Neuron’s spikes noise level classification using hidden markov models

Considering that the uncertainty noise produced the decline in the quality of collected neural signal, this paper proposes a signal quality assessment method for neural signal. The method makes an automated measure to detect the noise levels in neural signal. Hidden Markov Models were used to build a classification model that classifies the neural spikes based on the noise level associated with the signal. This neural quality assessment measure will help doctors and researchers to focus on the patterns in the signal that have high signal to noise ratio and carry more information.

Propagation model of smartphone worms based on semi-Markov process and social relationship graph

Smartphone applications are getting more and more popular and pervasive in our daily life, and are also attractive to malware writers due to their limited computing source and vulnerabilities. At the same time, we possess limited understanding of our opponents in cyberspace. In this paper, we investigate the propagation model of SMS/MMS-based worms through integrating semi-Markov process and social relationship graph. In our modeling, we use semi-Markov process to characterize state transition among mobile nodes, and hire social network theory, a missing element in many previous works, to enhance the proposed mobile malware propagation model. In order to evaluate the proposed models, we have developed a specific software, and collected a large scale real-world data for this purpose. The extensive experiments indicate that the proposed models and algorithms are effective and practical. © 2014 Elsevier Ltd. All rights reserved.

Teaching a digital performing agent: artificial neural network and hidden Markov Model for recognising and performing dance movement

For a Digital Performing Agent to be able to perform live with a human dancer, it would be useful for the agent to be able to contextualize the movement the dancer is performing and to have a suitable movement vocabulary with which to contribute to the performance. In this paper we will discuss our research into the use of Artificial Neural Networks (ANN) as a means of allowing a software agent to learn a shared vocabulary of movement from a dancer. The agent is able to use the learnt movements to form an internal representation of what the dancer is performing, allowing it to follow the dancer, generate movement sequences based on the dancer's current movement and dance independently of the dancer using a shared movement vocabulary. By combining the ANN with a Hidden Markov Model (HMM) the agent is able to recognize short full body movement phrases and respond when the dancer performs these phrases. We consider the relationship between the dancer and agent as a means of supporting the agent's learning and performance, rather than developing the agent's capability in a self-contained fashion.

Tree-based iterated local search for Markov random fields with applications in image analysis

The maximum a posteriori assignment for general structure Markov random fields is computationally intractable. In this paper, we exploit tree-based methods to efficiently address this problem. Our novel method, named Tree-based Iterated Local Search (T-ILS), takes advantage of the tractability of tree-structures embedded within MRFs to derive strong local search in an ILS framework. The method efficiently explores exponentially large neighborhoods using a limited memory without any requirement on the cost functions. We evaluate the T-ILS on a simulated Ising model and two real-world vision problems: stereo matching and image denoising. Experimental results demonstrate that our methods are competitive against state-of-the-art rivals with significant computational gain.

Searching Baxter's URDF robot joint and link tree for active serial chains

Teleoperation is integral to society's uptake of modern robotic systems. Given the wide array of readily available robots, ranging from simple mobile platforms and UAVs to advanced humanoid robots such as ASIMO and PR2, teleoperation is required in many different forms. The recent advances in virtual reality systems, interactive input controls and even haptic devices facilitate a wide range of new approaches to teleoperation control. This paper considers a dynamic user interface for improving the operator's ability to teleoperate heterogeneous robotic systems in dynamic and challenging environments. In order to achieve the proposed dynamic user interface the robot(s) comprising the heterogeneous robotic system and their active components need to be categorized. The recent uptake of ROS means that many robots are now represented within the standardized Unified Robot Descriptive Format (URDF), and this paper proposes a method for searching the URDF for active serial chains in individual robot systems. Results demonstrate the ability of the approach to determine active serial chains and associated kinematic information for the Baxter torso robot.

Noise level classification for EEG using Hidden Markov Models

EEG signal is one of the most important signals for diagnosing some diseases. EEG is always recorded with an amount of noise, the more noise is recorded the less quality is the EEG signal. The included noise can represent the quality of the recorded EEG signal, this paper proposes a signal quality assessment method for EEG signal. The method generates an automated measure to detect the noise level of the recorded EEG signal. Mel-Frequency Cepstrum Coefficient is used to represent the signals. Hidden Markov Models were used to build a classification model that classifies the EEG signals based on the noise level associated with the signal. This EEG quality assessment measure will help doctors and researchers to focus on the patterns in the signal that have high signal to noise ratio and carry more information. Moreover, our model was applied on an uncontrolled environment and on controlled environment and a result comparison was applied.

Preference relation-based markov random fields

A preference relation-based Top-N recommendation approach, PrefMRF, is proposed to capture both the second-order and the higher-order interactions among users and items. Traditionally Top-N recommendation was achieved by predicting the item ratings fi rst, and then inferring the item rankings, based on the assumption of availability of explicit feed-backs such as ratings, and the assumption that optimizing the ratings is equivalent to optimizing the item rankings. Nevertheless, both assumptions are not always true in real world applications. The proposed PrefMRF approach drops these assumptions by explicitly exploiting the preference relations, a more practical user feedback. Comparing to related work, the proposed PrefMRF approach has the unique property of modeling both the second-order and the higher-order interactions among users and items. To the best of our knowledge, this is the first time both types of interactions have been captured in preference relation-based method. Experiment results on public datasets demonstrate that both types of interactions have been properly captured, and signifi cantly improved Top-N recommendation performance has been achieved.

Desenvolvimento de arquitetura para sistemas de reconhecimento automático de voz baseados em modelos ocultos de Markov

Este trabalho foi realizado dentro da área de reconhecimento automático de voz (RAV). Atualmente, a maioria dos sistemas de RAV é baseada nos modelos ocultos de Markov (HMMs) [GOM 99] [GOM 99b], quer utilizando-os exclusivamente, quer utilizando-os em conjunto com outras técnicas e constituindo sistemas híbridos. A abordagem estatística dos HMMs tem mostrado ser uma das mais poderosas ferramentas disponíveis para a modelagem acústica e temporal do sinal de voz. A melhora da taxa de reconhecimento exige algoritmos mais complexos [RAV 96]. O aumento do tamanho do vocabulário ou do número de locutores exige um processamento computacional adicional. Certas aplicações, como a verificação de locutor ou o reconhecimento de diálogo podem exigir processamento em tempo real [DOD 85] [MAM 96]. Outras aplicações tais como brinquedos ou máquinas portáveis ainda podem agregar o requisito de portabilidade, e de baixo consumo, além de um sistema fisicamente compacto. Tais necessidades exigem uma solução em hardware. O presente trabalho propõe a implementação de um sistema de RAV utilizando hardware baseado em FPGAs (Field Programmable Gate Arrays) e otimizando os algoritmos que se utilizam no RAV. Foi feito um estudo dos sistemas de RAV e das técnicas que a maioria dos sistemas utiliza em cada etapa que os conforma. Deu-se especial ênfase aos Modelos Ocultos de Markov, seus algoritmos de cálculo de probabilidades, de treinamento e de decodificação de estados, e sua aplicação nos sistemas de RAV. Foi realizado um estudo comparativo dos sistemas em hardware, produzidos por outros centros de pesquisa, identificando algumas das suas características mais relevantes. Foi implementado um modelo de software, descrito neste trabalho, utilizado para validar os algoritmos de RAV e auxiliar na especificação em hardware. Um conjunto de funções digitais implementadas em FPGA, necessárias para o desenvolvimento de sistemas de RAV é descrito. Foram realizadas algumas modificações nos algoritmos de RAV para facilitar a implementação digital dos mesmos. A conexão, entre as funções digitais projetadas, para a implementação de um sistema de reconhecimento de palavras isoladas é aqui apresentado. A implementação em FPGA da etapa de pré-processamento, que inclui a pré-ênfase, janelamento e extração de características, e a implementação da etapa de reconhecimento são apresentadas finalmente neste trabalho.

Improving mutual fund market timing measures: a markov switching approach

Market timing performance of mutual funds is usually evaluated with linear models with dummy variables which allow for the beta coefficient of CAPM to vary across two regimes: bullish and bearish market excess returns. Managers, however, use their predictions of the state of nature to deÞne whether to carry low or high beta portfolios instead of the observed ones. Our approach here is to take this into account and model market timing as a switching regime in a way similar to Hamilton s Markov-switching GNP model. We then build a measure of market timing success and apply it to simulated and real world data.

Dynamic hedging in Markov regimes

This dissertation proposes a bivariate markov switching dynamic conditional correlation model for estimating the optimal hedge ratio between spot and futures contracts. It considers the cointegration between series and allows to capture the leverage efect in return equation. The model is applied using daily data of future and spot prices of Bovespa Index and R$/US$ exchange rate. The results in terms of variance reduction and utility show that the bivariate markov switching model outperforms the strategies based ordinary least squares and error correction models.

Allocation of authority in franchise chains

This article investigates the level of delegation in franchise chains, distinguishing the two most relevant franchising models: Business Format Franchising and Learning Network Franchising. The two models basically differ on the level of real authority (effective control over decisions) exercised by the franchisors. Differences in business features, such as the required standardization, monitoring costs and consumer sensitivity to variations in product attributes (consumer measurement costs), explain the adoption of the different models of franchising. These variables affect the trade-off between the risk of brand name loss and the gains in knowledge sharing and learning within the network. The higher the need for standardization, the higher is the risk of brand name loss, and, consequently, the more likely the franchisor will adopt an organizational design that confers more control over franchisees’ decisions, such as business format franchising. This paper presents two case studies with Brazilian food franchise chains that illustrate the main argument and suggest additional propositions. Moreover, an empirical analysis of 223 franchise chains provides additional support to the hypothesis of a negative the effect of required standardization on the level of delegation.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Um modelo "time-varying markov-Switching" para crescimento econômico e algoritmo de estimação

Este trabalho elabora um modelo para investigação do padrão de variação do crescimento econômico, entre diferentes países e através do tempo, usando um framework Markov- Switching com matriz de transição variável. O modelo desenvolvido segue a abordagem de Pritchett (2003), explicando a dinâmica do crescimento a partir de uma coleção de diferentes estados – cada qual com seu sub-modelo e padrão de crescimento – através dos quais os países oscilam ao longo do tempo. A matriz de transição entre os diferentes estados é variante no tempo, dependendo de variáveis condicionantes de cada país e a dinâmica de cada estado é linear. Desenvolvemos um método de estimação generalizando o Algoritmo EM de Diebold et al. (1993) e estimamos um modelo-exemplo em painel com a matriz de transição condicionada na qualidade das instituições e no nível de investimento. Encontramos três estados de crescimento: crescimento estável, ‘milagroso’ e estagnação - virtualmente coincidentes com os três primeiros de Jerzmanowski (2006). Os resultados mostram que a qualidade das instituições é um importante determinante do crescimento de longo prazo enquanto o nível de investimento tem papel diferenciado: contribui positivamente em países com boa qualidade de instituições e tem papel pouco relevante para os países com instituições medianas ou piores.

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.