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[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…

Machine Learning · Statistics 2013-12-30 Dorra Trabelsi , Samer Mohammed , Faicel Chamroukhi , Latifa Oukhellou , Yacine Amirat

Player modeling is an important concept that has gained much attention in game research due to its utility in developing adaptive techniques to target better designs for engagement and retention. Previous work has explored modeling…

Artificial Intelligence · Computer Science 2018-04-03 Sara Bunian , Alessandro Canossa , Randy Colvin , Magy Seif El-Nasr

We present a model-based approach to learning robust runtime monitors for autonomous systems. Runtime monitors play a crucial role in raising the level of assurance by observing system behavior and predicting potential safety violations. In…

Logic in Computer Science · Computer Science 2026-02-17 Antonina Skurka , Luko van der Maas , Sebastian Junges , Hazem Torfah

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…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

Signal Processing · Electrical Eng. & Systems 2023-11-09 Qi Zhang , Zhongchang Sun , Luis C. Herrera , Shaofeng Zou

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…

Machine Learning · Computer Science 2020-06-19 Fatih Ilhan , Oguzhan Karaahmetoglu , Ismail Balaban , Suleyman Serdar Kozat

In this research, we compare malware detection techniques based on static, dynamic, and hybrid analysis. Specifically, we train Hidden Markov Models (HMMs ) on both static and dynamic feature sets and compare the resulting detection rates…

Cryptography and Security · Computer Science 2022-03-21 Anusha Damodaran , Fabio Di Troia , Visaggio Aaron Corrado , Thomas H. Austin , Mark Stamp

Accurate and interpretable car-following models are essential for traffic simulation and autonomous vehicle development. However, classical models like the Intelligent Driver Model (IDM) are fundamentally limited by their parsimonious and…

Applications · Statistics 2025-06-18 Chengyuan Zhang , Cathy Wu , Lijun Sun

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

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…

Methodology · Statistics 2024-10-08 Yidan Shi , Leilei Zeng , Mary E. Thompson , Suzanne L. Tyas

Recently developed techniques to acquire high-quality human mobility data allow large-scale simulations of the spread of infectious diseases with high spatial and temporal resolution.Analysis of such data has revealed the oversimplification…

Physics and Society · Physics 2015-12-08 Naoya Fujiwara , Abhijeet R. Sonawane , Koji Iwayama , Kazuyuki Aihara

Neural activity data can be associated with behavioral and physiological variables by analyzing their changes in the temporal domain. However, such relationships are often difficult to quantify and test, requiring advanced computational…

Neurons and Cognition · Quantitative Biology 2026-01-23 Nick Yao Larsen , Laura Paulsen , Christine Ahrends , Anderson M. Winkler , Diego Vidaurre

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Artificial Intelligence · Computer Science 2010-08-02 Henning Christiansen , Christian Theil Have , Ole Torp Lassen , Matthieu Petit

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

Group-based social dominance hierarchies are of essential interest in animal behavior research. Studies often record aggressive interactions observed over time, and models that can capture such dynamic hierarchy are therefore crucial.…

Applications · Statistics 2022-07-19 Owen G. Ward , Jing Wu , Tian Zheng , Anna L. Smith , James P. Curley

Industrial processes generate a massive amount of monitoring data that can be exploited to uncover hidden time losses in the system. This can be used to enhance the accuracy of maintenance policies and increase the effectiveness of the…

Applications · Statistics 2025-08-27 Fernando Miguelez , Josu Doncel , Maria Dolores Ugarte

Understanding the interplay between human behavioral phenomena and infectious disease dynamics has been one of the central challenges of mathematical epidemiology. However, socio-cognitive processes critical for the initiation of desired…

Physics and Society · Physics 2024-01-01 Qingchu Wu , Tarik Hadzibeganovic , Xiao-Pu Han

A particular challenge for disease progression modeling is the heterogeneity of a disease and its manifestations in the patients. Existing approaches often assume the presence of a single disease progression characteristics which is…

Machine Learning · Computer Science 2022-07-26 Taha Ceritli , Andrew P. Creagh , David A. Clifton

Continuous-time models have been developed to capture features of animal movement across temporal scales. In particular, one popular model is the continuous-time correlated random walk, in which the velocity of an animal is formulated as an…

Quantitative Methods · Quantitative Biology 2018-08-07 Théo Michelot , Paul G. Blackwell