Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
نویسنده
چکیده
منابع مشابه
Introducing Busy Customer Portfolio Using Hidden Markov Model
Due to the effective role of Markov models in customer relationship management (CRM), there is a lack of comprehensive literature review which contains all related literatures. In this paper the focus is on academic databases to find all the articles that had been published in 2011 and earlier. One hundred articles were identified and reviewed to find direct relevance for applying Markov models...
متن کاملImproving Phoneme Sequence Recognition using Phoneme Duration Information in DNN-HSMM
Improving phoneme recognition has attracted the attention of many researchers due to its applications in various fields of speech processing. Recent research achievements show that using deep neural network (DNN) in speech recognition systems significantly improves the performance of these systems. There are two phases in DNN-based phoneme recognition systems including training and testing. Mos...
متن کاملSpeaker Independent Speech Recognition Using Hidden Markov Models for Persian Isolated Words
متن کامل
Speaker Independent Speech Recognition Using Hidden Markov Models for Persian Isolated Words
متن کامل
Hierarchical Multi-channel Hidden Semi Markov Models
Many interesting human actions involve multiple interacting agents and also have typical durations. Further, there is an inherent hierarchical organization of these activities. In order to model these we introduce a new family of hidden Markov models (HMMs) that provide compositional state representations in both space and time and also a recursive hierarchical structure for inference at higher...
متن کامل