Hidden Markov Model Framework Research Articles

Optimal Bayesian estimation and control scheme for gear shaft fault detection

Fault detection and diagnosis of gear transmission systems have attracted a lot of attention in recent years, but there are very few papers dealing with the early detection of shaft cracks. In this paper, a new methodology for predicting failures of a gear shaft system is presented. The time synchronous averaging (TSA) method is applied to the gear shaft vibration data, and the wavelet transform technique is then used to obtain quantitative indicators of gear shaft deterioration. System deterioration is modeled as a hidden, 3-state continuous-time homogeneous Markov process. States 0 and 1, which are not observable, represent healthy and unhealthy system conditions, respectively. Only the failure state 2 is assumed to be observable. The computed quantities, which are stochastically related to the system state, are chosen as the observation process in the hidden Markov modeling framework. The objective is to develop a method for optimally predicting impending system failures, which maximizes the long-run expected average system availability per unit time. Model parameters are estimated using the EM algorithm and an optimal Bayesian fault prediction scheme is proposed. The entire procedure is illustrated using real gear shaft vibration data.

HMM in dynamic HAC models

Understanding the dynamics of high dimensional non-normal dependency structure is a challenging task. This research aims at attacking this problem by building up a hidden Markov model (HMM) for Hierarchical Archimedean Copulae (HAC), where the HAC represent a wide class of models for high dimensional dependency, and HMM is a statistical technique to describe time varying dynamics. HMM applied to HAC provide flexible modeling for high dimensional non Gaussian time series. Consistency results for both parameters and HAC structures are established in an HMM framework. The model is calibrated to exchange rate data with a VaR application, where the model’s performance is compared with other dynamic models, and in the second application we simulate rainfall process.

Multistage preictal seizure analysis using Hidden Markov Model

Epileptic seizures may be described as the population entrainment of low complexity activities. Multistage seizure detection implemented using hidden Markov model (HMM) was proposed for the analysis of intracranial EEG recordings of epilepsy patients. The number of hidden states and the number of Gaussian clusters of the HMM were obtained using an unsupervised method. Multiple dynamic stages had been found leading to ictal activity. High sensitivity and specificity can be achieved based on receiver operating characteristic curve analysis (with area > 0.85). Spatial generalisation features study suggested that HMM framework is independent of the subject and the testing recording location.

Mixed Hidden Markov Models for Longitudinal Data: An Overview

In this paper we review statistical methods which combine hidden Markov models (HMMs) and random effects models in a longitudinal setting, leading to the class of so-called mixed HMMs. This class of models has several interesting features. It deals with the dependence of a response variable on covariates, serial dependence, and unobserved heterogeneity in an HMM framework. It exploits the properties of HMMs, such as the relatively simple dependence structure and the efficient computational procedure, and allows one to handle a variety of real-world time-dependent data. We give details of the Expectation-Maximization algorithm for computing the maximum likelihood estimates of model parameters and we illustrate the method with two real applications describing the relationship between patent counts and research and development expenditures, and between stock and market returns via the Capital Asset Pricing Model.

Acoustic modeling problem for automatic speech recognition system: conventional methods (Part I)

In automatic speech recognition (ASR) systems, the speech signal is captured and parameterized at front end and evaluated at back end using the statistical framework of hidden Markov model (HMM). The performance of these systems depend critically on both the type of models used and the methods adopted for signal analysis. Researchers have proposed a variety of modifications and extensions for HMM based acoustic models to overcome their limitations. In this review, we summarize most of the research work related to HMM-ASR which has been carried out during the last three decades. We present all these approaches under three categories, namely conventional methods, refinements and advancements of HMM. The review is presented in two parts (papers): (i) An overview of conventional methods for acoustic phonetic modeling, (ii) Refinements and advancements of acoustic models. Part I explores the architecture and working of the standard HMM with its limitations. It also covers different modeling units, language models and decoders. Part II presents a review on the advances and refinements of the conventional HMM techniques along with the current challenges and performance issues related to ASR.

Large Margin Discriminative Semi-Markov Model for Phonetic Recognition

This paper considers a large margin discriminative semi-Markov model (LMSMM) for phonetic recognition. The hidden Markov model (HMM) framework that is often used for phonetic recognition assumes only local statistical dependencies between adjacent observations, and it is used to predict a label for each observation without explicit phone segmentation. On the other hand, the semi-Markov model (SMM) framework allows simultaneous segmentation and labeling of sequential data based on a segment-based Markovian structure that assumes statistical dependencies among all the observations within a phone segment. For phonetic recognition which is inherently a joint segmentation and labeling problem, the SMM framework has the potential to perform better than the HMM framework at the expense of slight increase in computational complexity. The SMM framework considered in this paper is based on a non-probabilistic discriminant function that is linear in the joint feature map which attempts to capture long-range statistical dependencies among observations. The parameters of the discriminant function are estimated by a large margin learning framework for structured prediction. The parameter estimation problem in hand leads to an optimization problem with many margin constraints, and this constrained optimization problem is solved using a stochastic gradient descent algorithm. The proposed LMSMM outperformed the large margin discriminative HMM in the TIMIT phonetic recognition task.

MRI-based age prediction using hidden Markov models

Cortical thinning and intracortical gray matter volume losses are widely observed in normal ageing, while the decreasing rate of the volume loss in subjects with neurodegenerative disorders such as Alzheimer's disease is reported to be faster than the average speed. Therefore, neurodegenerative disease is considered as accelerated ageing. Accurate detection of accelerated ageing based on the magnetic resonance imaging (MRI) of the brain is a relatively new direction of research in computational neuroscience as it has the potential to offer positive clinical outcome through early intervention. In order to capture the faster structural alterations in the brain with ageing, we propose in this paper a computational approach for modelling the MRI-based structure of the brain using the framework of hidden Markov models, which can be utilized for age prediction. Experiments were carried out on healthy subjects to validate its accuracy and its robustness. The results have shown its ability of predicting the brain age with an average normalized age-gap error of two to three years, which is superior to several recently developed methods for brain age prediction.

Operational Prediction of Groundwater Fluctuation in South Florida using Sequence Based Markovian Stochastic Model

The ecosystem of South Florida is characterized by a vast wetland system, karst surficial hydrogeology, and extended coastal boundary. The ecosystem is poised under risks of: ecological failure due to increased fragmentation by urbanization; groundwater flow disruption because of sinkhole formation; and intrusion of oceanic water with decreasing water table head because of drought or over pumping. It was found important to synthesize the spatiotemporal state of the groundwater hydrology and also develop a forecasting model to support the intensive management and monitoring in place. In this study, an objective was set to develop a stochastic sequence model capable of forecasting groundwater levels on a monthly span at a daily time scale. The groundwater level simulation was conceptualized as a sequence of daily fluctuating states of magnitudes and patterns that has a defined probability of occurrence. The model setup involved representation of daily fluctuation magnitudes in ten states and pattern changes in three states. The sequential occurrence of states of magnitudes and patterns at each time step was used for estimation of the transitional probabilities and employed in a hidden Markov model frame work for ensemble generation and estimation of posterior probabilities. A realization was chosen based on the highest maximum likelihood ratio of 90% and smallest root mean square error of 0.05–0.12 m against the historical data. A monthly forecasting at daily time step was done dynamically incorporating observed data at each time step and revising prior and posterior probability estimation in the hidden Markov model formulation. A case study was conducted at three well sites, which are situated at three different hydrogeologic settings. The model not only reproduced annual groundwater fluctuation patterns but also forecasted preceding monthly fluctuations at maximum likelihood ratio above 90% and root mean square error below 0.15 m. A further study was recommended first to analyze break point parametric estimation for seasonal analysis, and secondly to integrate the approach in other hydrological models for the purpose of synthetic groundwater fluctuation generation.

Supervised vs. Unsupervised Learning for Operator State Modeling in Unmanned Vehicle Settings

In this paper, we model operator states using hidden Markov models applied to human supervisory control behaviors. More specifically, we model the behavior of an operator of multiple heterogeneous unmanned vehicle systems. The hidden Markov model framework allows the inference of higher operator states from observable operator interaction with a computer interface. For example, a sequence of operator actions can be used to compute a probability distribution of possible operator states. Such models are capable of detecting deviationsfromexpectedoperatorbehavioraslearnedbythemodel.Thedifficultywithparametric inference models such as hidden Markov models is that a large number of parameters must either be specified by hand or learned from example data. We compare the behavioral models obtained with two different supervised learning techniques and an unsupervised hidden Markov model training technique. The results suggest that the best models of human supervisory control behavior are obtained through unsupervised learning. We conclude by presenting further extensions to this work.

Analysis of Decision Trees in Context Clustering of Hidden Markov Model Based Thai Speech Synthesis

Problem statement: In Thai speech synthesis using Hidden Markov model (HMM) based synthesis system, the tonal speech quality is degraded due to tone distortion. This major problem must be treated appropriately to preserve the tone characteristics of each syllable unit. Since tone brings about the intelligibility of the synthesized speech. It is needed to establish the tone questions and other phonetic questions in tree-based context clustering process accordingly. Approach: This study describes the analysis of questions in tree-based context clustering process of an HMM-based speech synthesis system for Thai language. In the system, spectrum, pitch or F0 and state duration are modeled simultaneously in a unified framework of HMM, their parameter distributions are clustered independently by using a decision-tree based context clustering technique. The contextual factors which affect spectrum, pitch and duration, i.e., part of speech, position and number of phones in a syllable, position and number of syllables in a word, position and number of words in a sentence, phone type and tone type, are taken into account for constructing the questions of the decision tree. All in all, thirteen sets of questions are analyzed in comparison. Results: In the experiment, we analyzed the decision trees by counting the number of questions in each node coming from those thirteen sets and by calculating the dominance score given to each question as the reciprocal of the distance from the root node to the question node. The highest number and dominance score are of the set of phonetic type, while the second, third highest ones are of the set of part of speech and tone type. Conclusion: By counting the number of questions in each node and calculating the dominance score, we can set the priority of each question set. All in all, the analysis results bring about further development of Thai speech synthesis with efficient context clustering process in an HMM-based speech synthesis system.

HMM-Based Speech Synthesis Utilizing Glottal Inverse Filtering

This paper describes an hidden Markov model (HMM)-based speech synthesizer that utilizes glottal inverse filtering for generating natural sounding synthetic speech. In the proposed method, speech is first decomposed into the glottal source signal and the model of the vocal tract filter through glottal inverse filtering, and thus parametrized into excitation and spectral features. The source and filter features are modeled individually in the framework of HMM and generated in the synthesis stage according to the text input. The glottal excitation is synthesized through interpolating and concatenating natural glottal flow pulses, and the excitation signal is further modified according to the spectrum of the desired voice source characteristics. Speech is synthesized by filtering the reconstructed source signal with the vocal tract filter. Experiments show that the proposed system is capable of generating natural sounding speech, and the quality is clearly better compared to two HMM-based speech synthesis systems based on widely used vocoder techniques.

Visual recognition of 3D emblematic gestures in an HMM framework

In human-machine interaction, gestures play an important role as input modality for natural and intuitive interfaces. While the usage of sign languages or crafted command gestures typically requires special user training, the class of gestural actions called “emblems” represents more intuitive yet expressive signs that seem well suited for the task. Following this, an approach for the visual recognition of 3D emblematic arm gestures in a realistic smart room scenario is presented. Hand and head positions are extracted in multiple unsynchronized monocular camera streams, combined to spatiotemporal 3D gesture trajectories and classified in an Hidden Markov Model (HMM) classification and detection framework. The contributions within this article are threefold: Firstly, a solution for the 3D combination of trajectories obtained from unsynchronized cameras and with varying frame rates is proposed. Secondly, the suitability of different alternative feature representations derived from a hand trajectory is assessed, and it is shown that intuitive gestures can be represented by projection on their principal plane of motion. Thirdly, it is demonstrated that a rejection model for gesture spotting and segmentation can be constructed using out-of-domain data. The approach is evaluated on a challenging realistic data set.

Characterization of Parathyroid Hormone using HMM Framework

Sequence comparison is a key tool in bioinformatics. The objective of a HMM profile is to statistically model patterns in biological sequences by identifying combinations of matches, in-dels, and gaps in the alignment of a query sequence to a profile model. HMM profile analysis can be used for multiple sequence alignment, for a database search, to analyze sequence composition and pattern segmentation, and to predict protein structure and locate genes by predicting open reading frames. Profile analysis has long been a useful tool in finding and aligning distantly related sequences and in identifying known sequence domains in new sequences. Hidden Markov modeling, a technique that has been used for years in speech recognition, is now being applied to many types of problems in molecular sequence analysis. In particular, this technique can produce profiles that are an improvement over traditionally constructed profiles. Profile hidden Markov models (HMMs) have several advantages over standard profiles. Profile HMMs have a formal probabilistic basis and have a consistant theory behind gap and insertion scores, in contrast to standard profile methods which use heuristic methods. This paper describes how HMM profiles are used to characterize protein families. The full text of the article is not available in the cache. Kindly refer the IJCA digital library at www.ijcaonline.org for the complete article. In case, you face problems while downloading the full-text, please send a mail to editor at editor@ijcaonline.org

Minimum description length modelling of musical structure

This article presents a method of inductive inference whose aim is to build formal quantitative models of musical structure. The models are constructed by statistical extraction of significant patterns from a musical corpus. The minimum description length (MDL) principle is used to select the best model from among the members of a non-parametric model family characterized by an unbounded parameter set. The chosen model achieves optimal compromise between goodness-of-fit and model complexity, thereby avoiding the over-fitting normally associated with such a family of models. The MDL method is illustrated through its application to the Hidden Markov Model (HMM) framework. We derive an original mathematical expression for the MDL complexity of HMMs that employ a finite alphabet of symbols; these models are particularly suited to the symbolic modelling of musical structure. As an illustration, we use the proposed HMM complexity expression to construct a model for a common melodic formula in Greek church chant. Such formulas are characterized by text–tune association that is governed by complex rules. We show that MDL-guided model construction gradually ‘learns’ important aspects of the melodic formula's structure, and that the MDL principle terminates the process when nothing significant is left to learn. We outline how the musical applications of MDL can be extended beyond the HMM framework, and how they address general methodological concerns in empirical music research.

Video Event Classification and Image Segmentation Based on Noncausal Multidimensional Hidden Markov Models

In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.

Using Markov models to simulate electron spin resonance spectra from molecular dynamics trajectories.

Simulating electron spin resonance (ESR) spectra directly from molecular dynamics simulations of a spin-labeled protein necessitates a large number (hundreds or thousands) of relatively long (hundreds of nanoseconds) trajectories. To meet this challenge, we explore the possibility of constructing accurate stochastic models of the spin label dynamics from atomistic trajectories. A systematic, two-step procedure, based on the probabilistic framework of hidden Markov models, is developed to build a discrete-time Markov chain process that faithfully captures the internal spin label dynamics on time scales longer than about 150 ps. The constructed Markov model is used both to gain insight into the long-lived conformations of the spin label and to generate the stochastic trajectories required for the simulation of ESR spectra. The methodology is illustrated with an application to the case of a spin-labeled poly alanine alpha helix in explicit solvent.

A variance component test for mixed hidden Markov models

The mixed hidden Markov model incorporates covariates and random effects in the hidden Markov model framework. In this paper, we develop a variance component test in the case where there is only one random effect.

Remote homology detection of integral membrane proteins using conserved sequence features

Compared with globular proteins, transmembrane proteins are surrounded by a more intricate environment and, consequently, amino acid composition varies between the different compartments. Existing algorithms for homology detection are generally developed with globular proteins in mind and may not be optimal to detect distant homology between transmembrane proteins. Here, we introduce a new profile-profile based alignment method for remote homology detection of transmembrane proteins in a hidden Markov model framework that takes advantage of the sequence constraints placed by the hydrophobic interior of the membrane. We expect that, for distant membrane protein homologs, even if the sequences have diverged too far to be recognized, the hydrophobicity pattern and the transmembrane topology are better conserved. By using this information in parallel with sequence information, we show that both sensitivity and specificity can be substantially improved for remote homology detection in two independent test sets. In addition, we show that alignment quality can be improved for the most distant homologs in a public dataset of membrane protein structures. Applying the method to the Pfam domain database, we are able to suggest new putative evolutionary relationships for a few relatively uncharacterized protein domain families, of which several are confirmed by other methods. The method is called Searcher for Homology Relationships of Integral Membrane Proteins (SHRIMP) and is available for download at http://www.sbc.su.se/shrimp/.

Arabic Handwritten Word Recognition Using HMMs with Explicit State Duration

We describe an offline unconstrained Arabic handwritten word recognition system based on segmentation-free approach and discrete hidden Markov models (HMMs) with explicit state duration. Character durations play a significant part in the recognition of cursive handwriting. The duration information is still mostly disregarded in HMM-based automatic cursive handwriting recognizers due to the fact that HMMs are deficient in modeling character durations properly. We will show experimentally that explicit state duration modeling in the HMM framework can significantly improve the discriminating capacity of the HMMs to deal with very difficult pattern recognition tasks such as unconstrained Arabic handwriting recognition. In order to carry out the letter and word model training and recognition more efficiently, we propose a new version of the Viterbi algorithm taking into account explicit state duration modeling. Three distributions (Gamma, Gauss, and Poisson) for the explicit state duration modeling have been used, and a comparison between them has been reported. To perform word recognition, the described system uses an original sliding window approach based on vertical projection histogram analysis of the word and extracts a new pertinent set of statistical and structural features from the word image. Several experiments have been performed using the IFN/ENIT benchmark database and the best recognition performances achieved by our system outperform those reported recently on the same database.

Duration learning for analysis of nanopore ionic current blockades

BackgroundIonic current blockade signal processing, for use in nanopore detection, offers a promising new way to analyze single molecule properties, with potential implications for DNA sequencing. The alpha-Hemolysin transmembrane channel interacts with a translocating molecule in a nontrivial way, frequently evidenced by a complex ionic flow blockade pattern. Typically, recorded current blockade signals have several levels of blockade, with various durations, all obeying a fixed statistical profile for a given molecule. Hidden Markov Model (HMM) based duration learning experiments on artificial two-level Gaussian blockade signals helped us to identify proper modeling framework. We then apply our framework to the real multi-level DNA hairpin blockade signal.ResultsThe identified upper level blockade state is observed with durations that are geometrically distributed (consistent with an a physical decay process for remaining in any given state). We show that mixture of convolution chains of geometrically distributed states is better for presenting multimodal long-tailed duration phenomena. Based on learned HMM profiles we are able to classify 9 base-pair DNA hairpins with accuracy up to 99.5% on signals from same-day experiments.ConclusionWe have demonstrated several implementations for de novo estimation of duration distribution probability density function with HMM framework and applied our model topology to the real data. The proposed design could be handy in molecular analysis based on nanopore current blockade signal.