马尔可夫及隐马尔可夫模型在数据挖掘中的应用

随着用户对于数据挖掘的精确度与准确度要求的日益提高,马尔可夫模型与隐马尔可夫模型被广泛用于数据挖掘领域。本文阐述了马尔可夫模型和隐马尔可夫模型数据挖掘领域的应用,以及隐马尔可夫模型可解决的问题,以供其他研究者借鉴。     

马尔可夫及隐马尔可夫模型在数据挖掘中的应用

随着用户对于数据挖掘的精确度与准确度要求的日益提高,马尔可夫模型与隐马尔可夫模型被广泛用于数据挖掘领域。本文阐述了马尔可夫模型和隐马尔可夫模型数据挖掘领域的应用,以及隐马尔可夫模型可解决的问题,以供其他研究者借鉴。     

Anomaly Detection via Feature-Aided Tracking and Hidden Markov Models

The problem of detecting an anomaly (or abnormal event) is such that the distribution of observations is different before and after an unknown onset time, and the objective is to detect the change by statistically matching the observed pattern with that predicted by a model. In the context of asymmetric threats, The expression “asymmetric threats” refers to tactics employed by countries, terrorist groups, or individuals to carry out attacks on a superior opponent, while trying to avoid direct confrontation. the detection of an abnormal situation refers to the discovery of suspicious activities of a hostile nation or group out of noisy, scattered, and partial intelligence data. The problem becomes complex in a low signal-to-noise ratio environment, such as asymmetric threats, because the “signal” observations are far fewer than “noise” observations. Furthermore, the signal observations are “hidden” in the noise. In this paper, we illustrate the capabilities of hidden Markov models (HMMs), combined with feature-aided tracking, for the detection of asymmetric threats. A transaction-based probabilistic model is proposed to combine HMMs and feature-aided tracking. A procedure analogous to Page's test is used for the quickest detection of abnormal events. The simulation results show that our method is able to detect the modeled pattern of an asymmetric threat with a high performance as compared to a maximum likelihood-based data mining technique. Performance analysis shows that the detection of HMMs improves with increase in the complexity of HMMs (i.e., the number of states in an HMM).      

Factorial Hidden Markov Models

Hidden Markov models (HMMs) have proven to be one of the most widely used tools for learning probabilistic models of time series data. In an HMM, information about the past is conveyed through a single discrete variable—the hidden state. We discuss a generalization of HMMs in which this state is factored into multiple state variables and is therefore represented in a distributed manner. We describe an exact algorithm for inferring the posterior probabilities of the hidden state variables given the observations, and relate it to the forward–backward algorithm for HMMs and to algorithms for more general graphical models. Due to the combinatorial nature of the hidden state representation, this exact algorithm is intractable. As in other intractable systems, approximate inference can be carried out using Gibbs sampling or variational methods. Within the variational framework, we present a structured approximation in which the the state variables are decoupled, yielding a tractable algorithm for learning the parameters of the model. Empirical comparisons suggest that these approximations are efficient and provide accurate alternatives to the exact methods. Finally, we use the structured approximation to model Bach's chorales and show that factorial HMMs can capture statistical structure in this data set which an unconstrained HMM cannot.     

Semisupervised Learning of Hidden Markov Models via a Homotopy Method

Hidden Markov model (HMM) classifier design is considered for the analysis of sequential data, incorporating both labeled and unlabeled data for training; the balance between the use of labeled and unlabeled data is controlled by an allocation parameter lambda isin (0, 1), where lambda = 0 corresponds to purely supervised HMM learning (based only on the labeled data) and lambda = 1 corresponds to unsupervised HMM-based clustering (based only on the unlabeled data). The associated estimation problem can typically be reduced to solving a set of fixed-point equations in the form of a "natural-parameter homotopy." This paper applies a homotopy method to track a continuous path of solutions, starting from a local supervised solution (lambda = 0) to a local unsupervised solution (lambda = 1). The homotopy method is guaranteed to track with probability one from lambda = 0 to lambda = 1 if the lambda = 0 solution is unique; this condition is not satisfied for the HMM since the maximum likelihood supervised solution (lambda = 0) is characterized by many local optima. A modified form of the homotopy map for HMMs assures a track from lambda = 0 to lambda = 1. Following this track leads to a formulation for selecting lambda isin (0, 1) for a semisupervised solution and it also provides a tool for selection from among multiple local-optimal supervised solutions. The results of applying the proposed method to measured and synthetic sequential data verify its robustness and feasibility compared to the conventional EM approach for semisupervised HMM training.     

基于离散HMM的眉毛识别方法研究

为说明人类的眉毛作为一种生物特征使用的可能性和可行性,提出了一种基于离散HMM的眉毛识别方法,并对它的识别率随观察符号个数和模型状态数的变化关系进行了初步的实验研究。实验结果表明,该方法在一个27人的小规模眉毛数据库上最高识别率可以达到92.6%。     

A Virtual Director Using Hidden Markov Models

Automatically computing a cinematographic consistent sequence of shots over a set of actions occurring in a 3D world is a complex task which requires not only the computation of appropriate shots (viewpoints) and appropriate transitions between shots (cuts), but the ability to encode and reproduce elements of cinematographic style. Models proposed in the literature, generally based on finite state machine or idiom‐based representations, provide limited functionalities to build sequences of shots. These approaches are not designed in mind to easily learn elements of cinematographic style, nor do they allow to perform significant variations in style over the same sequence of actions. In this paper, we propose a model for automated cinematography that can compute significant variations in terms of cinematographic style, with the ability to control the duration of shots and the possibility to add specific constraints to the desired sequence. The model is parametrized in a way that facilitates the application of learning techniques. By using a Hidden Markov Model representation of the editing process, we demonstrate the possibility of easily reproducing elements of style extracted from real movies. Results comparing our model with state‐of‐the‐art first‐order Markovian representations illustrate these features, and robustness of the learning technique is demonstrated through cross‐validation.     

基于隐马尔可夫模型的音乐分类

音乐类型（Genre）是应用最普遍的管理数字音乐数据库的方式,提出一种基于隐马尔可夫模型（Hidden Markov Models,HMMs）的音乐自动分类方案。在考虑传统的音色特征（Timbre）的同时,将另一重要特征节奏（Tempo）也加以考虑,并通过bagging训练两组HMM进行分类,达到了良好的效果。从结构、状态数和混合高斯模型数三个方面进行了参数优化,找到了最佳的HMM参数。在音乐数据集GTZAN上对传统模型和新模型分类效果进行了测试,结果表明考虑了节奏特征的HMM分类效果更佳。     

隐马尔可夫树模型在纹理分析中的应用

该文在研究小波域隐马尔可夫模型(HMM)的基础上,提出了一种全新隐马尔可夫树(HMT)模型.在以往的研究中,HMT通常将2维DWT的三个子带HL、LH、HH视作相互独立,形成三棵独立的子树分别建模.为了更好地描述三个子带间小波系数的相关性,该文将这三个子带中相应节点进行捆绑,作为一棵树进行建模.另外,对于每个尺度中的小波系数分布,HMT常用高斯混合分布来拟合.该文研究了基于泊松分布的统计建模方法(PHMT).纹理图像经Haar小波变换和乘数分解后,再采用PHMT建模.经过实验验证,基于泊松分布的统计建模方法是有效的.     

基于隐马尔可夫模型的指纹分类研究

指纹分类是针对大型指纹库的一个重要的索引方式，可以有效地提高指纹匹配的效率．指纹类型的不同表现为指纹纹理结构的差异，而指纹的方向场则可以有效地描述纹理结构的差异．同一类型指纹不同区域上方向角结构的差异以及相邻区域间方向角结构的联系可以视作一个马尔可夫随机场．本文利用嵌入式隐马尔可夫模型对指纹方向场进行建模分析，通过合理地抽取指纹的类型特征，构造观察向量、进行建模训练，然后利用训练好的马尔可夫模型进行匹配，最终提出并实现了一种新的鲁棒性强且精度较高的指纹分类方法．     

Additive and Nonadditive Fuzzy Hidden Markov Models

We present a novel approach for the development of fuzzy hidden Markov models (FHMMs) by exploiting both additive and nonadditive properties of input fuzzy sets in the fuzzy rules of generalized fuzzy model (GFM). This development utilizes 1) Gaussian mixture model (GMM) to manipulate the mixture parameters for the input fuzzy sets and 2) GFM rules for the inclusion of states in the consequent part to be able to use HMM. Taking the components of Gaussian mixture density conditioned on the past system states and making use of equivalence of GMM with GFM, parameters of the additive and nonadditive FHMMs are estimated using the forward–backward procedure of the Baum–Welch algorithm. The additive and nonadditive FHMMs are validated on three benchmark applications involving time-series prediction, and the results are compared and found to be better than or equal to those of the existing recent fuzzy models.      

Hidden Markov Models for Software Piracy Detection

Abstract

In this paper, we analyze a method for detecting software piracy. A metamorphic generator is used to create morphed copies of a base piece of software. A hidden Markov model is trained on the opcode sequences extracted from these morphed copies and the resulting trained model is used to score suspect software to determine its similarity to the base software. A high score indicates that the suspect software may be a modified version of the base software, suggesting that further investigation is warranted. In contrast, a low score indicates that the suspect software differs significantly from the base software. We show that our approach is robust, in the sense that the base software must be extensively modified before it is not detected.     

Tree-Based Covariance Modeling of Hidden Markov Models

In this paper, we present a tree-based, full covariance hidden Markov modeling technique for automatic speech recognition applications. A multilayered tree is built first to organize all covariance matrices into a hierarchical structure. Kullback–Leibler divergence is used in the tree-building to measure inter-Gaussian distortion and successive splitting is used to construct the multilayer covariance tree. To cope with the data sparseness problem in estimating a full covariance matrix, we interpolate the diagonal covariance matrix of a leaf-node at the bottom of the tree with the full covariance of its parent and ancestors along the path up to the root node. The interpolation coefficients are estimated in the maximum likelihood sense via the EM algorithm. The interpolation is performed in three different parametric forms: 1) inverse covariance matrix, 2) covariance matrix, and 3) off-diagonal terms of the full covariance matrix. The proposed algorithm is tested in three different databases: 1) the DARPA Resource Management (RM), 2) the Switchboard, and 3) a Chinese dictation. In all three databases, we show that the proposed tree-based full covariance modeling consistently performs better than the baseline diagonal covariance modeling. The algorithm outperforms other covariance modeling techniques, including: 1) the semi-tied covariance modeling (STC), 2) heteroscedastic linear discriminant analysis (HLDA), 3) mixtures of inverse covariance (MIC), and 4) direct full covariance modeling.     

The Realization Problem for Hidden Markov Models

If {X _t} is a finite-state Markov process, and {Y _t} is a finite-valued output process with Y _t+1 depending (possibly probabilistically) on X _t, then the process pair is said to constitute a hidden Markov model. This paper considers the realization question: given the probabilities of all finite-length output strings, under what circumstances and how can one construct a finite-state Markov process and a state-to-output mapping which generates an output process whose finite-length strings have the given probabilities? After reviewing known results dealing with this problem involving Hankel matrices and polyhedral cones, we develop new theory on the existence and construction of the cones in question, which effectively provides a solution to the realization problem. This theory is an extension of recent theoretical developments on the positive realization problem of linear system theory. Date received: December 13, 1996. Date revised: October 9, 1998.     

隐马尔可夫模型实现复杂数据挖掘

利用隐马尔可夫模型(HMM)对多媒体数据库进行复杂数据挖掘,复杂数据挖掘要解决的难题就是音频和视频识别。在建立音、视频识别算法的基础上,构造出符合HMM的识别方法。实验证明该系统声音的识别率最高达到96.67％,视频中特征值的检测率可达87.81％。     

A spectral algorithm for learning Hidden Markov Models

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and practitioners typically resort to search heuristics which suffer from the usual local optima issues. We prove that under a natural separation condition (bounds on the smallest singular value of the HMM parameters), there is an efficient and provably correct algorithm for learning HMMs. The sample complexity of the algorithm does not explicitly depend on the number of distinct (discrete) observations—it implicitly depends on this quantity through spectral properties of the underlying HMM. This makes the algorithm particularly applicable to settings with a large number of observations, such as those in natural language processing where the space of observation is sometimes the words in a language. The algorithm is also simple, employing only a singular value decomposition and matrix multiplications.     

Using Hidden Markov Models for paper currency recognition

Accurate characterization is an important issue in paper currency recognition system. This paper proposes a robust paper currency recognition method based on Hidden Markov Model (HMM). By employing HMM, the texture characteristics of paper currencies are modeled as a random process. The proposed algorithm can be used for distinguishing paper currency from different countries. A similarity measure has been used for the classification in the proposed algorithm. To evaluate the performance of the proposed algorithm, experiments have been conducted on more than 100 denominations from different countries. The results indicate 98% accuracy for recognition of paper currency.     

基于HMM的私有协议自主学习方法

针对近年来工控网络中私有协议的广泛应用,给安全研究带来许多挑战。提出基于隐马尔科夫模型的私有协议自主学习方法,仅通过流量数据得到私有协议报文结构的有限状态机模型。针对Baum-Welch算法的缺点,采用因果状态分割重建算法求解私有协议的报文结构ε机模型,避免了局部最优和由于缺乏先验知识所产生的参数选择问题。并且通过公有协议FTP、Modbus TCP以及私有协议WDB RPC对方法的有效性进行了实验验证。最后讨论了下一步的研究方向。     

基于E-HMM的指纹匹配研究

利用嵌入式隐马尔可夫模型（Embedded Hidden Markov Models，E—HMM）对指纹方向场进行建模分析，通过合理地抽取指纹的类型特征，构造观察向量、进行建模训练，然后利用训练好的马尔可夫模型进行匹配，提出并实现了一种新的鲁棒性强且精度较高的指纹匹配方法。