• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.767-783
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• 2013

Generalized Method of Moment(GMM) is a popular estimation method to estimate model parameters in empirical financial studies. GMM is frequently applied to estimate diffusion models that are basic techniques of modern financial engineering. However, recent research showed that GMM had poor properties to estimate the parameters that pertain to the diffusion coefficient in diffusion models. This research corrects the weakness of GMM and suggests alternatives to improve the statistical properties of GMM estimators. In this study, a simulation method is adopted to compare estimation methods. Out of compared alternatives, NGMM-Y, a version of improved GMM that adopts the NLL idea of Shoji and Ozaki (1998), showed the best properties. Especially NGMM-Y estimator is superior to other versions of GMM estimators for the estimation of diffusion coefficient parameters.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1007-1020
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• 2011

Since the research of Black and Scholes (1973), modeling methods using diffusion processes have performed principal roles in financial engineering. In modern financial theories, various types of diffusion processes were suggested and applied in real situations. An estimation of the model parameters is an indispensible step to analyze financial data using diffusion process models. Many estimation methods were suggested and their properties were investigated. This paper reviews the statistical properties of the, Euler approximation method, New Local Linearization(NLL) method, and Generalized Methods of Moment(GMM) that are known as the most practical methods. From the simulation study, we found the NLL and Euler methods performed better than GMM. GMM is frequently used to estimate the parameters because of its simplicity; however this paper shows the performance of GMM is poorer than the Euler approximation method or the NLL method that are even simpler than GMM. This paper shows the performance of the GMM is extremely poor especially when the parameters in diffusion coefficient are to be estimated.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.2
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• pp.185-192
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• 2013

In this paper, proposed to improve the performance of speech and mixed content signal classification using MFCC based on GMM probability model used for the MPEG USAC(Unified Speech and Audio Coding) standard. For effective pattern recognition, the Gaussian mixture model (GMM) probability model is used. For the optimal GMM parameter extraction, we use the expectation maximization (EM) algorithm. The proposed classification algorithm is divided into two significant parts. The first one extracts the optimal parameters for the GMM. The second distinguishes between speech and mixed content signals using MFCC feature parameters. The performance of the proposed classification algorithm shows better results compared to the conventionally implemented USAC scheme.

• The Journal of the Acoustical Society of Korea
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• v.23 no.3
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• pp.235-241
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• 2004

This paper studied the pattern recognition algorithm and feature parameters for speaker and context independent emotion recognition. In this paper, KNN algorithm was used as the pattern matching technique for comparison, and also VQ and GMM were used for speaker and context independent recognition. The speech parameters used as the feature are pitch. energy, MFCC and their first and second derivatives. Experimental results showed that emotion recognizer using MFCC and its derivatives showed better performance than that using the pitch and energy parameters. For pattern recognition algorithm. GMM-based emotion recognizer was superior to KNN and VQ-based recognizer.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.2463-2466
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• 2003

This paper studied the pattern recognition algorithm and feature parameters for emotion recognition. In this paper, KNN algorithm was used as the pattern matching technique for comparison, and also VQ and GMM were used lot speaker and context independent recognition. The speech parameters used as the feature are pitch, energy, MFCC and their first and second derivatives. Experimental results showed that emotion recognizer using MFCC and their derivatives as a feature showed better performance than that using the Pitch and energy Parameters. For pattern recognition algorithm, GMM based emotion recognizer was superior to KNN and VQ based recognizer

• The Journal of the Acoustical Society of Korea
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• v.29 no.3
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• pp.216-221
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• 2010

In this paper, we propose speaker verification method using Support Vector Machine (SVM) kernel with Gaussian Mixture Model (GMM)-supervector based on the Mahalanobis distance. The proposed GMM-supervector SVM kernel method is combined GMM with SVM. The GMM-supervectors are generated by GMM parameters of speaker and other speaker utterances. A speaker verification threshold of GMM-supervectors is decided by SVM kernel based on Mahalanobis distance to improve speaker verification accuracy. The experimental results for text-independent speaker verification using 20 speakers demonstrates the performance of the proposed method compared to GMM, SVM, GMM-supervector SVM kernel based on Kullback-Leibler (KL) divergence, and GMM-supervector SVM kernel based on Bhattacharyya distance.

• Speech Sciences
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• v.7 no.2
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• pp.235-244
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• 2000

This paper was focused on realizing the text-independent speaker recognizer using the VQ and GMM algorithm and studying the characteristics of the speaker recognizers that adopt these two algorithms. Because it was difficult ascertain the effect two algorithms have on the speaker recognizer theoretically, we performed the recognition experiments using various parameters and, as the result of the experiments, we could show that GMM algorithm had better recognition performance than VQ algorithm as following. The GMM showed better performance with small training data, and it also showed just a little difference of recognition rate as the kind of feature vectors and the length of input data vary. The GMM showed good recognition performance than the VQ on the whole.

• Speech Sciences
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• v.11 no.2
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• pp.237-245
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• 2004

In general, Gaussian mixture model(GMM) is used to estimate the speaker model for speaker identification. The parameter estimates of the GMM are obtained by using the expectation-maximization (EM) algorithm for the maximum likelihood(ML) estimation. However, if the number of mixtures isn't defined well in the GMM, those parameters are obtained inappropriately. The problem to find the number of components is significant to estimate the optimal parameter in mixture model. In this paper, to estimate the optimal number of mixtures, we propose the method that starts from the sufficient mixtures, after, the number is reduced by investigating the mutual information between mixtures for GMM. In result, we can estimate the optimal number of mixtures. The effectiveness of the proposed method is shown by the experiment using artificial data. Also, we performed the speaker identification applying the proposed method comparing with other approaches.

• Proceedings of the KIEE Conference
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• 2008.04a
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• pp.99-100
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• 2008

This paper proposes a Gaussian Mixture Model (GMM) - based speech emotion recognition methods using four feature parameters; 1) Fast Fourier Transform(FFT) spectral entropy, 2) delta FFT spectral entropy, 3) Mel-frequency Filter Bank (MFB) spectral entropy, and 4) delta MFB spectral entropy. In addition, we use four emotions in a speech database including anger, sadness, happiness, and neutrality. We perform speech emotion recognition experiments using each pre-defined emotion and gender. The experimental results show that the proposed emotion recognition using FFT spectral-based entropy and MFB spectral-based entropy performs better than existing emotion recognition based on GMM using energy, Zero Crossing Rate (ZCR), Linear Prediction Coefficient (LPC), and pitch parameters. In experimental Results, we attained a maximum recognition rate of 75.1% when we used MFB spectral entropy and delta MFB spectral entropy.

• Speech Sciences
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• v.14 no.1
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• pp.151-162
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• 2007

This study focuses on the classification of pathological voice using GMM (Gaussian Mixture Model) and compares the results to the previous work which was done by ANN (Artificial Neural Network). Speech data from normal people and patients were collected, then diagnosed and classified into two different categories. Six characteristic parameters (Jitter, Shimmer, NHR, SPI, APQ and RAP) were chosen. Then the classification method based on the artificial neural network and Gaussian mixture method was employed to discriminate the data into normal and pathological speech. The GMM method attained 98.4% average correct classification rate with training data and 95.2% average correct classification rate with test data. The different mixture number (3 to 15) of GMM was used in order to obtain an optimal condition for classification. We also compared the average classification rate based on GMM, ANN and HMM. The proper number of mixtures on Gaussian model needs to be investigated in our future work.