Search results for: Markov Process
5535 A Hidden Markov Model for Modeling Pavement Deterioration under Incomplete Monitoring Data
Authors: Nam Lethanh, Bryan T. Adey
Abstract:
In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23055534 Markov Game Controller Design Algorithms
Authors: Rajneesh Sharma, M. Gopal
Abstract:
Markov games are a generalization of Markov decision process to a multi-agent setting. Two-player zero-sum Markov game framework offers an effective platform for designing robust controllers. This paper presents two novel controller design algorithms that use ideas from game-theory literature to produce reliable controllers that are able to maintain performance in presence of noise and parameter variations. A more widely used approach for controller design is the H∞ optimal control, which suffers from high computational demand and at times, may be infeasible. Our approach generates an optimal control policy for the agent (controller) via a simple Linear Program enabling the controller to learn about the unknown environment. The controller is facing an unknown environment, and in our formulation this environment corresponds to the behavior rules of the noise modeled as the opponent. Proposed controller architectures attempt to improve controller reliability by a gradual mixing of algorithmic approaches drawn from the game theory literature and the Minimax-Q Markov game solution approach, in a reinforcement-learning framework. We test the proposed algorithms on a simulated Inverted Pendulum Swing-up task and compare its performance against standard Q learning.Keywords: Reinforcement learning, Markov Decision Process, Matrix Games, Markov Games, Smooth Fictitious play, Controller, Inverted Pendulum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15205533 A Novel Convergence Accelerator for the LMS Adaptive Algorithm
Authors: Jeng-Shin Sheu, Jenn-Kaie Lain, Tai-Kuo Woo, Jyh-Horng Wen
Abstract:
The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.Keywords: LMS, Markov chain, convergence rate, accelerator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17635532 A Simplified Higher-Order Markov Chain Model
Authors: Chao Wang, Ting-Zhu Huang, Chen Jia
Abstract:
In this paper, we present a simplified higher-order Markov chain model for multiple categorical data sequences also called as simplified higher-order multivariate Markov chain model.
Keywords: Higher-order multivariate Markov chain model, Categorical data sequences, Multivariate Markov chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32875531 Systems with Queueing and their Simulation
Authors: Miloš Šeda, Pavel Ošmera, Jindřich Petrucha
Abstract:
In the queueing theory, it is assumed that customer arrivals correspond to a Poisson process and service time has the exponential distribution. Using these assumptions, the behaviour of the queueing system can be described by means of Markov chains and it is possible to derive the characteristics of the system. In the paper, these theoretical approaches are presented on several types of systems and it is also shown how to compute the characteristics in a situation when these assumptions are not satisfiedKeywords: Queueing theory, Poisson process, Markov chains.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12855530 Unsupervised Segmentation by Hidden Markov Chain with Bi-dimensional Observed Process
Authors: Abdelali Joumad, Abdelaziz Nasroallah
Abstract:
In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.
Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16125529 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes
Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari
Abstract:
In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed, illustrated by a numerical example.
Keywords: Partially observable system, hidden Markov model, competing risks, multivariate Bayesian control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21865528 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach
Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee
Abstract:
The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.
Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28175527 Periodic Storage Control Problem
Authors: Ru-Shuo Sheu, Han-Hsin Chou, Te-Shyang Tan
Abstract:
Considering a reservoir with periodic states and different cost functions with penalty, its release rules can be modeled as a periodic Markov decision process (PMDP). First, we prove that policy- iteration algorithm also works for the PMDP. Then, with policy- iteration algorithm, we obtain the optimal policies for a special aperiodic reservoir model with two cost functions under large penalty and give a discussion when the penalty is small.Keywords: periodic Markov decision process, periodic state, policy-iteration algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12435526 On Adaptive Optimization of Filter Performance Based on Markov Representation for Output Prediction Error
Authors: Hong Son Hoang, Remy Baraille
Abstract:
This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12985525 Javanese Character Recognition Using Hidden Markov Model
Authors: Anastasia Rita Widiarti, Phalita Nari Wastu
Abstract:
Hidden Markov Model (HMM) is a stochastic method which has been used in various signal processing and character recognition. This study proposes to use HMM to recognize Javanese characters from a number of different handwritings, whereby HMM is used to optimize the number of state and feature extraction. An 85.7 % accuracy is obtained as the best result in 16-stated vertical model using pure HMM. This initial result is satisfactory for prompting further research.Keywords: Character recognition, off-line handwritingrecognition, Hidden Markov Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19885524 Musical Instrument Classification Using Embedded Hidden Markov Models
Authors: Ehsan Amid, Sina Rezaei Aghdam
Abstract:
In this paper, a novel method for recognition of musical instruments in a polyphonic music is presented by using an embedded hidden Markov model (EHMM). EHMM is a doubly embedded HMM structure where each state of the external HMM is an independent HMM. The classification is accomplished for two different internal HMM structures where GMMs are used as likelihood estimators for the internal HMMs. The results are compared to those achieved by an artificial neural network with two hidden layers. Appropriate classification accuracies were achieved both for solo instrument performance and instrument combinations which demonstrates that the new approach outperforms the similar classification methods by means of the dynamic of the signal.Keywords: hidden Markov model (HMM), embedded hidden Markov models (EHMM), MFCC, musical instrument.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18915523 A Markov Chain Approximation for ATS Modeling for the Variable Sampling Interval CCC Control Charts
Authors: Y. K. Chen, K. C. Chiou, C. Y. Chen
Abstract:
The cumulative conformance count (CCC) charts are widespread in process monitoring of high-yield manufacturing. Recently, it is found the use of variable sampling interval (VSI) scheme could further enhance the efficiency of the standard CCC charts. The average time to signal (ATS) a shift in defect rate has become traditional measure of efficiency of a chart with the VSI scheme. Determining the ATS is frequently a difficult and tedious task. A simple method based on a finite Markov Chain approach for modeling the ATS is developed. In addition, numerical results are given.Keywords: Cumulative conformance count, variable sampling interval, Markov Chain, average time to signal, control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15235522 Maintenance Alternatives Related to Costs of Wind Turbines Using Finite State Markov Model
Authors: Boukelkoul Lahcen
Abstract:
The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.Keywords: Cost, finite state, Markov model, operation, maintenance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14805521 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model
Authors: Zina Benouaret, Djamil Aissani
Abstract:
In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8875520 Computing Transition Intensity Using Time-Homogeneous Markov Jump Process: Case of South African HIV/AIDS Disposition
Authors: A. Bayaga
Abstract:
This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.
Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21715519 Optimal Bayesian Control of the Proportion of Defectives in a Manufacturing Process
Authors: Viliam Makis, Farnoosh Naderkhani, Leila Jafari
Abstract:
In this paper, we present a model and an algorithm for the calculation of the optimal control limit, average cost, sample size, and the sampling interval for an optimal Bayesian chart to control the proportion of defective items produced using a semi-Markov decision process approach. Traditional p-chart has been widely used for controlling the proportion of defectives in various kinds of production processes for many years. It is well known that traditional non-Bayesian charts are not optimal, but very few optimal Bayesian control charts have been developed in the literature, mostly considering finite horizon. The objective of this paper is to develop a fast computational algorithm to obtain the optimal parameters of a Bayesian p-chart. The decision problem is formulated in the partially observable framework and the developed algorithm is illustrated by a numerical example.Keywords: Bayesian control chart, semi-Markov decision process, quality control, partially observable process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11695518 Efficient Solution for a Class of Markov Chain Models of Tandem Queueing Networks
Authors: Chun Wen, Tingzhu Huang
Abstract:
We present a new numerical method for the computation of the steady-state solution of Markov chains. Theoretical analyses show that the proposed method, with a contraction factor α, converges to the one-dimensional null space of singular linear systems of the form Ax = 0. Numerical experiments are used to illustrate the effectiveness of the proposed method, with applications to a class of interesting models in the domain of tandem queueing networks.
Keywords: Markov chains, tandem queueing networks, convergence, effectiveness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13295517 Region Based Hidden Markov Random Field Model for Brain MR Image Segmentation
Authors: Terrence Chen, Thomas S. Huang
Abstract:
In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21015516 Ruin Probability for a Markovian Risk Model with Two-type Claims
Authors: Dongdong Zhang, Deran Zhang
Abstract:
In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.
Keywords: Risk model, ruin probability, Markov jump process, integral equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13665515 Word Recognition and Learning based on Associative Memories and Hidden Markov Models
Authors: Zöhre Kara Kayikci, Günther Palm
Abstract:
A word recognition architecture based on a network of neural associative memories and hidden Markov models has been developed. The input stream, composed of subword-units like wordinternal triphones consisting of diphones and triphones, is provided to the network of neural associative memories by hidden Markov models. The word recognition network derives words from this input stream. The architecture has the ability to handle ambiguities on subword-unit level and is also able to add new words to the vocabulary during performance. The architecture is implemented to perform the word recognition task in a language processing system for understanding simple command sentences like “bot show apple".Keywords: Hebbian learning, hidden Markov models, neuralassociative memories, word recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15235514 A Condition-Based Maintenance Policy for Multi-Unit Systems Subject to Deterioration
Authors: Nooshin Salari, Viliam Makis
Abstract:
In this paper, we propose a condition-based maintenance policy for multi-unit systems considering the existence of economic dependency among units. We consider a system composed of N identical units, where each unit deteriorates independently. Deterioration process of each unit is modeled as a three-state continuous time homogeneous Markov chain with two working states and a failure state. The average production rate of units varies in different working states and demand rate of the system is constant. Units are inspected at equidistant time epochs, and decision regarding performing maintenance is determined by the number of units in the failure state. If the total number of units in the failure state exceeds a critical level, maintenance is initiated, where units in failed state are replaced correctively and deteriorated state units are maintained preventively. Our objective is to determine the optimal number of failed units to initiate maintenance minimizing the long run expected average cost per unit time. The problem is formulated and solved in the semi-Markov decision process (SMDP) framework. A numerical example is developed to demonstrate the proposed policy and the comparison with the corrective maintenance policy is presented.Keywords: Reliability, production, maintenance optimization, Semi-Markov Decision Process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8105513 Remaining Useful Life Prediction Using Elliptical Basis Function Network and Markov Chain
Authors: Yi Yu, Lin Ma, Yong Sun, Yuantong Gu
Abstract:
This paper presents a novel method for remaining useful life prediction using the Elliptical Basis Function (EBF) network and a Markov chain. The EBF structure is trained by a modified Expectation-Maximization (EM) algorithm in order to take into account the missing covariate set. No explicit extrapolation is needed for internal covariates while a Markov chain is constructed to represent the evolution of external covariates in the study. The estimated external and the unknown internal covariates constitute an incomplete covariate set which are then used and analyzed by the EBF network to provide survival information of the asset. It is shown in the case study that the method slightly underestimates the remaining useful life of an asset which is a desirable result for early maintenance decision and resource planning.Keywords: Elliptical Basis Function Network, Markov Chain, Missing Covariates, Remaining Useful Life
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16615512 A State Aggregation Approach to Singularly Perturbed Markov Reward Processes
Authors: Dali Zhang, Baoqun Yin, Hongsheng Xi
Abstract:
In this paper, we propose a single sample path based algorithm with state aggregation to optimize the average rewards of singularly perturbed Markov reward processes (SPMRPs) with a large scale state spaces. It is assumed that such a reward process depend on a set of parameters. Differing from the other kinds of Markov chain, SPMRPs have their own hierarchical structure. Based on this special structure, our algorithm can alleviate the load in the optimization for performance. Moreover, our method can be applied on line because of its evolution with the sample path simulated. Compared with the original algorithm applied on these problems of general MRPs, a new gradient formula for average reward performance metric in SPMRPs is brought in, which will be proved in Appendix, and then based on these gradients, the schedule of the iteration algorithm is presented, which is based on a single sample path, and eventually a special case in which parameters only dominate the disturbance matrices will be analyzed, and a precise comparison with be displayed between our algorithm with the old ones which is aim to solve these problems in general Markov reward processes. When applied in SPMRPs, our method will approach a fast pace in these cases. Furthermore, to illustrate the practical value of SPMRPs, a simple example in multiple programming in computer systems will be listed and simulated. Corresponding to some practical model, physical meanings of SPMRPs in networks of queues will be clarified.Keywords: Singularly perturbed Markov processes, Gradient of average reward, Differential reward, State aggregation, Perturbed close network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16355511 Exploring the Activity Fabric of an Intelligent Environment with Hierarchical Hidden Markov Theory
Authors: Chiung-Hui Chen
Abstract:
The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.Keywords: Behavior, big data, hierarchical Hidden Markov Model, intelligent object.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7645510 Mobile Robot Control by Von Neumann Computer
Authors: E. V. Larkin, T. A. Akimenko, A. V. Bogomolov, A. N. Privalov
Abstract:
The digital control system of mobile robots (MR) control is considered. It is shown that sequential interpretation of control algorithm operators, unfolding in physical time, suggests the occurrence of time delays between inputting data from sensors and outputting data to actuators. Another destabilizing control factor is presence of backlash in the joints of an actuator with an executive unit. Complex model of control system, which takes into account the dynamics of the MR, the dynamics of the digital controller and backlash in actuators, is worked out. The digital controller model is divided into two parts: the first part describes the control law embedded in the controller in the form of a control program that realizes a polling procedure when organizing transactions to sensors and actuators. The second part of the model describes the time delays that occur in the Von Neumann-type controller when processing data. To estimate time intervals, the algorithm is represented in the form of an ergodic semi-Markov process. For an ergodic semi-Markov process of common form, a method is proposed for estimation a wandering time from one arbitrary state to another arbitrary state. Example shows how the backlash and time delays affect the quality characteristics of the MR control system functioning.
Keywords: Mobile robot, backlash, control algorithm, Von Neumann controller, semi-Markov process, time delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3665509 Volatility Model with Markov Regime Switching to Forecast Baht/USD
Authors: N. Sopipan, A. Intarasit, K. Chuarkham
Abstract:
In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.
Keywords: Volatility, Markov Regime Switching, Forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19385508 Application of Finite Dynamic Programming to Decision Making in the Use of Industrial Residual Water Treatment Plants
Authors: Oscar Vega Camacho, Andrea Vargas Guevara, Ellery Rowina Ariza
Abstract:
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20145507 Ottoman Script Recognition Using Hidden Markov Model
Authors: Ayşe Onat, Ferruh Yildiz, Mesut Gündüz
Abstract:
In this study, an OCR system for segmentation, feature extraction and recognition of Ottoman Scripts has been developed using handwritten characters. Detection of handwritten characters written by humans is a difficult process. Segmentation and feature extraction stages are based on geometrical feature analysis, followed by the chain code transformation of the main strokes of each character. The output of segmentation is well-defined segments that can be fed into any classification approach. The classes of main strokes are identified through left-right Hidden Markov Model (HMM).Keywords: Chain Code, HMM, Ottoman Script Recognition, OCR
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23185506 A Hybrid System of Hidden Markov Models and Recurrent Neural Networks for Learning Deterministic Finite State Automata
Authors: Pavan K. Rallabandi, Kailash C. Patidar
Abstract:
In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence/pattern recognition/classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.Keywords: Hybrid systems, Hidden Markov Models, Recurrent neural networks, Deterministic finite state automata.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2884