Explicit-Duration Markov Switching Models

Explicit-Duration Markov Switching Models

Markov switching models (MSMs) are probabilistic models that employ multiple sets of parameters to describe different dynamic regimes that a time series may exhibit at different periods of time. The switching mechanism between regimes is controlled by unobserved random variables that form a first-order Markov chain. Explicit-duration MSMs contain additional variables that explicitly model the d...

Mirex 2012: Chord Recognition Using Duration-explicit Hidden Markov Models

We present an audio chord recognition system based on a generalization of the Hidden Markov Model (HMM) in which the duration of chords is explicitly considered a type of HMM referred to as a hidden semi-Markov model, or duration-explicit HMM (DHMM). We find that such a system recognizes chords at a level consistent with the state-of-the-art systems – 84.23% on Uspop dataset at the major/minor ...

Chord Recognition Using Duration-explicit Hidden Markov Models

We present an audio chord recognition system based on a generalization of the Hidden Markov Model (HMM) in which the duration of chords is explicitly considered a type of HMM referred to as a hidden semi-Markov model, or duration-explicit HMM (DHMM). We find that such a system recognizes chords at a level consistent with the state-of-the-art systems – 84.23% on Uspop dataset at the major/minor ...

Markov-Switching Models

Markov-switching generalized additive models

We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain. Building on the powerful hidden Markov model machinery and the methods for penalized B-splines routinely used in regression analyses, we develop a framework for...