• Journal of Digital Convergence
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• v.10 no.7
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• pp.167-172
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• 2012

In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate has the disadvantage that require sophisticated smoothing process. Gaussian mixtures in order to improve them with a continuous probability density CHMM (Continuous Hidden Markov Model) model is proposed for the optimization of the library system. In this paper is system configuration thread control in recognition Gaussian mixtures model provides a model to optimize of the CHMM vocabulary recognition. The result of applying the proposed system, the recognition rate of 98.1% in vocabulary recognition, respectively.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.21 no.2
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• pp.146-153
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• 2011

Model based machine condition diagnosis methods are generally using a normal and many failure models which need sufficient data to train the models. However, data, especially for failure modes of interest, is very hard to get in real applications. So their industrial applications are either severely limited or impossible when the failure models cannot be trained. In this paper, continuous hidden Markov model(CHMM) with only a normal model has been suggested as a very promising machine condition diagnosis method which can be easily used for industrial applications. Generally hidden Markov model also uses many pattern models to recognize specific patterns and the recognition results of CHMM show the likelihood trend of models. By observing this likelihood trend of a normal model, it is possible to detect failures. This method has been successively applied to arc weld defect diagnosis. The result shows CHMM's big potential as a machine condition monitoring method.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.13 no.1
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• Journal of Digital Convergence
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• v.10 no.11
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• pp.377-382
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• 2012

In this paper, the echo noise robust CHMM learning model using echo cancellation average estimator LMS algorithm is proposed. To be able to adapt to the changing echo noise. For improving the performance of a continuous speech recognition, CHMM models were constructed using echo noise cancellation average estimator LMS algorithm. As a results, SNR of speech obtained by removing Changing environment noise is improved as average 1.93dB, recognition rate improved as 2.1%.

• Journal of the Korean Society for Railway
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• v.12 no.2
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• pp.285-290
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• 2009

This paper implemented a Speech Recognition System in order to recognize Commands of Ticketing Machine (314 station-names) at real-time using Continuous Hidden Markov Model. Used 39 MFCC at feature vectors and For the improvement of recognition rate composed 895 tied-state triphone models. System performance valuation result of the multi-speaker-dependent recognition rate and the multi-speaker-independent recognition rate is 99.24% and 98.02% respectively. In the noisy environment the recognition rate is 93.91%.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2010.05a
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• pp.981-984
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• 2010

In this paper, we used Support Vector Machines(SVMs) as the learning method, one of Artificial Neural Network, to segregated from the continuous speech into phonemes, an initial, medial, and final sound, and then, performed continuous speech recognition from it. A Decision boundary of phoneme is determined by algorithm with maximum frequency in a short interval. Speech recognition process is performed by Continuous Hidden Markov Model(CHMM), and we compared it with another phoneme segregated from the eye-measurement. From the simulation results, we confirmed that the method, SVMs, we proposed is more effective in an initial sound than Gaussian Mixture Models(GMMs).

• Journal of Korea Multimedia Society
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• v.6 no.2
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• pp.216-223
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• 2003

In this paper, we present SCCRS(Speech and Character Combined Recognition System) for speaker /writer independent. on-line multimodal interfaces. In general, it has been known that the CHMM(Continuous Hidden Markov Mode] ) is very useful method for speech recognition and on-line character recognition, respectively. In the proposed method, the same CHMM is applied to both speech and character recognition, so as to construct a combined system. For such a purpose, 115 CHMM having 3 states and 9 transitions are constructed using MLE(Maximum Likelihood Estimation) algorithm. Different features are extracted for speech and character recognition: MFCC(Mel Frequency Cepstrum Coefficient) Is used for speech in the preprocessing, while position parameter is utilized for cursive character At recognition step, the proposed SCCRS employs OPDP (One Pass Dynamic Programming), so as to be a practical combined recognition system. Experimental results show that the recognition rates for voice phoneme, voice word, cursive character grapheme, and cursive character word are 51.65%, 88.6%, 85.3%, and 85.6%, respectively, when not using any language models. It demonstrates the efficiency of the proposed system.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.2220-2223
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• 2003

In this paper we used Support Vector Machines(SVMs) recently proposed as the loaming method, one of Artificial Neural Network, to divide continuous speech into phonemes, an initial, medial, and final sound, and then, performed continuous speech recognition from it. Decision boundary of phoneme is determined by algorithm with maximum frequency in a short interval. Recognition process is performed by Continuous Hidden Markov Model(CHMM), and we compared it with another phoneme divided by eye-measurement. From experiment we confirmed that the method, SVMs, we proposed is more effective in an initial sound than Gaussian Mixture Models(GMMs).

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• The Journal of the Acoustical Society of Korea
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• v.22 no.7
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• pp.528-538
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• 2003

A SCCRS (Speech and Character Combined Recognition System) is developed for working on mobile devices such as PDA (Personal Digital Assistants). In SCCRS, the feature extraction is separately carried out for speech and for hand-written character, but the recognition is performed in a common engine. The recognition engine employs essentially CHMM (Continuous Hidden Markov Model), which consists of variable parameter topology in order to minimize the number of model parameters and to reduce recognition time. For generating contort independent variable parameter model, we propose the SSMS(Successive State and Mixture Splitting), which gives appropriate numbers of mixture and of states through splitting in mixture domain and in time domain. The recognition results show that the proposed SSMS method can reduce the total number of GOPDD (Gaussian Output Probability Density Distribution) up to 40.0% compared to the conventional method with fixed parameter model, at the same recognition performance in speech recognition system.