Abstract
We propose a simple, fast, deterministic pre-fitting approach which derives the Baum–Welch algorithm initial values directly from the input data. Such pre-fitting has the purpose of improving the fitting time for a given Hidden Markov Model (HMM) while maintaining the original Baum–Welch algorithm as the fitting one. The fitting time is improved by avoiding the Baum–Welch algorithm sensitiveness through the generation of parameters closer to the global maximum likelihood. Furthermore, by keeping the original Baum–Welch algorithm as the fitting one, we guarantee that all related methods will continue to work properly. On the other hand, the pre-fitting generates the HMM parameters directly derived from time-series data, without any data transformation, using an [Formula: see text] operation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal of Software Engineering and Knowledge Engineering
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
