Estimation, Decoding and Forecasting in HMM and Hybrid HMM/ANN Models: a Case of Seismic Events in Poland
نویسنده
چکیده
This paper compares performance of a hidden Markov model (HMM) and a hybrid HMM/ANN model in seismic events modeling. Observation variables are assumed to follow a Poisson distribution. Parameters of the discrete-time two-state models are estimated on the basis of data on seismic events that were recorded in Poland from 1991 to 1995. Then, on the basis of the estimation results, the most likely sequences of states of the hidden Markov chains are found and forecasts for January 1996 are made. It is shown that the hybrid model fits better to the data.
منابع مشابه
Speech enhancement based on hidden Markov model using sparse code shrinkage
This paper presents a new hidden Markov model-based (HMM-based) speech enhancement framework based on the independent component analysis (ICA). We propose analytical procedures for training clean speech and noise models by the Baum re-estimation algorithm and present a Maximum a posterior (MAP) estimator based on Laplace-Gaussian (for clean speech and noise respectively) combination in the HMM ...
متن کاملHybrid HMM/Neural Network based Speech Recognition in Loquendo ASR
This paper describes hybrid Hidden Markov Models / Artificial Neural Networks (HMM/ANN) models devoted to speech recognition, and in particular Loquendo HMM/ANN, that is the core of Loquendo ASR. While Hidden Markov Models (HMM) is a dominant approach in most state-of-the-art speaker-independent, continuous speech recognition systems (and commercial products), Artificial Neural Networks (ANN) a...
متن کاملIntroducing 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 the performance of financial forecasting using different combination architectures of ARIMA and ANN models
Despite several individual forecasting models that have been proposed in the literature, accurate forecasting is yet one of the major challenging problems facing decision makers in various fields, especially financial markets. This is the main reason that numerous researchers have been devoted to develop strategies to improve forecasting accuracy. One of the most well established and widely use...
متن کاملEstimation of global posteriors and forward-backward training of hybrid HMM/ANN systems
The results of our research presented in this paper are two-fold. First, an estimation of global posteriors is formalized in the framework of hybrid HMM/ANN systems. It is shown that hybrid HMM/ANN systems, in which the ANN part estimates local posteriors, can be used to modelize global model posteriors. This formalization provides us with a clear theory in which both REMAP and \classical" Vite...
متن کامل