How to solve hidden Markov model?
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We propose a model to overcome all these difficulties using Hidden Markov Model. | |
14 Citations | We also show that hidden Markov models can be used according to the right choice of parameters. |
Related Questions
How hidden markov models and concatentative helped in education?5 answersHidden Markov Models (HMMs) have been used in education to teach and learn about various topics. HMMs are particularly useful in temporal pattern recognition tasks such as speech, handwriting, and gesture recognition, as well as robot localization. They provide a framework for modeling problems where external sequential evidence is used to derive underlying state information, such as intended words and gestures. In the field of data-driven learning and inference, HMMs are employed to infer unknown variables and quantities, along with other techniques like Bayesian inference, Monte Carlo Markov Chain methods, and maximum-likelihood estimation. Additionally, HMMs have been used in educational web servers like HMMTeacher, which helps users learn and create their first HMM without programming skills. Overall, HMMs and concatenative methods have contributed to improving the intelligibility and distinguishability of synthesized voices in education.
How effective are Hidden Markov Models in predicting market trends for algorithmic trading?4 answersHidden Markov Models (HMMs) have shown effectiveness in predicting market trends for algorithmic trading. HMMs have been applied in various fields, including quantitative investment in the financial market. Studies have used HMMs to forecast stock prices and have achieved accurate predictions for different stock features such as open, close, high, and low prices. HMMs have also been used to understand finance variables in the stock market, exploring relationships between changing share values and influencing indicators. Additionally, HMMs have been utilized to predict stock exchange indices, resulting in improved accuracy and less prediction errors compared to other Markov family models. HMMs combined with other models like ARIMA have been used to find financial market trends, aiding decision-making in stock trading. Overall, HMMs have demonstrated their effectiveness in predicting market trends for algorithmic trading, providing valuable insights for investment strategies.
How can hidden Markov models be used for portfolio optimization? Code using python?5 answersHidden Markov models (HMMs) can be used for portfolio optimization by incorporating regime-switching behavior and capturing the time-varying nature of financial markets. HMMs allow for modeling the assets of a portfolio through a hidden state process, where the drift and volatility can switch between different states. This enables the portfolio to react to changes in market conditions and avoid left tail events. By utilizing HMMs in portfolio optimization, researchers have found that their strategies often outperform naive investment strategies, such as equal weights. Additionally, model predictive control can be used to dynamically optimize the portfolio based on forecasts from the HMM. Python provides an open-source implementation of HMMs, called PyHHMM, which includes features like different initialization algorithms, missing data inference, and model order selection criteria.
How is a markov chain used in a hidden markov model?3 answersA hidden Markov model (HMM) uses a Markov chain to model signals. Markov chains represent data as a sequence of states in time, where each new state depends only on the previous state. HMMs are a type of Markov chain that incorporate hidden states to solve the problem of incomplete observations. They allow a sequence of observations to determine the real states of the system. HMMs are useful in various applications, such as modeling multivariate processes and non-stationary processes with a life-cycle component. They minimize the information loss between the HMM and the true data-generating process by providing an optimal grid and transition probability matrix. HMMs have been used in diverse fields, including asset-pricing models and life-cycle consumption-savings models. Additionally, HMMs have been applied to determine the behavior of animals, such as sharks, based on their trajectories.
How can the Hidden Markov Model be used in computer vision?5 answersHidden Markov Models (HMMs) are widely used in computer vision for various applications. One application is in recognizing human motion, such as artistic performances like Peking opera, where the poses are more complex. In this case, a Gaussian Mixture based HMM (GMM-HMM) is used for motion recognition, along with a method to filter abnormal and missing data. HMMs are also used in proximity capacitive sensors to detect user gestures, where the models are trained using probability concepts to obtain correct input signal probability feedback. In visual inspection, HMMs are applied to analyze fixations' sequences during the inspection of front panels, allowing for the differentiation between expert and novice operators. Additionally, HMMs are used in hand gesture recognition, where they are combined with trajectory code words and other techniques to achieve high accuracy and real-time performance.
Where is hidden Markov model is used?8 answers