Search results for: Hidden Markov Chain

Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Eslam Mohammed Abdelkader, Mohamed Marzouk, Tarek Zayed

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Infrastructure systems are crucial to every aspect of life on Earth. Existing Infrastructure is subjected to degradation while the demands are growing for a better infrastructure system in response to the high standards of safety, health, population growth, and environmental protection. Bridges play a crucial role in urban transportation networks. Moreover, they are subjected to high level of deterioration because of the variable traffic loading, extreme weather conditions, cycles of freeze and thaw, etc. The development of Bridge Management Systems (BMSs) has become a fundamental imperative nowadays especially in the large transportation networks due to the huge variance between the need for maintenance actions, and the available funds to perform such actions. Deterioration models represent a very important aspect for the effective use of BMSs. This paper presents a probabilistic time-based model that is capable of predicting the condition ratings of the concrete bridge decks along its service life. The deterioration process of the concrete bridge decks is modeled using semi-Markov process. One of the main challenges of the Markov Chain Decision Process (MCDP) is the construction of the transition probability matrix. Yet, the proposed model overcomes this issue by modeling the sojourn times based on some probability density functions. The sojourn times of each condition state are fitted to probability density functions based on some goodness of fit tests such as Kolmogorov-Smirnov test, Anderson Darling, and chi-squared test. The parameters of the probability density functions are obtained using maximum likelihood estimation (MLE). The condition ratings obtained from the Ministry of Transportation in Quebec (MTQ) are utilized as a database to construct the deterioration model. Finally, a comparison is conducted between the Markov Chain and semi-Markov chain to select the most feasible prediction model.

Keywords: bridge management system, bridge decks, deterioration model, Semi-Markov chain, sojourn times, maximum likelihood estimation

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Authors: Khenfer-Koummich Fatma, Hendel Fatiha, Mesbahi Larbi

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this paper presents an approach based on Hidden Markov Models (HMM: Hidden Markov Model) using HTK tools. The goal is to create a man-machine interface with a voice recognition system that allows the operator to tele-operate a mentor robot to execute specific tasks as rotate, raise, close, etc. This system should take into account different levels of environmental noise. This approach has been applied to isolated words representing the robot commands spoken in two languages: French and Arabic. The recognition rate obtained is the same in both speeches, Arabic and French in the neutral words. However, there is a slight difference in favor of the Arabic speech when Gaussian white noise is added with a Signal to Noise Ratio (SNR) equal to 30 db, the Arabic speech recognition rate is 69% and 80% for French speech recognition rate. This can be explained by the ability of phonetic context of each speech when the noise is added.

Keywords: voice command, HMM, TIMIT, noise, HTK, Arabic, speech recognition

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Authors: Sadegh Abebi

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There are problems with estimating time of product process of products, especially when there is variable serving time, like control stage. These problems will cause overestimation of process time. Layout constraints, reworking constraints and inflexible product schedule in multi product lines, needs a precise planning to reduce volume in particular situation of line stock. In this article, by analyzing real queue systems with layout constraints and by using concepts and principles of Markov chain in queue theory, a hybrid model has been presented. This model can be a base to assess queue systems with probable parameters of service. Here by presenting a case study, the proposed model will be described. so, production lines of a home application manufacturer will be analyzed.

Keywords: Queuing theory, Markov Chain, layout, line balance

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Authors: P. K. Guha Thakurta, Shouvik Roy, Bhawana Raj

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A congestion control scheme in mobile networks is proposed in this paper through a verification based model. The model proposed in this work is represented through performance metric like buffer Occupancy, latency and packet loss rate. Based on pre-defined values, each of the metric is introduced in terms of three different states. A Markov chain based model for the proposed work is introduced to monitor the occurrence of the corresponding state transitions. Thus, the estimation of the network status is obtained in terms of performance metric. In addition, the improved performance of our proposed model over existing works is shown with experimental results.

Keywords: congestion, mobile networks, buffer, delay, call drop, markov chain

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Authors: Oscar Vega Camacho, Andrea Vargas, Ellery Ariza

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This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its waste water treatment plant or instead optimize the plant through the addition of equipment. The goal of both of these options was to make the required improvements in order to comply with parameters established by national legislation regarding the treatment of waste before it is released into the environment. This technique will allow the company to select the best option and implement a solution for the processing of waste to minimize environmental damage and the acquisition and implementation costs.

Keywords: decision making, markov chain, optimization, waste water

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Authors: Oscar Vega Camacho, Andrea Vargas Guevara, Ellery Rowina Ariza

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This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its wastewater treatment plant or instead optimize the plant through the addition of equipment. The goal of both of these options was to make the required improvements in order to comply with parameters established by national legislation regarding the treatment of waste before it is released into the environment. This technique will allow the company to select the best option and implement a solution for the processing of waste to minimize environmental damage and the acquisition and implementation costs.

Keywords: decision making, Markov chain, optimization, wastewater

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Authors: Ali Akbar Heydari

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Control charts are an important tool of statistical quality control. Thesecharts are used to detect and eliminate unwanted special causes of variation that occurred during aperiod of time. The design and operation of control charts require the determination of three design parameters: the sample size (n), the sampling interval (h), and the width coefficient of control limits (k). Thevariable parameters (VP) x-bar controlchart is the x-barchart in which all the design parameters vary between twovalues. These values are a function of the most recent process information. In fact, in the VP x-bar chart, the position of each sample point on the chart establishes the size of the next sample and the timeof its sampling. The synthetic x-barcontrol chartwhich integrates the x-bar chart and the conforming run length (CRL) chart, provides significant improvement in terms of detection power over the basic x-bar chart for all levels of mean shifts. In this paper, we introduce the syntheticVP x-bar control chart for monitoring changes in the process mean. To determine the design parameters, we used a statistical design based on the minimum out of control average run length (ARL) criteria. The optimal chart parameters of the proposed chart are obtained using the Markov chain approach. A numerical example is also done to show the performance of the proposed chart and comparing it with the other control charts. The results show that our proposed syntheticVP x-bar controlchart perform better than the synthetic x-bar controlchart for all shift parameter values. Also, the syntheticVP x-bar controlchart perform better than the VP x-bar control chart for the moderate or large shift parameter values.

Keywords: control chart, markov chain approach, statistical design, synthetic, variable parameter

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Authors: Ali Ben Abbes, Imed Riadh Farah

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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.

Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban

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Authors: K. Shiba, T. Kaburagi, Y. Kurihara

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With global aging, people who require care, such as people with dementia (PwD), are increasing within many developed countries. And PwDs may wander and unconsciously set foot outdoors, it may lead serious accidents, such as, traffic accidents. Here, round-the-clock monitoring by caregivers is necessary, which can be a burden for the caregivers. Therefore, an automatic wandering detection system is required when an elderly person wanders outdoors, in which case the detection system transmits a ‘moving’ followed by an ‘absence’ state. In this paper, we focus on the transition from the ‘resting’ to the ‘absence’ state, via the ‘moving’ state as one of the wandering transitions. To capture the transition of the three states, our method based on the hidden Markov model (HMM) is built. Using our method, the restraint where the ‘resting’ state and ‘absence’ state cannot be transmitted to each other is applied. To validate our method, we conducted the experiment with 10 subjects. Our results show that the method can classify three states with 0.92 accuracy.

Keywords: wander, microwave Doppler sensor, respiratory frequency band, the state transition, hidden Markov model (HMM).

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Authors: S. Bouhouche, R. Drai, J. Bast

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This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement

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Authors: Ebert Brea

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We propose a novel direct search algorithm for identifying at least a local minimum of mixed integer nonlinear unconstrained optimization problems. The Mixed Integer Randomized Pattern Search Algorithm (MIRPSA), so-called by the author, is based on a randomized pattern search, which is modified by the MIRPSA for finding at least a local minimum of our problem. The MIRPSA has two main operations over the randomized pattern search: moving operation and shrinking operation. Each operation is carried out by the algorithm when a set of conditions is held. The convergence properties of the MIRPSA is analyzed using a Markov chain approach, which is represented by an infinite countable set of state space λ, where each state d(q) is defined by a measure of the qth randomized pattern search Hq, for all q in N. According to the algorithm, when a moving operation is carried out on the qth randomized pattern search Hq, the MIRPSA holds its state. Meanwhile, if the MIRPSA carries out a shrinking operation over the qth randomized pattern search Hq, the algorithm will visit the next state, this is, a shrinking operation at the qth state causes a changing of the qth state into (q+1)th state. It is worthwhile pointing out that the MIRPSA never goes back to any visited states because the MIRPSA only visits any qth by shrinking operations. In this article, we describe the MIRPSA for mixed integer nonlinear unconstrained optimization problems for doing a deep study of its convergence properties using Markov chain viewpoint. We herein include a low dimension case for showing more details of the MIRPSA, when the algorithm is used for identifying the minimum of a mixed integer quadratic function. Besides, numerical examples are also shown in order to measure the performance of the MIRPSA.

Keywords: direct search, mixed integer optimization, random search, convergence, Markov chain

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Authors: Muhammad Farooq, Ahtasham Gul

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To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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Authors: Ming-Yue Zhai

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Due to the multipath and pulse noise nature, power line communications(PLC) channel can be modelled as a memory one with the finite states Markov model(FSMC). As the most important parameter modelling a Markov channel,the memory order in an FSMC is not solved in PLC systems yet. In the paper, the mutual information is used as a measure of the dependence between the different symbols, treated as the received SNA or amplitude of the current channel symbol or that of previous symbols. The joint distribution probabilities of the envelopes in PLC systems are computed based on the multi-path channel model, which is commonly used in PLC. we confirm that given the information of the symbol immediately preceding the current one, any other previous symbol is independent of the current one in PLC systems, which means the PLC channels is a Markov chain with the first-order. The field test is also performed to model the received OFDM signals with the help of AR model. The results show that the first-order AR model is enough to model the fading channel in PLC systems, which means the amount of uncertainty remaining in the current symbol should be negligible, given the information corresponding to the immediately preceding one.

Keywords: power line communication, channel model, markovian, information theory, first-order

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Authors: Randa Alharbi, Vladislav Vyshemirsky

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Systems biology is an important field in science which focuses on studying behaviour of biological systems. Modelling is required to produce detailed description of the elements of a biological system, their function, and their interactions. A well-designed model requires selecting a suitable mechanism which can capture the main features of the system, define the essential components of the system and represent an appropriate law that can define the interactions between its components. Complex biological systems exhibit stochastic behaviour. Thus, using probabilistic models are suitable to describe and analyse biological systems. Continuous-Time Markov Chain (CTMC) is one of the probabilistic models that describe the system as a set of discrete states with continuous time transitions between them. The system is then characterised by a set of probability distributions that describe the transition from one state to another at a given time. The evolution of these probabilities through time can be obtained by chemical master equation which is analytically intractable but it can be simulated. Uncertain parameters of such a model can be inferred using methods of Bayesian inference. Yet, inference in such a complex system is challenging as it requires the evaluation of the likelihood which is intractable in most cases. There are different statistical methods that allow simulating from the model despite intractability of the likelihood. Approximate Bayesian computation is a common approach for tackling inference which relies on simulation of the model to approximate the intractable likelihood. Particle Markov chain Monte Carlo (PMCMC) is another approach which is based on using sequential Monte Carlo to estimate intractable likelihood. However, both methods are computationally expensive. In this paper we discuss the efficiency and possible practical issues for each method, taking into account the computational time for these methods. We demonstrate likelihood-free inference by performing analysing a model of the Repressilator using both methods. Detailed investigation is performed to quantify the difference between these methods in terms of efficiency and computational cost.

Keywords: Approximate Bayesian computation(ABC), Continuous-Time Markov Chains, Sequential Monte Carlo, Particle Markov chain Monte Carlo (PMCMC)

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Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

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The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: concrete bridges, deterioration, Markov chains, probability matrix

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Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

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Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.

Keywords: human motion recognition, motion representation, Laban Movement Analysis, Discrete Hidden Markov Model

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Authors: Khaled M. Alhawiti

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This research study aims to present a retrospective study about speech recognition systems and artificial intelligence. Speech recognition has become one of the widely used technologies, as it offers great opportunity to interact and communicate with automated machines. Precisely, it can be affirmed that speech recognition facilitates its users and helps them to perform their daily routine tasks, in a more convenient and effective manner. This research intends to present the illustration of recent technological advancements, which are associated with artificial intelligence. Recent researches have revealed the fact that speech recognition is found to be the utmost issue, which affects the decoding of speech. In order to overcome these issues, different statistical models were developed by the researchers. Some of the most prominent statistical models include acoustic model (AM), language model (LM), lexicon model, and hidden Markov models (HMM). The research will help in understanding all of these statistical models of speech recognition. Researchers have also formulated different decoding methods, which are being utilized for realistic decoding tasks and constrained artificial languages. These decoding methods include pattern recognition, acoustic phonetic, and artificial intelligence. It has been recognized that artificial intelligence is the most efficient and reliable methods, which are being used in speech recognition.

Keywords: speech recognition, acoustic phonetic, artificial intelligence, hidden markov models (HMM), statistical models of speech recognition, human machine performance

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Authors: Jingyuan Hu, Zhandong Liu

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CRISPR genome editing technology has transformed molecular biology by accurately targeting and altering an organism’s DNA. Despite the state-of-art precision of CRISPR genome editing, the imprecise mutation outcome and off-target effects present considerable risk, potentially leading to unintended genetic changes. Targeted deep sequencing, combined with bioinformatics sequence alignment, can detect such unwanted mutations. Nevertheless, the classical method, Needleman-Wunsch (NW) algorithm may produce false alignment outcomes, resulting in inaccurate mutation identification. The key to precisely identifying CRISPR-induced mutations lies in determining optimal parameters for the sequence alignment algorithm. Hidden Markov models (HMM) are ideally suited for this task, offering flexibility across CRISPR systems by leveraging forward-backward algorithms for parameter estimation. In this study, we introduce CRISPR-HMM, a statistical software to precisely call CRISPR-induced mutations. We demonstrate that the software significantly improves precision in identifying CRISPR-induced mutations compared to NW-based alignment, thereby enhancing the overall understanding of the CRISPR gene-editing process.

Keywords: CRISPR, HMM, sequence alignment, gene editing

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Authors: Suparman

Abstract:

Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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Authors: Diep Thanh Tung, Joachim Aurbacher

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This study aims to measure the level of on-farm diversification in Vietnam. The empirical results of the research carried out reflect regional differences in terms of on-farm diversification and its determinants. Households in the northern regions have adapted to the fragmented and small-sized parcels of land held by diversifying their on-farm activities. In contrast, the Mekong delta region in the south of Vietnam is characterized by larger agricultural parcels and a specialization in rice production. Land use fragmentation, as reflected by a large number of plots in a given area, is one of the most important reasons for the high levels of on-farm diversification seen, while the higher share of non-farm income in total income is the reason of lower levels of on-farm diversification. Households have reacted to natural and economic shocks by diversifying their on-farm activities. The non-stationary Markov chain model used here shows various diversification scenarios and trends. In most cases, on-farm diversification generally tends to reduce over the next few years.

Keywords: diversification, simpson index, fixed effects, non-stationary markov chain

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Authors: Peiming Li

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This paper presents an innovative blockchain-based approach to enhance the reliability and efficiency of federated learning systems. By integrating a decentralized oracle consensus mechanism into the federated learning framework, we address key challenges of data and model integrity. Our approach utilizes a network of redundant oracles, functioning as independent validators within an epoch-based training system in the federated learning model. In federated learning, data is decentralized, residing on various participants' devices. This scenario often leads to concerns about data integrity and model quality. Our solution employs blockchain technology to establish a transparent and tamper-proof environment, ensuring secure data sharing and aggregation. The decentralized oracles, a concept borrowed from blockchain systems, act as unbiased validators. They assess the contributions of each participant using a Hidden Markov Model (HMM), which is crucial for evaluating the consistency of participant inputs and safeguarding against model poisoning and malicious activities. Our methodology's distinct feature is its epoch-based training. An epoch here refers to a specific training phase where data is updated and assessed for quality and relevance. The redundant oracles work in concert to validate data updates during these epochs, enhancing the system's resilience to security threats and data corruption. The effectiveness of this system was tested using the Mnist dataset, a standard in machine learning for benchmarking. Results demonstrate that our blockchain-oriented federated learning approach significantly boosts system resilience, addressing the common challenges of federated environments. This paper aims to make these advanced concepts accessible, even to those with a limited background in blockchain or federated learning. We provide a foundational understanding of how blockchain technology can revolutionize data integrity in decentralized systems and explain the role of oracles in maintaining model accuracy and reliability.

Keywords: federated learning system, block chain, decentralized oracles, hidden markov model

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Authors: Sheena Christabel Pravin, M. Palanivelan

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Speech disfluencies are common in spontaneous speech. The primary purpose of this study was to distinguish linguistic disfluencies from stuttering disfluencies in bilingual Tamil–English (TE) speaking children. The secondary purpose was to determine whether their disfluencies are mediated by native language dominance and/or on an early onset of developmental stuttering at childhood. A detailed study was carried out to identify the prosodic and acoustic features that uniquely represent the disfluent regions of speech. This paper focuses on statistical modeling of repetitions, prolongations, pauses and interjections in the speech corpus encompassing bilingual spontaneous utterances from school going children – English and Tamil. Two classifiers including Hidden Markov Models (HMM) and the Multilayer Perceptron (MLP), which is a class of feed-forward artificial neural network, were compared in the classification of disfluencies. The results of the classifiers document the patterns of disfluency in spontaneous speech samples of school-aged children to distinguish between Children Who Stutter (CWS) and Children with Language Impairment CLI). The ability of the models in classifying the disfluencies was measured in terms of F-measure, Recall, and Precision.

Keywords: bi-lingual, children who stutter, children with language impairment, hidden markov models, multi-layer perceptron, linguistic disfluencies, stuttering disfluencies

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Authors: M. Abbasi Layegh, S. Haghipour, K. Athari, R. Khosravi, M. Tafkikialamdari

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An approach to find the optimum mel-frequency cepstral coefficients (MFCCs) for the Radif of Mirzâ Ábdollâh, which is the principal emblem and the heart of Persian music, performed by most famous Iranian masters on two Iranian stringed instruments ‘Tar’ and ‘Setar’ is proposed. While investigating the variance of MFCC for each record in themusic database of 1500 gushe of the repertoire belonging to 12 modal systems (dastgâh and âvâz), we have applied the Fuzzy C-Mean clustering algorithm on each of the 12 coefficient and different combinations of those coefficients. We have applied the same experiment while increasing the number of coefficients but the clustering accuracy remained the same. Therefore, we can conclude that the first 7 MFCCs (V-7MFCC) are enough for classification of The Radif of Mirzâ Ábdollâh. Classical machine learning algorithms such as MLP neural networks, K-Nearest Neighbors (KNN), Gaussian Mixture Model (GMM), Hidden Markov Model (HMM) and Support Vector Machine (SVM) have been employed. Finally, it can be realized that SVM shows a better performance in this study.

Keywords: radif of Mirzâ Ábdollâh, Gushe, mel frequency cepstral coefficients, fuzzy c-mean clustering algorithm, k-nearest neighbors (KNN), gaussian mixture model (GMM), hidden markov model (HMM), support vector machine (SVM)

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Gabriel Woldu, Maria Sassi

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Coffee performs a pivotal role in Ethiopia's GDP, revenue, employment, domestic demand, and export earnings. Ethiopia's coffee production and exports show high variability in the amount of production and export earnings. Despite being the continent's fifth-largest coffee producer, Ethiopia has not developed its ability to shine as a major exporter in the globe's green coffee exports. Ethiopian coffee exports were not stable and had high volume and earnings fluctuations. The main aim of this study was to analyze the dynamics of the export of coffee variation to different importing nations using a first-order Markov Chain model. 14 years of time-series data has been used to examine the direction and structural change in the export of coffee. A compound annual growth rate (CAGR) was used to determine the annual growth rate in the coffee export quantity, value, and per-unit price over the study period. The major export markets for Ethiopian coffee were Germany, Japan, and the USA, which were more stable, while countries such as France, Italy, Belgium, and Saudi Arabia were less stable and had low retention rates for Ethiopian coffee. The study, therefore, recommends that Ethiopia should again revitalize its market to France, Italy, Belgium, and Saudi Arabia, as these countries are the major coffee-consuming countries in the world to boost its export stake to the global coffee markets in the future. In order to further enhance export stability, the Ethiopian Government and other stakeholders in the coffee sector should have to work on reducing the volatility of coffee output and exports in order to improve production and quality efficiency, so that stabilize markets as well as to make the product attractive and price competitive in the importing countries.

Keywords: coffee, CAGR, Markov chain, direction of trade, Ethiopia

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Authors: N. Nivedita, S. Durbha

Abstract:

Critical Infrastructure (CI) consists of services and technological networks such as healthcare, transport, water supply, electricity supply, information technology etc. These systems are necessary for the well-being and to maintain effective functioning of society. Critical Infrastructures can be represented as nodes in a network where they are connected through a set of links depicting the logical relationship among them; these nodes are interdependent on each other and interact with each at other at various levels, such that the state of each infrastructure influences or is correlated to the state of another. Disruption in the service of one infrastructure nodes of the network during a disaster would lead to cascading and escalating disruptions across other infrastructures nodes in the network. The operation of Healthcare Infrastructure is one such Critical Infrastructure that depends upon a complex interdependent network of other Critical Infrastructure, and during disasters it is very vital for the Healthcare Infrastructure to be protected, accessible and prepared for a mass casualty. To reduce the consequences of a disaster on the Critical Infrastructure and to ensure a resilient Critical Health Infrastructure network, knowledge, understanding, modeling, and analyzing the inter-dependencies between the infrastructures is required. The paper would present inter-dependencies related to Healthcare Critical Infrastructure based on Hierarchical Coloured Petri Nets modeling approach, given a flood scenario as the disaster which would disrupt the infrastructure nodes. The model properties are being analyzed for the various state changes which occur when there is a disruption or damage to any of the Critical Infrastructure. The failure probabilities for the failure risk of interconnected systems are calculated by deriving a reachability graph, which is later mapped to a Markov chain. By analytically solving and analyzing the Markov chain, the overall vulnerability of the Healthcare CI HCPN model is demonstrated. The entire model would be integrated with Geographic information-based decision support system to visualize the dynamic behavior of the interdependency of the Healthcare and related CI network in a geographically based environment.

Keywords: critical infrastructure interdependency, hierarchical coloured petrinet, healthcare critical infrastructure, Petri Nets, Markov chain

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Authors: Saad M. Darwish, Magda M. Madbouly, Murad B. Khorsheed

Abstract:

Sign Languages (SL) are the most accomplished forms of gestural communication. Therefore, their automatic analysis is a real challenge, which is interestingly implied to their lexical and syntactic organization levels. Hidden Markov models (HMM’s) have been used prominently and successfully in speech recognition and, more recently, in handwriting recognition. Consequently, they seem ideal for visual recognition of complex, structured hand gestures such as are found in sign language. In this paper, several results concerning static hand gesture recognition using an algorithm based on Type-2 Fuzzy HMM (T2FHMM) are presented. The features used as observables in the training as well as in the recognition phases are based on Singular Value Decomposition (SVD). SVD is an extension of Eigen decomposition to suit non-square matrices to reduce multi attribute hand gesture data to feature vectors. SVD optimally exposes the geometric structure of a matrix. In our approach, we replace the basic HMM arithmetic operators by some adequate Type-2 fuzzy operators that permits us to relax the additive constraint of probability measures. Therefore, T2FHMMs are able to handle both random and fuzzy uncertainties existing universally in the sequential data. Experimental results show that T2FHMMs can effectively handle noise and dialect uncertainties in hand signals besides a better classification performance than the classical HMMs. The recognition rate of the proposed system is 100% for uniform hand images and 86.21% for cluttered hand images.

Keywords: hand gesture recognition, hand detection, type-2 fuzzy logic, hidden Markov Model

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