Discrete or Continuous-Time Hidden Markov Models for Count Time Series

Approximate Learning in Temporal Hidden Hopfield Models

Many popular probabilistic models for temporal sequences assume simple hidden dynamics or low-dimensionality of discrete variables. For higher dimensional discrete hidden variables, recourse is often made to approximate mean field theories, which to date have been applied to models with only simple hidden unit dynamics. We consider a class of models in which the discrete hidden space is defined...

Hidden Markov models for time series of counts with excess zeros

Integer-valued time series are often modeled with Markov models or hidden Markov models (HMM). However, when the series represents count data it is often subject to excess zeros. In this case, usual distributions such as binomial or Poisson are unable to estimate the zero mass correctly. In order to overcome this issue, we introduce zero-inflated distributions in the hidden Markov model. The em...

Discovering System Health Anomalies Using Data Mining Techniques

We discuss a statistical framework that underlies envelope detection schemes as well as dynamical models based on Hidden Markov Models (HMM) that can encompass both discrete and continuous sensor measurements for use in Integrated System Health Management (ISHM) applications. The HMM allows for the rapid assimilation, analysis, and discovery of system anomalies. We motivate our work with a disc...

Stylised facts of nancial time series and hidden Markov models in continuous time

Speech Recognition on an FPGA Using Discrete and Continuous Hidden Markov Models

Speech recognition is a computationally demanding task, particularly the stage which uses Viterbi decoding for converting pre-processed speech data into words or sub-word units. Any device that can reduce the load on, for example, a PC’s processor, is advantageous. Hence we present FPGA implementations of the decoder based alternately on discrete and continuous hidden Markov models (HMMs) repre...