VOGUE

Abstract

We present VOGUE, a novel, variable order hidden Markov model with state durations, that combines two separate techniques for modeling complex patterns in sequential data: pattern mining and data modeling. VOGUE relies on a variable gap sequence mining method to extract frequent patterns with different lengths and gaps between elements. It then uses these mined sequences to build a variable order hidden Markov model (HMM), that explicitly models the gaps. The gaps implicitly model the order of the HMM, and they explicitly model the duration of each state. We apply VOGUE to a variety of real sequence data taken from domains such as protein sequence classification, Web usage logs, intrusion detection, and spelling correction. We show that VOGUE has superior classification accuracy compared to regular HMMs, higher-order HMMs, and even special purpose HMMs like HMMER, which is a state-of-the-art method for protein classification. The VOGUE implementation and the datasets used in this article are available as open-source. 1