• Title/Summary/Keyword: markov model

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Time-Series Data Prediction using Hidden Markov Model and Similarity Search for CRM (CRM을 위한 은닉 마코프 모델과 유사도 검색을 사용한 시계열 데이터 예측)

  • Cho, Young-Hee;Jeon, Jin-Ho;Lee, Gye-Sung
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.5
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    • pp.19-28
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    • 2009
  • Prediction problem of the time-series data has been a research issue for a long time among many researchers and a number of methods have been proposed in the literatures. In this paper, a method is proposed that similarities among time-series data are examined by use of Hidden Markov Model and Likelihood and future direction of the data movement is determined. Query sequence is modeled by Hidden Markov Modeling and then the model is examined over the pre-recorded time-series to find the subsequence which has the greatest similarity between the model and the extracted subsequence. The similarity is evaluated by likelihood. When the best subsequence is chosen, the next portion of the subsequence is used to predict the next phase of the data movement. A number of experiments with different parameters have been conducted to confirm the validity of the method. We used KOSPI to verify suggested method.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

A Method for Group Mobility Model Construction and Model Representation from Positioning Data Set Using GPGPU (GPGPU에 기반하는 위치 정보 집합에서 집단 이동성 모델의 도출 기법과 그 표현 기법)

  • Song, Ha Yoon;Kim, Dong Yup
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.3
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    • pp.141-148
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    • 2017
  • The current advancement of mobile devices enables users to collect a sequence of user positions by use of the positioning technology and thus the related research regarding positioning or location information are quite arising. An individual mobility model based on positioning data and time data are already established while group mobility model is not done yet. In this research, group mobility model, an extension of individual mobility model, and the process of establishment of group mobility model will be studied. Based on the previous research of group mobility model from two individual mobility model, a group mobility model with more than two individual model has been established and the transition pattern of the model is represented by Markov chain. In consideration of real application, the computing time to establish group mobility mode from huge positioning data has been drastically improved by use of GPGPU comparing to the use of traditional multicore systems.

Modeling the Spatial Dynamics of Urban Green Spaces in Daegu with a CA-Markov Model (CA-Markov 모형을 이용한 대구시 녹지의 공간적 변화 모델링)

  • Seo, Hyun-Jin;Jun, Byong-Woon
    • Journal of the Korean Geographical Society
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    • v.52 no.1
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    • pp.123-141
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    • 2017
  • This study predicted urban green spaces for 2020 based on two scenarios keeping or freeing the green-belt in the Daegu metropolitan city using a hybrid Cellular Automata(CA)-Markov model and analyzed the spatial dynamics of urban green spaces between 2009 and 2020 using a land cover change detection technique and spatial metrics. Markov chain analysis was employed to derive the transition probability for projecting land cover change into the future for 2020 based on two land cover maps in 1998 and 2009 provided by the Ministry of Environment. Multi-criteria evaluation(MCE) was adopted to develop seven suitability maps which were empirically derived in relation to the six restriction factors underlying the land cover change between the years 1998 and 2009. A hybrid CA-Markov model was then implemented to predict the land cover change over an 11 year period to 2020 based on two scenarios keeping or freeing the green-belt. The projected land cover for 2009 was cross-validated with the actual land cover in 2009 using Kappa statistics. Results show that urban green spaces will be remarkably fragmented in the suburban areas such as Dalseong-gun, Seongseo, Ansim and Chilgok in the year 2020 if the Daegu metropolitan city keeps its urbanization at current pace and in case of keeping the green-belt. In case of freeing the green-belt, urban green spaces will be fragmented on the fringes of the green-belt. It is thus required to monitor urban green spaces systematically considering the spatial change patterns identified by this study for sustainably managing them in the Daegu metropolitan city in the near future.

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A Face Recognition using the Hidden Markov Model and Karhuman Loevs Transform (Hidden Markov Model과 Karhuman Loevs Transform를 이용한 얼굴인식)

  • Kim, Do-Hyun;Hwang, Suen-Ki;Kang, Yong-Seok;Kim, Tae-Woo;Kim, Moon-Hwan;Bae, Cheol-Soo
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.4 no.1
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    • pp.3-8
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    • 2011
  • The work presented in this paper describes a Hidden Markov Model(HMM)-based framework for face recognition and face detection. The observation vectors used to characterize the statics of the HMM are obtained using the coefficients of the Karhuman-Loves Transform(KLT). The face recognition method presented in this paper reduces significantly the computational complexity of previous HMM-based face recognition systems, while slightly improving the recognition rate. In addition, the suggested method is more effective than the exiting ones in face extraction in terms of accuracy and others even under complex changes to the surroundings such as lighting.

Fault Diagnosis of Rotating System Mass Unbalance Using Hidden Markov Model (HMM을 이용한 회전체 시스템의 질량편심 결함진단)

  • Ko, Jungmin;Choi, Chankyu;Kang, To;Han, Soonwoo;Park, Jinho;Yoo, Honghee
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.25 no.9
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    • pp.637-643
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    • 2015
  • In recent years, pattern recognition methods have been widely used by many researchers for fault diagnoses of mechanical systems. The soundness of a mechanical system can be checked by analyzing the variation of the system vibration characteristic along with a pattern recognition method. Recently, the hidden Markov model has been widely used as a pattern recognition method in various fields. In this paper, the hidden Markov model is employed for the fault diagnosis of the mass unbalance of a rotating system. Mass unbalance is one of the critical faults in the rotating system. A procedure to identity the location and size of the mass unbalance is proposed and the accuracy of the procedure is validated through experiment.

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.

Face Recognition Using Wavelet Coefficients and Hidden Markov Model (웨이블렛 계수와 Hidden Markov Model을 이용한 얼굴인식 기법)

  • Lee, Kyung-Ah;Lee, Dae-Jong;Park, Jang-Hwan;Chun, Myung-Geun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.13 no.6
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    • pp.673-678
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    • 2003
  • In this paper, we proposes a method for face recognition using HMM(hidden Markov model) and wavelet coefficients First, input images are compressed by using the multi-resolution analysis based on the discrete wavelet transform. And then, the wavelet coefficients obtained from each subband are used as feature vectors to construct the HMMs. In the recognition stage, we obtained higher recognition rate by summing of each recognition rate of wavelet subband. The usefulness of the proposed method was shown by comparing with conventional VQ and DCT-HMM ones. The experimental results show that the proposed method is more satisfactory than previous ones.

Methodology of a Probabilistic Pavement Performance Prediction Model Based on the Markov Process (확률적 포장 공용성 예측모델 개발 방법론)

  • Yoo, Pyeong-Jun;Lee, Dong-Hyun
    • International Journal of Highway Engineering
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    • v.4 no.4 s.14
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    • pp.1-12
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    • 2002
  • Pavement Management System has a special purpose that the rehabilitation strategy applied on pavement should be executable in view of technical and economical point after new pavement open to the traffic. To achieve that purpose, a reliable pavement performance prediction model should be embeded in the system. The object of this study is to develop a probabilistic pavement performance prediction model for evaluating asphalt pavements based on the Markov chain concept. In this paper, methodology of the Markov chain modeling principle is explained, and the application of this model to asphalt pavement is described. As the results, transition matrics for predicting asphalt pavement performance are obtained, and also performance life is estimated quantitatively by this system.

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