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The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…

Quantum Physics · Physics 2017-03-03 Michał Cholewa , Piotr Gawron , Przemysław Głomb , Dariusz Kurzyk

Leveraging the intrinsic probabilistic nature of quantum systems, generative quantum machine learning (QML) offers the potential to outperform classical learning models. Current generative QML algorithms mostly rely on general-purpose…

Quantum Physics · Physics 2025-05-06 Bence Bakó , Dániel T. R. Nagy , Péter Hága , Zsófia Kallus , Zoltán Zimborás

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

Asset health monitoring continues to be of increasing importance on productivity, reliability, and cost reduction. Early Fault detection is a keystone of health management as part of the emerging Prognostics and Health Management (PHM)…

Machine Learning · Computer Science 2021-04-22 Akthem Rehab , Islam Ali , Walid Gomaa , M. Nashat Fors

Hidden Markov Model (HMM) is often regarded as the dynamical model of choice in many fields and applications. It is also at the heart of most state-of-the-art speech recognition systems since the 70's. However, from Gaussian mixture models…

Computation and Language · Computer Science 2016-07-04 Sébastien Gagnon , Jean Rouat

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

Monitoring of industrial processes is a critical capability in industry and in government to ensure reliability of production cycles, quick emergency response, and national security. Process monitoring allows users to gauge the progress of…

Machine Learning · Computer Science 2024-04-29 Erik Skau , Andrew Hollis , Stephan Eidenbenz , Kim Rasmussen , Boian Alexandrov

In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…

Machine Learning · Computer Science 2021-07-05 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…

Machine Learning · Statistics 2018-11-09 L. Chang , Yacine Ouzrout , Antoine Nongaillard , Abdelaziz Bouras

Hybrid Quantum-Classical (HQC) Architectures are used in near-term NISQ Quantum Computers for solving Quantum Machine Learning problems. The quantum advantage comes into picture due to the exponential speedup offered over classical…

Quantum Physics · Physics 2024-04-16 Syed Farhan Ahmad , Raghav Rawat , Minal Moharir

Quantum Graphical Models (QGMs) generalize classical graphical models by adopting the formalism for reasoning about uncertainty from quantum mechanics. Unlike classical graphical models, QGMs represent uncertainty with density matrices in…

Machine Learning · Statistics 2018-10-31 Siddarth Srinivasan , Carlton Downey , Byron Boots

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Quantum Mechanics (QM) is a quantum probability theory based on the density matrix. The possibility of applying classical probability theory, which is based on the probability distribution function(PDF), to describe quantum systems is…

Quantum Physics · Physics 2008-09-12 Jinshan Wu , Shouyong Pei

The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…

Machine Learning · Computer Science 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

This research focuses on the algorithms and approaches for learning Hidden Markov Models (HMMs) and compares HMM learning methods and algorithms. HMM is a statistical Markov model in which the system being modeled is assumed to be a Markov…

Machine Learning · Computer Science 2021-02-16 Taha Mansouri , Mohamadreza Sadeghimoghadam , Iman Ghasemian Sahebi

Coordinated stealth attacks are a serious cybersecurity threat to distributed generation systems because they modify control and measurement signals while remaining close to normal behavior, making them difficult to detect using standard…

Machine Learning · Computer Science 2026-01-06 Osasumwen Cedric Ogiesoba-Eguakun , Suman Rath

Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

Machine Learning · Computer Science 2014-04-30 Carl Mattfeld