5 resultados para multivariate hidden Markov model

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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Feature-based vocoders, e.g., STRAIGHT, offer a way to manipulate the perceived characteristics of the speech signal in speech transformation and synthesis. For the harmonic model, which provide excellent perceived quality, features for the amplitude parameters already exist (e.g., Line Spectral Frequencies (LSF), Mel-Frequency Cepstral Coefficients (MFCC)). However, because of the wrapping of the phase parameters, phase features are more difficult to design. To randomize the phase of the harmonic model during synthesis, a voicing feature is commonly used, which distinguishes voiced and unvoiced segments. However, voice production allows smooth transitions between voiced/unvoiced states which makes voicing segmentation sometimes tricky to estimate. In this article, two-phase features are suggested to represent the phase of the harmonic model in a uniform way, without voicing decision. The synthesis quality of the resulting vocoder has been evaluated, using subjective listening tests, in the context of resynthesis, pitch scaling, and Hidden Markov Model (HMM)-based synthesis. The experiments show that the suggested signal model is comparable to STRAIGHT or even better in some scenarios. They also reveal some limitations of the harmonic framework itself in the case of high fundamental frequencies.

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Methods for generating a new population are a fundamental component of estimation of distribution algorithms (EDAs). They serve to transfer the information contained in the probabilistic model to the new generated population. In EDAs based on Markov networks, methods for generating new populations usually discard information contained in the model to gain in efficiency. Other methods like Gibbs sampling use information about all interactions in the model but are computationally very costly. In this paper we propose new methods for generating new solutions in EDAs based on Markov networks. We introduce approaches based on inference methods for computing the most probable configurations and model-based template recombination. We show that the application of different variants of inference methods can increase the EDAs’ convergence rate and reduce the number of function evaluations needed to find the optimum of binary and non-binary discrete functions.

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This paper analyzes the stationarity of this ratio in the context of a Markov-switching model à la Hamilton (1989) where an asymmetric speed of adjustment is introduced. This particular specification robustly supports a nonlinear reversion process and identifies two relevant episodes: the post-war period from the mid-50’s to the mid-70’s and the so called “90’s boom” period. A three-regime Markov-switching model displays the best regime identification and reveals that only the first part of the 90’s boom (1985-1995) and the post-war period are near-nonstationary states. Interestingly, the last part of the 90’s boom (1996-2000), characterized by a growing price-dividend ratio, is entirely attributed to a regime featuring a highly reverting process.

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This paper considers the basic present value model of interest rates under rational expectations with two additional features. First, following McCallum (1994), the model assumes a policy reaction function where changes in the short-term interest rate are determined by the long-short spread. Second, the short-term interest rate and the risk premium processes are characterized by a Markov regime-switching model. Using US post-war interest rate data, this paper finds evidence that a two-regime switching model fits the data better than the basic model. The estimation results also show the presence of two alternative states displaying quite different features.