Hidden Markov Models for Time Series

Hidden Markov Models for Time Series
Author: Walter Zucchini
Publisher: CRC Press
Total Pages: 370
Release: 2017-12-19
Genre: Mathematics
ISBN: 1482253844

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data

Hidden Semi-Markov Models

Hidden Semi-Markov Models
Author: Shun-Zheng Yu
Publisher: Morgan Kaufmann
Total Pages: 209
Release: 2015-10-22
Genre: Mathematics
ISBN: 0128027711

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. - Discusses the latest developments and emerging topics in the field of HSMMs - Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. - Shows how to master the basic techniques needed for using HSMMs and how to apply them.

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications
Author: Vlad Stefan Barbu
Publisher: Springer Science & Business Media
Total Pages: 233
Release: 2009-01-07
Genre: Mathematics
ISBN: 0387731733

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Introduction to Hidden Semi-Markov Models

Introduction to Hidden Semi-Markov Models
Author: John Van der Hoek
Publisher: Cambridge University Press
Total Pages: 185
Release: 2018
Genre: Hidden Markov models
ISBN: 1108421601

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications

Introduction to Hidden Semi-Markov Models

Introduction to Hidden Semi-Markov Models
Author: John van der Hoek
Publisher: Cambridge University Press
Total Pages: 186
Release: 2018-02-08
Genre: Mathematics
ISBN: 1108383904

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

Introduction to Hidden Semi-Markov Models

Introduction to Hidden Semi-Markov Models
Author: John van der Hoek
Publisher: Cambridge University Press
Total Pages: 237
Release: 2018-02-08
Genre: Mathematics
ISBN: 1108381987

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

Inference in Hidden Markov Models

Inference in Hidden Markov Models
Author: Olivier Cappé
Publisher: Springer Science & Business Media
Total Pages: 656
Release: 2006-04-12
Genre: Mathematics
ISBN: 0387289828

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

Markov Processes for Stochastic Modeling

Markov Processes for Stochastic Modeling
Author: Oliver Ibe
Publisher: Newnes
Total Pages: 515
Release: 2013-05-22
Genre: Mathematics
ISBN: 0124078397

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. - Presents both the theory and applications of the different aspects of Markov processes - Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented - Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

The Application of Hidden Markov Models in Speech Recognition

The Application of Hidden Markov Models in Speech Recognition
Author: Mark Gales
Publisher: Now Publishers Inc
Total Pages: 125
Release: 2008
Genre: Automatic speech recognition
ISBN: 1601981201

The Application of Hidden Markov Models in Speech Recognition presents the core architecture of a HMM-based LVCSR system and proceeds to describe the various refinements which are needed to achieve state-of-the-art performance.

Introduction to Machine Learning

Introduction to Machine Learning
Author: Ethem Alpaydin
Publisher: MIT Press
Total Pages: 639
Release: 2014-08-22
Genre: Computers
ISBN: 0262028182

Introduction -- Supervised learning -- Bayesian decision theory -- Parametric methods -- Multivariate methods -- Dimensionality reduction -- Clustering -- Nonparametric methods -- Decision trees -- Linear discrimination -- Multilayer perceptrons -- Local models -- Kernel machines -- Graphical models -- Brief contents -- Hidden markov models -- Bayesian estimation -- Combining multiple learners -- Reinforcement learning -- Design and analysis of machine learning experiments.