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Author: Robert J Elliott
Publisher: Springer Science & Business Media
ISBN: 0387848541
Category : Science
Languages : en
Pages : 374
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Book Description
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.
Author: Robert J Elliott
Publisher: Springer Science & Business Media
ISBN: 0387848541
Category : Science
Languages : en
Pages : 374
Get Book Here
Book Description
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors’ general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.
Author: Walter Zucchini
Publisher: CRC Press
ISBN: 1482253844
Category : Mathematics
Languages : en
Pages : 399
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Book Description
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data
Author: David R. Westhead
Publisher: Humana
ISBN: 9781493967513
Category : Science
Languages : en
Pages : 0
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Book Description
This volume aims to provide a new perspective on the broader usage of Hidden Markov Models (HMMs) in biology. Hidden Markov Models: Methods and Protocols guides readers through chapters on biological systems; ranging from single biomolecule, cellular level, and to organism level and the use of HMMs in unravelling the complex mechanisms that govern these complex systems. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls. Authoritative and practical, Hidden Markov Models: Methods and Protocols aims to demonstrate the impact of HMM in biology and inspire new research.
Author: Olivier Cappé
Publisher: Springer Science & Business Media
ISBN: 0387289828
Category : Mathematics
Languages : en
Pages : 656
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Book Description
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
Author: Rogemar S. Mamon
Publisher: Springer Science & Business Media
ISBN: 0387711635
Category : Business & Economics
Languages : en
Pages : 203
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Book Description
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Author: Richard Durbin
Publisher: Cambridge University Press
ISBN: 113945739X
Category : Science
Languages : en
Pages : 372
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Book Description
Probabilistic models are becoming increasingly important in analysing the huge amount of data being produced by large-scale DNA-sequencing efforts such as the Human Genome Project. For example, hidden Markov models are used for analysing biological sequences, linguistic-grammar-based probabilistic models for identifying RNA secondary structure, and probabilistic evolutionary models for inferring phylogenies of sequences from different organisms. This book gives a unified, up-to-date and self-contained account, with a Bayesian slant, of such methods, and more generally to probabilistic methods of sequence analysis. Written by an interdisciplinary team of authors, it aims to be accessible to molecular biologists, computer scientists, and mathematicians with no formal knowledge of the other fields, and at the same time present the state-of-the-art in this new and highly important field.
Author: Andrew M. Fraser
Publisher: SIAM
ISBN: 0898716659
Category : Mathematics
Languages : en
Pages : 141
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Book Description
Presents algorithms for using HMMs and explains the derivation of those algorithms for the dynamical systems community.
Author: Horst Bunke
Publisher: World Scientific
ISBN: 9814491470
Category : Computers
Languages : en
Pages : 246
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Book Description
Hidden Markov models (HMMs) originally emerged in the domain of speech recognition. In recent years, they have attracted growing interest in the area of computer vision as well. This book is a collection of articles on new developments in the theory of HMMs and their application in computer vision. It addresses topics such as handwriting recognition, shape recognition, face and gesture recognition, tracking, and image database retrieval.This book is also published as a special issue of the International Journal of Pattern Recognition and Artificial Intelligence (February 2001).
Author: Dan Jurafsky
Publisher: Pearson Education India
ISBN: 9788131716724
Category :
Languages : en
Pages : 912
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Book Description
Author: Mark Gales
Publisher: Now Publishers Inc
ISBN: 1601981201
Category : Automatic speech recognition
Languages : en
Pages : 125
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Book Description
The Application of Hidden Markov Models in Speech Recognition presents the core architecture of a HMM-based LVCSR system and proceeds to describe the various refinements which are needed to achieve state-of-the-art performance.
