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Questions tagged [hidden-markov-models]

Hidden Markov Models are a model for understanding and predicting sequential data in statistics and machine learning, commonly used in natural language processing and bioinformatics.

Hidden Markov Models (HMM) are a model for understanding and predicting sequential data in statistics and machine learning, commonly used in natural language processing and bioinformatics. In HMM, the hidden state variable cannot be observed, but usually some output variable that dependent on the hidden state is visible.

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What machine learning algorithm is appropriate for predicting one time-series from another?

You are a plane tracking an enemy ship that travels across the ocean, so you have collected a series of (x,y,time) coordinates of the ship. You know that a hidden submarine travels with the ship to protect it, but while there is a correlation…
user2077851
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Viterbi training or Baum-Welch algorithm to estimate the transition and emission probabilities?

I'm trying to find the most probable path (i.e. a sequence of states) on an HMM using the Viterbi algorithm. However, I don't know the transition and emission matrices, which I need to estimate from the observations (data). To estimate these…
dx_mrt
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Hidden Markov Model predicting next observation

I have a sequence of 500 observations of the movements of a bird. I want to predict what the 501st movement of the bird would be. I searched the web and I guess this can be done by using HMM, however I do not have any experience on that subject. Can…
user975733
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Problems with a hidden Markov model in PyMC3

To learn PyMC, I'm trying to do a simple Hidden Markov Model as shown below: with pymc3.Model() as hmm: # Transition "matrix" a_t = np.ones(num_states) T = [pymc3.Dirichlet('T{0}'.format(i), a = a_t, shape = num_states) for i in…
Javier C.
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Exact Hidden Markov Model training algorithm

In most cases, the Baum-Welch algorithm is used to train a Hidden Markov model. In many papers however, it is argued that the BW algorithm will optimize until it got stuck in a local optimum. Does there exist an exact algorithm that actually…
Willem Van Onsem
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Hidden Markov in PyMC3

I have a multivariate Monte-Carlo Hidden Markov problem to solve: x[k] = f(x[k-1]) + B u[k] y[k] = g(x[k]) where: x[k] the hidden states (Markov dynamics) y[k] the observed data u[k] the stochastic driving process Is PyMC3 already mature…
stustd
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How do I have to train a HMM with Baum-Welch and multiple observations?

I am having some problems understanding how the Baum-Welch algorithm exactly works. I read that it adjusts the parameters of the HMM (the transition and the emission probabilities) in order to maximize the probability that my observation sequence…
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Hidden Markov Model Multiple Observation values for each state

I am new to Hidden Markov Model. I understand the main idea and I have tried some Matlab built-in HMM functions to help me understand more. If I have a sequence of observations and corresponding states, e.g. seq = 2 6 6 1 4 …
leon
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What are the ways of deciding probabilities in hidden markov models?

I am starting to learn hidden markov models and on the wiki page, as well as on github there are alot of examples but most of the probabilities are already there(70% change of rain, 30% chance of changing state, etc..). The spell checking or…
Lostsoul
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Pattern Detection in Time Series Data

I have a data frame representing a time series like for example: timestamp: 1|2|3|4|5|6|7|8|9|10|11|12|13|14|15|16|17|18|19|20|21|22|23|24|25|26|27|28... value: 0|0|3|6|3|3|6|3|3|6 |3 |0 |0 |0 |1 |3 |7 |0 |0 |1 |3 |7 |1 |3 |7 |3 |6 |3 ... The goal…
user6188360
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Hidden Markov Model: Is it possible that the accuracy decreases as the number of states increases?

I constructed a couple of Hidden Markov Models using the Baum-Welch algorithm for an increasing number of states. I noticed that after 8 states, the validation score goes down for more than 8 states. So I wondered whether it's possible that the…
Thomas Pattyn
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MATLAB Murphy's HMM Toolbox

I am trying to learn HMM GMM implementation and created a simple model to detect some certain sounds (animal calls etc.) I am trying to train a HMM (Hidden Markov Model) network with GMM (Gaussian Mixtures) in MATLAB. I have a few questions, I could…
bluemustang
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Using HMM for offline character recognition

I have extracted features from many images of isolated characters (such as gradient, neighbouring pixel weight and geometric properties. How can I use HMMs as a classifier trained on this data? All literature I read about HMM refers to states and…
Bug Killer
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How to visualize a hidden Markov model in Python?

I think the question is clear enough. I want to make a hidden Markov model in Python and draw a vizualization model of it. So, it's something like this picture: Is there any module to do that? I've googled it and found nothing.
user2435611
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HMM algorithm for gesture recognition

I want to develop an app for gesture recognition using Kinect and hidden Markov models. I watched a tutorial here: HMM lecture But I don't know how to start. What is the state set and how to normalize the data to be able to realize HMM learning? I…
Nickon
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