Analysing time series structure with hidden Markov models


Autoria(s): Azzouzi, Mehdi; Nabney, Ian T.
Contribuinte(s)

Constantinides, Tony

Kung, S. Y.

Niranjan, Mahesan

Wilson, Elizabeth

Data(s)

02/09/1998

Resumo

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

Formato

application/pdf

Identificador

http://eprints.aston.ac.uk/1239/1/1998_IEEE_Signal_Processing_Society.pdf

Azzouzi, Mehdi and Nabney, Ian T. (1998). Analysing time series structure with hidden Markov models. IN: Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. Constantinides, Tony; Kung, S. Y.; Niranjan, Mahesan and Wilson, Elizabeth (eds) Proceedings of the 1998 IEEE Signal Processing Society Workshop, 8 . Cambridge, UK: IEEE.

Publicador

IEEE

Relação

http://eprints.aston.ac.uk/1239/

Tipo

Book Section

NonPeerReviewed