基于禁止搜索的离散隐马尔可夫模型优化

隐马尔可夫模型(HMM,Hdden Markov Model)是语音识别中广泛采用的鲁棒性统计方法.本文采用禁止搜索(TS,Tabu Search)算法训练HMM参数,提出了基于禁止搜索的隐马尔可夫模型(TS-HMM)算法.该算法可以使搜索最优模型参数的过程达到全局优化.仿真结果表明与传统的前向-后向算法相比,TS-HMM算法具有更好的性能,且能够达到全局优化.     

一种新的基于隐马尔可夫模型的股票价格时间序列预测方法

针对传统的基于隐马尔可夫模型HMM(Hidden Markov model)的股票价格序列预测方法的不足,提出一种新的基于HMM的股票价格预测的方法.采用一种CBIC(Clustering and BIC)算法自动确定HMM隐状态数,在预测过程中当预测误差大于一定阈值时,采用模型自动更新方法建立新的模型.通过对股票价格序列的转换,建立相应的HMM,进行单步值预测.单步值预测与Hassan等人的HMM fusion model方法、ARIMA方法进行了比较,实验结果表明所提出的预测算法在股票价格预测中,比现有的不更新模型的方法能得到更好的结果.     

基于隐马尔可夫模型的能量参数预测量化算法

为了充分利用能量与线性预测编码(Linear prediction coding,LPC)系数之间的相关性,提高能量参数量化效率,提出了一种基于隐马尔可夫模型(Hidden Markov model,HMM)的能量参数预测量化算法.通过适当假设,使用HMM模拟能量参数和LPC系数之间的相关性,其中离散化后的能量参数组成隐状态序列,量化后的LPC系数组成可现测序列.然后利用HMM预测每一超帧中的能量参数的变化轨迹,并根据预测出的能量轨迹对预测残差进行分模式矢量量化(Mode-based vector quantization,MBQ).仿真实验中能量参数量化后的平均失真为2.668 dB,与线性预测量化算法相比下降了14.O%,表明本文算法通过利用能量参数与LPC系数的相关性,能够有效地提高能量参数量化效率.     

多链ANN-HMM识别模型及其应用

本文提出了一种多链ANN-HMM识别模型.首先,通过将ANN集成到HMM模型中,利用ANN对HMM进行训练;其次,通过对HMM的单链进行扩充,使之成为多链,以实现多特征并行识别与重组.实验表明,该识别模型对多特征连续对象具有良好的识别能力.     

基于ANN/HMM混合模型汉语大词表连续语音识别系统

提出一种基于隐马尔可夫模型(Hidden Markov model,HMM)和人工神经网络(Artificial Neural Network,ANN)混合模型的汉语大词表连续语音识别系统.在混合模型系统中,多种模型协同工作.ANN负责建模音素发音物理特性,HMM联合语言学模型识别待识语料.这样,混合模型系统能够结合HMM和ANN两种模型的优点:HMM对时间序列结构建模能力强;ANN的非线性预测能力强,建模能力强,鲁棒性,便于硬件实现.实验结果表明,HMM/ANN混合模型系统有效结合了两种模型的优点,提高了识别率.     

基于HMM和微粒群优化算法的表情识别

提出基于微粒群优化算法(PSO)的隐马尔科夫模型(HMM)训练算法,分别用PSO和量子微粒群优化算法进行HMM的参数估计,以提高HMM的性能。将改进的HMM算法应用于人脸表情识别,采用离散余弦变换提取表情特征向量。实验结果表明,该算法能有效提高表情识别率,解决HMM的参数估计问题。     

基于HMM的电动出租汽车行驶状态预测改进模型研究

对电动出租汽车行驶状态预测是交通状况和负荷预测方面的重要研究内容.通过模拟电动出租汽车行驶状态,匹配电动出租汽车特殊的行驶特征,提出一种基于隐马尔可夫模型(HMM)的行驶状态预测改进模型.利用出租汽车GPS行驶数据,通过载客情况和停留识别算法进行行程划分.在求解电动出租汽车的行驶状态时,使用滑动窗口模型改进状态转移概率求解,通过Baum-Welch算法求解观察概率与初始概率分布.测试结果表明HMM能准确地对电动出租汽车行程的目的地与行驶里程进行预测.     

一种改进的隐马尔可夫模型在语音识别中的应用

提出了一种新的马尔可夫模型——异步隐马尔可夫模型．该模型针对噪音环境下语音识别过程中出现丢失帧的情况，通过增加新的隐藏时间标示变量Ck，估计出实际观察值对应的状态序列，实现对不规则或者不完整采样数据的建模．详细介绍了适合异步HMM的前后向算法以及用于训练的EM算法，并且对转移矩阵的计算进行了优化．最后通过实验仿真，分别使用经典HMM和异步HMM对相同的随机抽取帧的语音数据进行识别,识别结果显示在抽取帧相同情况下异步HMM比经典HMM的识别错误率低．     

混合遗传算法和隐马尔可夫模型的Web信息抽取

传统Web信息抽取的隐马尔可夫模型对初值十分敏感和在实际训练中极易得到局部最优模型参数。提出了一种使用遗传算法优化HMM模型参数的Web信息抽取混合算法。该算法使用实数矩阵编码表示染色体,似然概率值为适应度取值,将GA与Baum-Welch算法相结合对HMM模型参数进行全局优化,并且调整GA-HMM的Baum-Welch算法参数实现Web信息抽取。实验结果表明,新的算法在精确度和召回率指标上比传统HMM具有更好的性能。     

基于隐马尔可夫模型的非侵入式负荷监测泛化性能改进

隐马尔可夫模型(HMM)是非侵入式负荷监测常用的算法.由于电压波动与负荷自身电气特性变化等原因,负荷的测量状态如功率可能持续变化,运行过程中出现新的状态转移,但当前基于HMM的非侵入式负荷监测方法并未考虑如何处理该情况,缺乏状态辨识与功率分解的泛化能力.针对这一问题,本文提出并构建二元参数隐马尔科夫模型(BPHMM),结合DBSCAN聚类算法,基于有功功率和稳态电流对负荷状态进行聚类,降低了因电压波动和噪声数据对负荷状态聚类结果造成干扰的可能性;改进维特比算法使其考虑到HMM模型参数更新以实现对负荷状态预测泛化性能的改进;考虑到功率的随机波动性,基于极大似然估计原理构建功率计算优化模型并实现负荷的功率分解.本文采用公共数据集AMPds2对所述方法进行验证,测试算例验证了所述方法的有效性.     

A combination of hidden Markov model and fuzzy model for stock market forecasting

This paper presents a novel combination of the hidden Markov model (HMM) and the fuzzy models for forecasting stock market data. In a previous study we used an HMM to identify similar data patterns from the historical data and then used a weighted average to generate a ‘one-day-ahead’ forecast. This paper uses a similar approach to identify data patterns by using the HMM and then uses fuzzy logic to obtain a forecast value. The HMM's log-likelihood for each of the input data vectors is used to partition the dataspace. Each of the divided dataspaces is then used to generate a fuzzy rule. The fuzzy model developed from this approach is tested on stock market data drawn from different sectors. Experimental results clearly show an improved forecasting accuracy compared to other forecasting models such as, ARIMA, artificial neural network (ANN) and another HMM-based forecasting model.     

基于改进粒子群算法的隐马尔可夫模型训练

针对隐马尔可夫模型传统训练算法易收敛于局部极值的问题,提出一种带极值扰动的自适应调整惯性权重和加速系数的粒子群算法,将改进后的粒子群优化算法引入到隐马尔可夫模型的训练中,分别对隐马尔可夫模型的状态数与参数进优化.通过对手写数字识别的实验说明,提出的基于改进粒子群优化算法的隐马尔可夫模型训练算法与传统隐马尔可夫模型训练算法Baum-Welch算法相比,能有效地跳出局部极值,从而使训练后的隐马尔可夫模型具有较高的识别能力.     

一种基于HMM的动态语音模式时间归一化方法

研究了利用隐马尔可夫模型(HMM)对动态语音模式进行时间归一化的方法。引入了借助于HMM对语音基元观测序列所做的一种分段，这种分段被称之为语音基元观测序列的HMM全状态分段，并且定义了HMM全状态分段的符合度。根据HMM全状态分段的符合度确定了语音基元观测序列的最优HMM全状态分段，通过最优HMM全状态分段把语音基元观测序列转换为固定维数的向量，从而实现了动态语音模式的时间归一化。将动态语音模式的这一时间归一化方法在结合HMM和人工神经网络(ANN)的混合语音识别方法中进行了应用，实验结果表明这一时间归一化方法的有效性。     

Detection of heart valve diseases by using fuzzy discrete hidden Markov model

In the present study, biomedical based application was developed to classify the data belongs to normal and abnormal samples generated by Doppler ultrasound. This study consists of raw data obtaining and pre-processing, feature extraction and classification steps. In the pre-processing step, a high-pass filter, white de-noising and normalization were used. During the feature extraction step, wavelet entropy was applied by wavelet transform and short time fourier transform. Obtained features were classified by fuzzy discrete hidden Markov model (FDHMM). For this purpose, a FDHMM that consists of Sugeno and Choquet integrals and λ fuzzy measurement was defined to eliminate statistical dependence assumptions to increase the performance and to have better flexibility. Moreover, Sugeno integral was used together with triangular norms that are mentioned frequently in the literature in order to increase the performance. Experimental results show that recognition rate obtained by Sugeno fuzzy integral with triangular norm is more successful than recognition rates obtained by standard discrete HMM (DHMM) and Choquet integral based FDHMM. In addition to this, it is shown in this study that the performance of the Sugeno integral based method is better than the performances of artificial neural network (ANN) and HMM based classification systems that were used in previous studies of the authors.     

A novel approach to equipment health management based on auto-regressive hidden semi-Markov model （AR-HSMM）

As a new maintenance method, CBM （condition based maintenance） is becoming more and more important for the health management of complicated and costly equipment. A prerequisite to widespread deployment of CBM technology and prac- tice in industry is effective diagnostics and prognostics. Recently, a pattern recog- nition technique called HMM （hidden Markov model） was widely used in many fields. However, due to some unrealistic assumptions, diagnositic results from HMM were not so good, and it was difficult to use HMM directly for prognosis. By relaxing the unrealistic assumptions in HMM, this paper presents a novel approach to equip- ment health management based on auto-regressive hidden semi-Markov model （AR-HSMM）. Compared with HMM, AR-HSMM has three advantages： 1） It allows explicitly modeling the time duration of the hidden states and therefore is capable of prognosis. 2） It can relax observations＇ independence assumption by accom- modating a link between consecutive observations. 3） It does not follow the unre- alistic Markov chain＇s memoryless assumption and therefore provides more pow- erful modeling and analysis capability for real problems. To facilitate the computa- tion in the proposed AR-HSMM-based diagnostics and prognostics, new forward- backward variables are defined and a modified forward-backward algorithm is de- veloped. The evaluation of the proposed methodology was carried out through a real world application case study： health diagnosis and prognosis of hydraulic pumps in Caterpillar Inc. The testing results show that the proposed new approach based on AR-HSMM is effective and can provide useful support for the decision- making in equipment health management.     

A new approach based on a discrete hidden Markov model using the Rocchio algorithm for the diagnosis of heart valve diseases

Abstract: Application of the Doppler ultrasound technique in the diagnosis of heart diseases has been increasing in the last decade since it is non‐invasive, practicable and reliable. In this study, a new approach based on the discrete hidden Markov model (DHMM) is proposed for the diagnosis of heart valve disorders. For the calculation of hidden Markov model (HMM) parameters according to the maximum likelihood approach, HMM parameters belonging to each class are calculated by using training samples that only belong to their own classes. In order to calculate the parameters of DHMMs, not only training samples of the related class but also training samples of other classes are included in the calculation. Therefore HMM parameters that reflect a class's characteristics are more represented than other class parameters. For this aim, the approach was to use a hybrid method by adapting the Rocchio algorithm. The proposed system was used in the classification of the Doppler signals obtained from aortic and mitral heart valves of 215 subjects. The performance of this classification approach was compared with the classification performances in previous studies which used the same data set and the efficiency of the new approach was tested. The total classification accuracy of the proposed approach (95.12%) is higher than the total accuracy rate of standard DHMM (94.31%), continuous HMM (93.5%) and support vector machine (92.67%) classifiers employed in our previous studies and comparable with the performance levels of classifications using artificial neural networks (95.12%) and fuzzy‐C‐means/CHMM (95.12%).     

基于隐马尔可夫模型的视频异常场景检测

视频技术的广泛应用带来海量的视频数据,仅依靠人力对监控视频中的异常进行检测是不太可能的。异常行为的自动化检测在公共安全等领域的地位极其重要。提出一种综合考虑目标特性和时空上下文的异常检测方法,该方法利用光流纹理图描述移动物体的刚性特征,建立基于隐马尔可夫模型HMM的时间上下文异常检测模型。在此基础上,提取异常目标的Radon特征,以支持向量机SVM的异常预分类结果为基础,通过HMM建立异常场景的空间上下文分类模型。该模型在公共数据集UCSD PED2上进行了实验验证,结果表明,本算法不仅在异常检测方面优于已有算法,而且还能给出异常分类。     

SVM+BiHMM:基于统计方法的元数据抽取混合模型

提出了一种SVM BiHMM的混合元数据自动抽取方法.该方法基于SVM(support vector machine)和二元HMM(bigram HMM(hidden Markov model),简称BiHMM)理论.二元HMM模型BiHMM在保持模型结构不变的前提下,通过区分首发概率和状态内部发射概率,修改了HMM发射概率计算模型.在SVM BiHMM复合模型中,首先根据规则把论文粗分为论文头、正文以及引文部分,然后建立SVM模型把文本块划分为元数据子类,接着采用Sigmoid双弯曲函数把SVM分类结果用于拟合调整BiHMM模型的单词发射概率,最后用复合模型进行元数据抽取.SVM方法有效考虑了块间联系,BiHMM模型充分考虑了单词在状态内部的位置信息,二者的元数据抽取结果得到了很好的互补和修正,实验评测结果表明,SVM BiHMM算法的抽取效果优于其他方法.     

Driving intention recognition and behaviour prediction based on a double-layer hidden Markov model

We propose a model structure with a double-layer hidden Markov model (HMM) to recognise driving intention and predict driving behaviour. The upper-layer multi-dimensional discrete HMM (MDHMM) in the double-layer HMM represents driving intention in a combined working case, constructed according to the driving behaviours in certain single working cases in the lower-layer multi-dimensional Gaussian HMM (MGHMM). The driving behaviours are recognised by manoeuvring the signals of the driver and vehicle state information, and the recognised results are sent to the upper-layer HMM to recognise driving intentions. Also, driving behaviours in the near future are predicted using the likelihood-maximum method. A real-time driving simulator test on the combined working cases showed that the double-layer HMM can recognise driving intention and predict driving behaviour accurately and efficiently. As a result, the model provides the basis for pre-warning and intervention of danger and improving comfort performance.