• Title/Summary/Keyword: HMM(Hidden Markov Model)

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A probabilistic framework for drought forecasting using hidden Markov models aggregated with the RCP8.5 projection

  • Chen, Si;Kwon, Hyun-Han;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.197-197
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    • 2016
  • Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

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Vehicle trajectory prediction based on Hidden Markov Model

  • Ye, Ning;Zhang, Yingya;Wang, Ruchuan;Malekian, Reza
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.7
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    • pp.3150-3170
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    • 2016
  • In Intelligent Transportation Systems (ITS), logistics distribution and mobile e-commerce, the real-time, accurate and reliable vehicle trajectory prediction has significant application value. Vehicle trajectory prediction can not only provide accurate location-based services, but also can monitor and predict traffic situation in advance, and then further recommend the optimal route for users. In this paper, firstly, we mine the double layers of hidden states of vehicle historical trajectories, and then determine the parameters of HMM (hidden Markov model) by historical data. Secondly, we adopt Viterbi algorithm to seek the double layers hidden states sequences corresponding to the just driven trajectory. Finally, we propose a new algorithm (DHMTP) for vehicle trajectory prediction based on the hidden Markov model of double layers hidden states, and predict the nearest neighbor unit of location information of the next k stages. The experimental results demonstrate that the prediction accuracy of the proposed algorithm is increased by 18.3% compared with TPMO algorithm and increased by 23.1% compared with Naive algorithm in aspect of predicting the next k phases' trajectories, especially when traffic flow is greater, such as this time from weekday morning to evening. Moreover, the time performance of DHMTP algorithm is also clearly improved compared with TPMO algorithm.

Fault Diagnosis of a Rotating Blade using HMM/ANN Hybrid Model (HMM/ANN복합 모델을 이용한 회전 블레이드의 결함 진단)

  • Kim, Jong Su;Yoo, Hong Hee
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.23 no.9
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    • pp.814-822
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    • 2013
  • For the fault diagnosis of a mechanical system, pattern recognition methods have being used frequently in recent research. Hidden Markov model(HMM) and artificial neural network(ANN) are typical examples of pattern recognition methods employed for the fault diagnosis of a mechanical system. In this paper, a hybrid method that combines HMM and ANN for the fault diagnosis of a mechanical system is introduced. A rotating blade which is used for a wind turbine is employed for the fault diagnosis. Using the HMM/ANN hybrid model along with the numerical model of the rotating blade, the location and depth of a crack as well as its presence are identified. Also the effect of signal to noise ratio, crack location and crack size on the success rate of the identification is investigated.

Application of Hidden Markov Chain Model to identify temporal distribution of sub-daily rainfall in South Korea

  • Chandrasekara, S.S.K;Kim, Yong-Tak;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.499-499
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    • 2018
  • Hydro-meteorological extremes are trivial in these days. Therefore, it is important to identify extreme hydrological events in advance to mitigate the damage due to the extreme events. In this context, exploring temporal distribution of sub-daily extreme rainfall at multiple rain gauges would informative to identify different states to describe severity of the disaster. This study proposehidden Markov chain model (HMM) based rainfall analysis tool to understand the temporal sub-daily rainfall patterns over South Korea. Hourly and daily rainfall data between 1961 and 2017 for 92 stations were used for the study. HMM was applied to daily rainfall series to identify an observed hidden state associated with rainfall frequency and intensity, and further utilized the estimated hidden states to derive a temporal distribution of daily extreme rainfall. Transition between states over time was clearly identified, because HMM obviously identifies the temporal dependence in the daily rainfall states. The proposed HMM was very useful tool to derive the temporal attributes of the daily rainfall in South Korea. Further, daily rainfall series were disaggregated into sub-daily rainfall sequences based on the temporal distribution of hourly rainfall data.

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Video Based Fall Detection Algorithm Using Hidden Markov Model (은닉 마르코프 모델을 이용한 동영상 기반 낙상 인식 알고리듬)

  • Kim, Nam Ho;Yu, Yun Seop
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.8
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    • pp.232-237
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    • 2013
  • A newly developed fall detection algorithm using the HMM (Hidden Markov Model) extracted from the video is introduced. To distinguish between the fall from personal difference fall pattern or the normal activities of daily living (ADL), HMM machine learning algorithm is used. For getting fall feature vector of video, the motion vector from the optical flow is applied to the PCA (Principal Component Analysis). The combination of the angle, ratio of long-short axis, velocity from results of PCA make the new fall feature parameters. These parameters were applied to the HMM and the results were compared and analyzed. Among the newly proposed various kinds of fall parameters, the angle of movement showed the best results. The results show that this parameter can distinguish various types of fall from ADLs with 91.5% sensitivity and 88.01% specificity.

Improved Automatic Lipreading by Stochastic Optimization of Hidden Markov Models (은닉 마르코프 모델의 확률적 최적화를 통한 자동 독순의 성능 향상)

  • Lee, Jong-Seok;Park, Cheol-Hoon
    • The KIPS Transactions:PartB
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    • v.14B no.7
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    • pp.523-530
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    • 2007
  • This paper proposes a new stochastic optimization algorithm for hidden Markov models (HMMs) used as a recognizer of automatic lipreading. The proposed method combines a global stochastic optimization method, the simulated annealing technique, and the local optimization method, which produces fast convergence and good solution quality. We mathematically show that the proposed algorithm converges to the global optimum. Experimental results show that training HMMs by the method yields better lipreading performance compared to the conventional training methods based on local optimization.

A Novel Algorithm for Fault Type Fast Diagnosis in Overhead Transmission Lines Using Hidden Markov Models

  • Jannati, M.;Jazebi, S.;Vahidi, B.;Hosseinian, S.H.
    • Journal of Electrical Engineering and Technology
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    • v.6 no.6
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    • pp.742-749
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    • 2011
  • Power transmission lines are one of the most important components of electric power system. Failures in the operation of power transmission lines can result in serious power system problems. Hence, fault diagnosis (transient or permanent) in power transmission lines is very important to ensure the reliable operation of the power system. A hidden Markov model (HMM), a powerful pattern recognizer, classifies events in a probabilistic manner based on fault signal waveform and characteristics. This paper presents application of HMM to classify faults in overhead power transmission lines. The algorithm uses voltage samples of one-fourth cycle from the inception of the fault. The simulation performed in EMTPWorks and MATLAB environments validates the fast response of the classifier, which provides fast and accurate protection scheme for power transmission lines.

A Codeword Tying Algorithm in Speech Recognition based on Discrete Hidden Markov Model (이산분포 HMM을 이용한 음성인식에서의 코드워드 Tying 알고리즘)

  • Kim, Do-Yeong;Kim, Nam-Soo;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.3
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    • pp.63-70
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    • 1994
  • In this Paper, we propose a new codeword tying algorithm based on a tree structured classfier. The proposed algorithm which can be viewed as a kind of soft decision using statistical properties between codewords and states has an advantage of fast construction, and guarantees a unique optimal solution. Also, it can easily be applied to any speech recognition system based on discrete hidden Markov model (HMM). Experimental results on speaker-independent isolated word recognition show error reduction of $6\%$ for the codebook of size 256 and $9\%$ for 512 size and also HMM parameter reduction of about $20\%$.

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Anomaly Detection Scheme of Web-based attacks by applying HMM to HTTP Outbound Traffic (HTTP Outbound Traffic에 HMM을 적용한 웹 공격의 비정상 행위 탐지 기법)

  • Choi, Byung-Ha;Choi, Sung-Kyo;Cho, Kyung-San
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.5
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    • pp.33-40
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    • 2012
  • In this paper we propose an anomaly detection scheme to detect new attack paths or new attack methods without false positives by monitoring HTTP Outbound Traffic after efficient training. Our proposed scheme detects web-based attacks by comparing tags or javascripts of HTTP Outbound Traffic with normal behavioral models which apply HMM(Hidden Markov Model). Through the verification analysis under the real-attacked environment, we show that our scheme has superior detection capability of 0.0001% false positive and 96% detection rate.

Improvement of Gesture Recognition using 2-stage HMM (2단계 히든마코프 모델을 이용한 제스쳐의 성능향상 연구)

  • Jung, Hwon-Jae;Park, Hyeonjun;Kim, Donghan
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.11
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    • pp.1034-1037
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    • 2015
  • In recent years in the field of robotics, various methods have been developed to create an intimate relationship between people and robots. These methods include speech, vision, and biometrics recognition as well as gesture-based interaction. These recognition technologies are used in various wearable devices, smartphones and other electric devices for convenience. Among these technologies, gesture recognition is the most commonly used and appropriate technology for wearable devices. Gesture recognition can be classified as contact or noncontact gesture recognition. This paper proposes contact gesture recognition with IMU and EMG sensors by using the hidden Markov model (HMM) twice. Several simple behaviors make main gestures through the one-stage HMM. It is equal to the Hidden Markov model process, which is well known for pattern recognition. Additionally, the sequence of the main gestures, which comes from the one-stage HMM, creates some higher-order gestures through the two-stage HMM. In this way, more natural and intelligent gestures can be implemented through simple gestures. This advanced process can play a larger role in gesture recognition-based UX for many wearable and smart devices.