• Title/Summary/Keyword: Markov Modeling

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An EMG Signals Discrimination Using Hybrid HMM and MLP Classifier for Prosthetic Arm Control Purpose (의수 제어를 위한 HMM-MLP 근전도 신호 인식 기법)

  • 권장우;홍승홍
    • Journal of Biomedical Engineering Research
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    • v.17 no.3
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    • pp.379-386
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    • 1996
  • This paper describes an approach for classifying myoelectric patterns using a multilayer perceptrons (MLP's) and hidden Markov models (HMM's) hybrid classifier. The dynamic aspects of EMG are important for tasks such as continuous prosthetic control or vari- ous time length EMG signal recognition, which have not been successfully mastered by the most neural approaches. It is known that the hidden Markov model (HMM) is suitable for modeling temporal patterns. In contrasts the multilayer feedforward networks are suitable for static patterns. Ank a lot of investigators have shown that the HMM's to be an excellent tool for handling the dynamical problems. Considering these facts, we suggest the combination of MLP and HMM algorithms that might lead to further improved EMG recognition systems.

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A Queueing Modeling for A ATM Performance Analysis (ATM 성능분석을 위한 대기행렬 모델링)

  • 정석윤
    • Proceedings of the Korea Society for Simulation Conference
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    • 1998.10a
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    • pp.7-11
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    • 1998
  • ATM 망을 효율적으로 구축하고 여러 가지 형태의 제어를 통하여 망 자원을 안정적으로 관리하기 위해서는 망의 성능에 대한 다양한 관점에서의 분석이 필수적이며, 그 기본이 되는 것이 ATM 다중화기에 대한 성능 분석이다. ATM 다중화기에 입력되는 트래픽을 분석하는데 있어서 MRP(Markov Renewal Processes) 또는 SMP(Semi-Markov Processes)는 자동 상관계수를 계산하기가 비교적 용이해서 높은 양의 상관관계를 가지는 버스티한 트래픽을 표현하기에 적절한 구조를 가지고 있으며, 입력 트래픽의 머무는 시간이 어떠한 분포이든 표현 가능한 장점이 있다. 본 연구에서는 ATM 트래픽을 분석하는데 있어서 입력되는 on/off 소스를 MRP로 모형화하고, 이를 도착과정으로 하는 이산시간 MR/D/1B 대기시스템으로 구성하여 ATM 다중화기의 셀 손실확률 등의 성능분석을 제시한다. 또한 본 연구에서 제시한 방법에 대한 타당성 검증을 위하여 시뮬레이션과 비교 검토한다.

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A Study on Performance Evaluation of Hidden Markov Network Speech Recognition System (Hidden Markov Network 음성인식 시스템의 성능평가에 관한 연구)

  • 오세진;김광동;노덕규;위석오;송민규;정현열
    • Journal of the Institute of Convergence Signal Processing
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    • v.4 no.4
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    • pp.30-39
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    • 2003
  • In this paper, we carried out the performance evaluation of HM-Net(Hidden Markov Network) speech recognition system for Korean speech databases. We adopted to construct acoustic models using the HM-Nets modified by HMMs(Hidden Markov Models), which are widely used as the statistical modeling methods. HM-Nets are carried out the state splitting for contextual and temporal domain by PDT-SSS(Phonetic Decision Tree-based Successive State Splitting) algorithm, which is modified the original SSS algorithm. Especially it adopted the phonetic decision tree to effectively express the context information not appear in training speech data on contextual domain state splitting. In case of temporal domain state splitting, to effectively represent information of each phoneme maintenance in the state splitting is carried out, and then the optimal model network of triphone types are constructed by in the parameter. Speech recognition was performed using the one-pass Viterbi beam search algorithm with phone-pair/word-pair grammar for phoneme/word recognition, respectively and using the multi-pass search algorithm with n-gram language models for sentence recognition. The tree-structured lexicon was used in order to decrease the number of nodes by sharing the same prefixes among words. In this paper, the performance evaluation of HM-Net speech recognition system is carried out for various recognition conditions. Through the experiments, we verified that it has very superior recognition performance compared with the previous introduced recognition system.

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Estimation of External Forces and Current Variables in Sea Trial by Using the Estimation-Before-Modeling Method (모델링 전 추정기법을 이용한 조종시운전시의 외력 및 조류 변수 추정)

  • H.K. Yoon;K.P. Rhee
    • Journal of the Society of Naval Architects of Korea
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    • v.38 no.4
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    • pp.30-38
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    • 2001
  • The current is considered in the conventional manoeuvering equation. This equation is represented as the nonlinear state and measurement equations in which external forces and the direction and the velocity of current are augmented as that variables. The external forces are modeled as the third-order Gauss-Markov processes and the direction and the velocity of current are assumed to be constant. The augmented state variables are estimated with extended Kalman-Bucy filter and the fixed-interval smoother. While Hwang estimated motion state variables, hydrodynamic coefficients and the current variables simultaneously by using extended Kalman filter, external forces of surge, sway and yaw and the direction and the velocity of current are the only parameters to be estimated in the estimation-before-modeling method. The current variables are satisfactorily estimated in simulation process where the measurement noise is present.

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Parameter and Modeling Uncertainty Analysis of Semi-Distributed Hydrological Model using Markov-Chain Monte Carlo Technique (Markov-Chain Monte Carlo 기법을 이용한 준 분포형 수문모형의 매개변수 및 모형 불확실성 분석)

  • Choi, Jeonghyeon;Jang, Suhyung;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.373-384
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    • 2020
  • Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

Natural Scene Text Binarization using Tensor Voting and Markov Random Field (텐서보팅과 마르코프 랜덤 필드를 이용한 자연 영상의 텍스트 이진화)

  • Choi, Hyun Su;Lee, Guee Sang
    • Smart Media Journal
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    • v.4 no.4
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    • pp.18-23
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    • 2015
  • In this paper, we propose a method for detecting the number of clusters. This method can improve the performance of a gaussian mixture model function in conventional markov random field method by using the tensor voting. The key point of the proposed method is that extracts the number of the center through the continuity of saliency map of the input data of the tensor voting token. At first, we separate the foreground and background region candidate in a given natural images. After that, we extract the appropriate cluster number for each separate candidate regions by applying the tensor voting. We can make accurate modeling a gaussian mixture model by using a detected number of cluster. We can return the result of natural binary text image by calculating the unary term and the pairwise term of markov random field. After the experiment, we can confirm that the proposed method returns the optimal cluster number and text binarization results are improved.

MCMC Algorithm for Dirichlet Distribution over Gridded Simplex (그리드 단체 위의 디리슐레 분포에서 마르코프 연쇄 몬테 칼로 표집)

  • Sin, Bong-Kee
    • KIISE Transactions on Computing Practices
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    • v.21 no.1
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    • pp.94-99
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    • 2015
  • With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

Estimating the Behavior Path of Seafarer Involved in Marine Accidents by Hidden Markov Model (은닉 마르코프 모델을 이용한 해양사고에 개입된 선원의 행동경로 추정)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.43 no.3
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    • pp.160-165
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    • 2019
  • The conduct of seafarer is major cause of marine accidents. This study models the behavior of the seafarer based on the Hidden Markov Model (HMM). Additionally, through the path analysis of the behavior estimated by the model, the kind of situations, procedures and errors that may have caused the marine accidents were interpreted. To successfully implement the model, the seafarer behaviors were observed by means of the summarized verdict reports issued by the Korean Maritime Safety Tribunal, and the observed results converted into behavior data suitable for HMM learning through the behavior classification framework based on the SRKBB (Skill-, Rule-, and Knowledge-Based Behavior). As a result of modeling the seafarer behaviors by the type of vessels, it was established that there was a difference between the models, and the possibility of identifying the preferred path of the seafarer behaviors. Through these results, it is expected that the model implementation technique proposed in this study can be applied to the prediction of the behavior of the seafarer as well as contribute to the prioritization of the behavior correction among seafarers, which is necessary for the prevention of marine accidents.

Hidden Markov model with stochastic volatility for estimating bitcoin price volatility (확률적 변동성을 가진 은닉마르코프 모형을 통한 비트코인 가격의 변동성 추정)

  • Tae Hyun Kang;Beom Seuk Hwang
    • The Korean Journal of Applied Statistics
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    • v.36 no.1
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    • pp.85-100
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    • 2023
  • The stochastic volatility (SV) model is one of the main methods of modeling time-varying volatility. In particular, SV model is actively used in estimation and prediction of financial market volatility and option pricing. This paper attempts to model the time-varying volatility of the bitcoin market price using SV model. Hidden Markov model (HMM) is combined with the SV model to capture characteristics of regime switching of the market. The HMM is useful for recognizing patterns of time series to divide the regime of market volatility. This study estimated the volatility of bitcoin by using data from Upbit, a cryptocurrency trading site, and analyzed it by dividing the volatility regime of the market to improve the performance of the SV model. The MCMC technique is used to estimate the parameters of the SV model, and the performance of the model is verified through evaluation criteria such as MAPE and MSE.

Bayesian Spatial Modeling of Precipitation Data

  • Heo, Tae-Young;Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.425-433
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    • 2009
  • Spatial models suitable for describing the evolving random fields in climate and environmental systems have been developed by many researchers. In general, rainfall in South Korea is highly variable in intensity and amount across space. This study characterizes the monthly and regional variation of rainfall fields using the spatial modeling. The main objective of this research is spatial prediction with the Bayesian hierarchical modeling (kriging) in order to further our understanding of water resources over space. We use the Bayesian approach in order to estimate the parameters and produce more reliable prediction. The Bayesian kriging also provides a promising solution for analyzing and predicting rainfall data.