Related papers: Generating Hidden Markov Models from Process Model…

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Tensor methods have become a promising tool to solve high-dimensional problems in the big data era. By exploiting possible low-rank tensor factorization, many high-dimensional model-based or data-driven problems can be solved to facilitate…

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…

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Tensor factorization models are widely used in many applied fields such as chemometrics, psychometrics, computer vision or communication networks. Real life data collection is often subject to errors, resulting in missing data. Here we…

There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary…

Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…

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…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

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…

Hidden Markov Models, HMM's, are mathematical models of Markov processes with state that is hidden, but from which information can leak. They are typically represented as 3-way joint-probability distributions. We use HMM's as denotations of…

During the fabrication of casting parts sensor data is typically automatically recorded and accumulated for process monitoring and defect diagnosis. As casting is a thermal process with many interacting process parameters, root cause…

Factor analysis is broadly used as a powerful unsupervised machine learning tool for reconstruction of hidden features in recorded mixtures of signals. In the case of a linear approximation, the mixtures can be decomposed by a variety of…

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…

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…