials. The “adaptive” MLP is used in two neural architectures that generate phone posterior estimates, namely, a standalone configuration and a hierarch…
Analysis and modeling of wind directions time series
2013
This work aims at studying some aspects of wind directions in Italy and supplying appropriate models. A comparison is presented between independent mixture and Hidden Markov models, which seem to be appropriate as far as the series we studied.