Related papers: A Hidden Absorbing Semi-Markov Model for Informati…

We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally…

Characterizing the sleep-wake cycle in adolescents is an important prerequisite to better understand the association of abnormal sleep patterns with subsequent clinical and behavioral outcomes. The aim of this research was to develop hidden…

We develop an unsupervised probabilistic model for heterogeneous Electronic Health Record (EHR) data. Utilizing a mixture model formulation, our approach directly models sequences of arbitrary length, such as medications and laboratory…

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

We study automated intrusion detection in an IT infrastructure, specifically the problem of identifying the start of an attack, the type of attack, and the sequence of actions an attacker takes, based on continuous measurements from the…

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

$\textbf{Objective}$: To develop a multi-channel device event segmentation and feature extraction algorithm that is robust to changes in data distribution. $\textbf{Methods}$: We introduce an adaptive transfer learning algorithm to classify…

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

Electric arc welding (EAW) exhibits strongly non stationary and temporally evolving behavior, making reliable assessment of arc stability difficult using conventional frame based approaches. In this study, arc dynamics are modeled as a…

Hidden Markov models (HMM) are commonly used in generation tasks and have demonstrated strong capabilities in neuro-symbolic applications for the Markov property. These applications leverage the strengths of neural networks and symbolic…

We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

Electronic health record (EHR) systems contain a wealth of multimodal clinical data including structured data like clinical codes and unstructured data such as clinical notes. However, many existing EHR-focused studies has traditionally…

While the volume of electronic health records (EHR) data continues to grow, it remains rare for hospital systems to capture dense physiological data streams, even in the data-rich intensive care unit setting. Instead, typical EHR records…

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

Environmental time series data observed at high frequencies can be studied with approaches such as hidden Markov and semi-Markov models (HMM and HSMM). HSMMs extend the HMM by explicitly modeling the time spent in each state. In a…

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

The objective of this article is to study the asymptotic behavior of a new particle filtering approach in the context of hidden Markov models (HMMs). In particular, we develop an algorithm where the latent-state sequence is segmented into…

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

The hidden Markov model (HMM) is a classic modeling tool with a wide swath of applications. Its inception considered observations restricted to a finite alphabet, but it was quickly extended to multivariate continuous distributions. In this…