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

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Development of Daily Rainfall Simulation Model Based on Homogeneous Hidden Markov Chain (동질성 Hidden Markov Chain 모형을 이용한 일강수량 모의기법 개발)

  • Kwon, Hyun-Han;Kim, Tae Jeong;Hwang, Seok-Hwan;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.5
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    • pp.1861-1870
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    • 2013
  • A climate change-driven increased hydrological variability has been widely acknowledged over the past decades. In this regards, rainfall simulation techniques are being applied in many countries to consider the increased variability. This study proposed a Homogeneous Hidden Markov Chain(HMM) designed to recognize rather complex patterns of rainfall with discrete hidden states and underlying distribution characteristics via mixture probability density function. The proposed approach was applied to Seoul and Jeonju station to verify model's performance. Statistical moments(e.g. mean, variance, skewness and kurtosis) derived by daily and seasonal rainfall were compared with observation. It was found that the proposed HMM showed better performance in terms of reproducing underlying distribution characteristics. Especially, the HMM was much better than the existing Markov Chain model in reproducing extremes. In this regard, the proposed HMM could be used to evaluate a long-term runoff and design flood as inputs.

A Study on Character Recognition using HMM and the Mason's Theorem

  • Lee Sang-kyu;Hur Jung-youn
    • Proceedings of the IEEK Conference
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    • summer
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    • pp.259-262
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    • 2004
  • In most of the character recognition systems, the method of template matching or statistical method using hidden Markov model is used to extract and recognize feature shapes. In this paper, we used modified chain-code which has 8-directions but 4-codes, and made the chain-code of hand-written character, after that, converted it into transition chain-code by applying to HMM(Hidden Markov Model). The transition chain code by HMM is analyzed as signal flow graph by Mason's theory which is generally used to calculate forward gain at automatic control system. If the specific forward gain and feedback gain is properly set, the forward gain of transition chain-code using Mason's theory can be distinguished depending on each object for recognition. This data of the gain is reorganized as tree structure, hence making it possible to distinguish different hand-written characters. With this method, $91\%$ recognition rate was acquired.

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Development of Multi-Site Daily Rainfall Simulation Based on Homogeneous Hidden Markov Chain Model Coupled with Chow-Liu Tree Structures (Chow-Liu Tree 모형과 동질성 Hidden Markov Model을 연계한 다지점 일강수량 모의기법 개발)

  • Kwon, Hyun-Han;Kim, Tae Jeong;Kim, Oon Ki;Lee, Dong Ryul
    • Journal of Korea Water Resources Association
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    • v.46 no.10
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    • pp.1029-1040
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    • 2013
  • This study aims to develop a multivariate daily rainfall simulation model considering spatial coherence across watershed. The existing Hidden Markov Model (HMM) has been mainly applied to single site case so that the spatial coherences are not properly addressed. In this regard, HMM coupled with Chow-Liu Tree (CLT) that is designed to consider inter-dependences across rainfall networks was proposed. The proposed approach is applied to Han-River watershed where long-term and reliable hydrologic data is available, and a rigorous validation is finally conducted to verify the model's capability. It was found that the proposed model showed better performance in terms of reproducing daily rainfall statistics as well as seasonal rainfall statistics. Also, correlation matrix across stations for observation and simulation was compared and examined. It was confirmed that the spatial coherence was well reproduced via CLT-HMM model.

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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Content-based Image Retrieval using an Improved Chain Code and Hidden Markov Model (개선된 chain code와 HMM을 이용한 내용기반 영상검색)

  • 조완현;이승희;박순영;박종현
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.375-378
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    • 2000
  • In this paper, we propose a novo] content-based image retrieval system using both Hidden Markov Model(HMM) and an improved chain code. The Gaussian Mixture Model(GMM) is applied to statistically model a color information of the image, and Deterministic Annealing EM(DAEM) algorithm is employed to estimate the parameters of GMM. This result is used to segment the given image. We use an improved chain code, which is invariant to rotation, translation and scale, to extract the feature vectors of the shape for each image in the database. These are stored together in the database with each HMM whose parameters (A, B, $\pi$) are estimated by Baum-Welch algorithm. With respect to feature vector obtained in the same way from the query image, a occurring probability of each image is computed by using the forward algorithm of HMM. We use these probabilities for the image retrieval and present the highest similarity images based on these probabilities.

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Two-Dimensional Hidden Markov Mesh Chain Algorithms for Image Dcoding (이차원 영상해석을 위한 은닉 마프코프 메쉬 체인 알고리즘)

  • Sin, Bong-Gi
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.6
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    • pp.1852-1860
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    • 2000
  • Distinct from the Markov random field or pseudo 2D HMM models for image analysis, this paper proposes a new model of 2D hidden Markov mesh chain(HMMM) model which subsumes the definitions of and the assumptions underlying the conventional HMM. The proposed model is a new theoretical realization of 2D HMM with the causality of top-down and left-right progression and the complete lattice constraint. These two conditions enable an efficient mesh decoding for model estimation and a recursive maximum likelihood estimation of model parameters. Those algorithms are developed in theoretical perspective and, in particular, the training algorithm, it is proved, attains the optimal set of parameters.

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A hidden Markov model for long term drought forecasting in South Korea

  • Chen, Si;Shin, Ji-Yae;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.225-225
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    • 2015
  • Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

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A Study on the Hand-written Number Recognition by HMM(Hidden Markov Model) (HMM을 이용한 수기숫자 인식에 관한 연구)

  • Cho Meen Hwan
    • Journal of the Korea Society of Computer and Information
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    • v.9 no.3
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    • pp.121-125
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    • 2004
  • In the most of recognizing systems of hand-written numbers. extraction of feature shape by using character elements shapes and a method of morphological analysis by using then extraction of feature shapes were usually used. In this paper, however, peculiar chain-code is used, and differential code which gets minimal value by differentiating the chain-code which is generated by the peculiar chain-code is made. We found this differential code is very successful in discriminating hand-written numbers according to the result of applying to most of the hand-written numbers. Testing recognition of hand-written numbers by HMM network. From the results, we can recognize of 96.1 percentage hand-written numbers but can not recognize extremely distorted hand-written numbers.

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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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Appropriate identification of optimum number of hidden states for identification of extreme rainfall using Hidden Markov Model: Case study in Colombo, Sri Lanka

  • Chandrasekara, S.S.K.;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.390-390
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    • 2019
  • Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

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