• 제목/요약/키워드: Hidden Markov chain Model

검색결과 32건 처리시간 0.029초

Hidden Markov Chain 모형과 이변량 코플라함수를 이용한 가뭄빈도분석 (Drought Frequency Analysis Using Hidden Markov Chain Model and Bivariate Copula Function)

  • 전시영;김용탁;권현한
    • 한국수자원학회논문집
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    • 제48권12호
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    • pp.969-979
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    • 2015
  • 본 연구에서는 가뭄의 특성분석에 유리하며, 확률론적 접근이 가능한 은닉 마코프 모델(HMM) 기반의 가뭄 분석 기법을 적용하였다. HMM 기반의 가뭄의 심도뿐만 아니라 지속시간을 동시에 평가할 수 있도록 코플라 함수 기반의 이변량 가뭄빈도해석 기법을 도입하여 우리나라의 2015년 가뭄 빈도를 평가하였다. 가뭄빈도분석 결과 최근 40년 자료를 기준으로 영동지방에 비해 영서지방이 전체적으로 가뭄이 발생할 경우 가뭄의 심도가 큰 것으로 평가되었다. 심한가뭄의 발생 비율의 경우에 철원의 경우 10%를 상회하는 등 임진강 유역에서 상대적으로 심한가뭄의 발생비율이 크다는 것을 확인할 수 있었다. 한강유역 일부지점에서는 2014/2015년의 가뭄 지속기간 및 심도의 결합재현기간이 1,000년이 넘는 가뭄이 발생하고 있는 것으로 평가되었다. 특히 북한강 및 임진강 유역에 심한 가뭄이 발생하고 있으며 전반적으로 100년 이상의 기왕최대가뭄을 나타내고 있는 것으로 판단되었다.

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

  • 조민환
    • 한국컴퓨터정보학회논문지
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    • 제9권3호
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    • pp.121-125
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    • 2004
  • 대부분의 수기 숫자 인식 시스템에서는 자모 형태를 이용한 특징 점 추출과, 형태소 적 분석기법을 많이 사용하였다. 본 연구에서는 체인코드를 사용하고, 생성된 체인코드를 미분하여 최소 값이 되는 미분코드를 만들었다. 이 미분코드는 대부분의 수기 숫자에 적용해 본 결과 숫자 변별력이 매우 뛰어남을 알 수 있었다. 처리 순서는 몇 개의 수기숫자를 전 처리하고, 체인코드와 미분코드를 생성 한 후, HMM 인식 네트워크를 사용하여 숫자 인식하였다. 처리 결과 96.1%의 수기숫자를 인식하였으며, 매우 심하게 왜곡된 숫자는 인식하지 못하였다.

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Predicting PM2.5 Concentrations Using Artificial Neural Networks and Markov Chain, a Case Study Karaj City

  • Asadollahfardi, Gholamreza;Zangooei, Hossein;Aria, Shiva Homayoun
    • Asian Journal of Atmospheric Environment
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    • 제10권2호
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    • pp.67-79
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    • 2016
  • The forecasting of air pollution is an important and popular topic in environmental engineering. Due to health impacts caused by unacceptable particulate matter (PM) levels, it has become one of the greatest concerns in metropolitan cities like Karaj City in Iran. In this study, the concentration of $PM_{2.5}$ was predicted by applying a multilayer percepteron (MLP) neural network, a radial basis function (RBF) neural network and a Markov chain model. Two months of hourly data including temperature, NO, $NO_2$, $NO_x$, CO, $SO_2$ and $PM_{10}$ were used as inputs to the artificial neural networks. From 1,488 data, 1,300 of data was used to train the models and the rest of the data were applied to test the models. The results of using artificial neural networks indicated that the models performed well in predicting $PM_{2.5}$ concentrations. The application of a Markov chain described the probable occurrences of unhealthy hours. The MLP neural network with two hidden layers including 19 neurons in the first layer and 16 neurons in the second layer provided the best results. The coefficient of determination ($R^2$), Index of Agreement (IA) and Efficiency (E) between the observed and the predicted data using an MLP neural network were 0.92, 0.93 and 0.981, respectively. In the MLP neural network, the MBE was 0.0546 which indicates the adequacy of the model. In the RBF neural network, increasing the number of neurons to 1,488 caused the RMSE to decline from 7.88 to 0.00 and caused $R^2$ to reach 0.93. In the Markov chain model the absolute error was 0.014 which indicated an acceptable accuracy and precision. We concluded the probability of occurrence state duration and transition of $PM_{2.5}$ pollution is predictable using a Markov chain method.

제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법 (Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm)

  • 조현철;이권순;구경완
    • 전기학회논문지P
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    • 제58권2호
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

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

  • Chen, Si;Kwon, Hyun-Han;Kim, Tae-Woong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2016년도 학술발표회
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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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Online Parameter Estimation and Convergence Property of Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제7권4호
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    • pp.285-294
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    • 2007
  • In this paper, we investigate a novel online estimation algorithm for dynamic Bayesian network(DBN) parameters, given as conditional probabilities. We sequentially update the parameter adjustment rule based on observation data. We apply our algorithm to two well known representations of DBNs: to a first-order Markov Chain(MC) model and to a Hidden Markov Model(HMM). A sliding window allows efficient adaptive computation in real time. We also examine the stochastic convergence and stability of the learning algorithm.

전투기 AESA 레이더 운용모드의 최적 계층구조 설계 방법론 (Optimal Hierarchical Design Methodology for AESA Radar Operating Modes of a Fighter)

  • 김흥섭;김성호;장우석;설현주
    • 산업경영시스템학회지
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    • 제46권4호
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    • pp.281-293
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    • 2023
  • This study addresses the optimal design methodology for switching between active electronically scanned array (AESA) radar operating modes to easily select the necessary information to reduce pilots' cognitive load and physical workload in situations where diverse and complex information is continuously provided. This study presents a procedure for defining a hidden Markov chain model (HMM) for modeling operating mode changes based on time series data on the operating modes of the AESA radar used by pilots while performing mission scenarios with inherent uncertainty. Furthermore, based on a transition probability matrix (TPM) of the HMM, this study presents a mathematical programming model for proposing the optimal structural design of AESA radar operating modes considering the manipulation method of a hands on throttle-and-stick (HOTAS). Fighter pilots select and activate the menu key for an AESA radar operation mode by manipulating the HOTAS's rotary and toggle controllers. Therefore, this study presents an optimization problem to propose the optimal structural design of the menu keys so that the pilot can easily change the menu keys to suit the operational environment.

Discovery of Novel 4${\alpha}$ helix Cytokine by Hidden Markov Model Analysis

  • Du, Chunjuan;Zeng, Yanjun;Zhu, Yunping;He, Fuchu
    • 한국생물정보학회:학술대회논문집
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    • 한국생물정보시스템생물학회 2005년도 BIOINFO 2005
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    • pp.41-44
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    • 2005
  • Cytokines play a crucial role in the immune and inflammatory responses. But because of the high evolutionary rate of these proteins, the similarity between different members of their family is very low, which makes the identification of novel members of cytokines very difficult. According to this point, a new bioinformatic strategy to identify novel cytokine of the short-chain and long-chain 4${\alpha}$ helix cytokine using hidden markov model (HMM) is proposed in the paper. As a result, two motifs were created on the two train data sets, which were used to search three different databases. In order to improve the result, a strict criterion is established to filter the novel cytokines in the subject proteins. Finally, according to their E-value, scores and the criterion, four subject proteins are predicted to be possible novel cytokines for each family respectively.

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Evaluation of the Effects of a Grouping Algorithm on IEEE 802.15.4 Networks with Hidden Nodes

  • Um, Jin-Yeong;Ahn, Jong-Suk;Lee, Kang-Woo
    • Journal of Communications and Networks
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    • 제16권1호
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    • pp.81-91
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    • 2014
  • This paper proposes hidden-node aware grouping (HAG) algorithm to enhance the performance of institute of electrical and electronics engineers (IEEE) 802.15.4 networks when they undergo either severe collisions or frequent interferences by hidden nodes. According to the degree of measured collisions and interferences, HAG algorithm dynamically transforms IEEE 802.15.4 protocol between a contention algorithm and a contention-limited one. As a way to reduce the degree of contentions, it organizes nodes into some number of groups and assigns each group an exclusive per-group time slot during which only its member nodes compete to grab the channel. To eliminate harmful disruptions by hidden nodes, especially, it identifies hidden nodes by analyzing the received signal powers that each node reports and then places them into distinct groups. For load balancing, finally it flexibly adapts each per-group time according to the periodic average collision rate of each group. This paper also extends a conventional Markov chain model of IEEE 802.15.4 by including the deferment technique and a traffic source to more accurately evaluate the throughput of HAG algorithm under both saturated and unsaturated environments. This mathematical model and corresponding simulations predict with 6%discrepancy that HAG algorithm can improve the performance of the legacy IEEE 802.15.4 protocol, for example, even by 95% in a network that contains two hidden nodes, resulting in creation of three groups.

Efficient Markov Chain Monte Carlo for Bayesian Analysis of Neural Network Models

  • Paul E. Green;Changha Hwang;Lee, Sangbock
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.63-75
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    • 2002
  • Most attempts at Bayesian analysis of neural networks involve hierarchical modeling. We believe that similar results can be obtained with simpler models that require less computational effort, as long as appropriate restrictions are placed on parameters in order to ensure propriety of posterior distributions. In particular, we adopt a model first introduced by Lee (1999) that utilizes an improper prior for all parameters. Straightforward Gibbs sampling is possible, with the exception of the bias parameters, which are embedded in nonlinear sigmoidal functions. In addition to the problems posed by nonlinearity, direct sampling from the posterior distributions of the bias parameters is compounded due to the duplication of hidden nodes, which is a source of multimodality. In this regard, we focus on sampling from the marginal posterior distribution of the bias parameters with Markov chain Monte Carlo methods that combine traditional Metropolis sampling with a slice sampler described by Neal (1997, 2001). The methods are illustrated with data examples that are largely confined to the analysis of nonparametric regression models.