Hidden Markov Model Parameters Research Articles

Anomaly based multi-stage attack detection method.

Multi-stage attacks are one of the most critical security threats in the current cyberspace. To accurately identify multi-stage attacks, this paper proposes an anomaly-based multi-stage attack detection method. It constructs a Multi-Stage Profile (MSP) by modeling the stable system's normal state to detect attack behaviors. Initially, the method employs Doc2Vec to vectorize alert messages generated by the intrusion detection systems (IDS), extracting profound inter-message correlations. Subsequently, Hidden Markov Models (HMM) are employed to model the normal system state, constructing an MSP, with relevant HMM parameters dynamically acquired via clustering algorithms. Finally, the detection of attacks is achieved by determining the anomaly threshold through the generation probability (GP). To evaluate the performance of the proposed method, experiments were conducted using three public datasets and compared with three advanced multi-stage attack detection methods. The experimental results demonstrate that our method achieves an accuracy of over 99% and precision of 100% in multi-stage attack detection. This confirms the effectiveness of our method in adapting to different attack scenarios and ultimately completing attack detection.

Stochastic Precipitation Generation for the Xilingol League Using Hidden Markov Models with Variational Bayes Parameter Estimation

Precipitation modeling holds significant importance in various fields such as agriculture, animal husbandry, weather derivatives, hydrology, and risk and disaster preparedness. Stochastic precipitation generators (SPGs) represent a class of statistical models designed to generate synthetic data capable of simulating dry and wet precipitation stretches for a long duration. The construction of Hidden Markov Models (HMMs), which treat latent meteorological circumstances as hidden states, is an efficient technique for simulating precipitation. Considering that there are many choices of emission distributions used to generate positive precipitation, the characteristics of different distributions for simulating positive precipitation have not been fully explored. The paper includes a simulation study that demonstrates how the Pareto distribution, when used as the distribution for generating positive precipitation, addresses the limitations of the exponential and gamma distributions in predicting heavy precipitation events. Additionally, the Pareto distribution offers flexibility through adjustable parameters, making it a promising option for precipitation modeling. We can estimate parameters in HMMs using forward–backward algorithms, Variational Bayes Expectation-Maximization (VBEM), and Stochastic Variational Bayes (SVB). In the Xilingol League, located in the central part of the Inner Mongolia Autonomous Region, China, our study involved data analysis to identify crucial locations demonstrating a robust correlation and notable partial correlation between the Normalized Difference Vegetation Index (NDVI) and annual precipitation. We performed fitting of monthly dry days ratios and monthly precipitation using seasonal precipitation and year-round precipitation data at these crucial locations. Subsequently, we conducted precipitation predictions for the daily, monthly, and annual time frames using the new test dataset observations. The study concludes that the SPG fits the monthly dry-day ratio better for annual daily precipitation data than for seasonal daily precipitation data. The fitting error for the monthly dry day ratio corresponding to annual daily precipitation data is 0.053 (exponential distribution) and 0.066 (Pareto distribution), while for seasonal daily precipitation data, the fitting error is 0.14 (exponential distribution) and 0.15 (Pareto distribution). The exponential distribution exhibits the poorest performance as a model for predicting future precipitation, with average errors of 2.49 (daily precipitation), 40.62 (monthly precipitation), and 130.40 (annual precipitation). On the other hand, the Pareto distribution demonstrates the best overall predictive performance, with average errors of 0.69 (daily precipitation), 34.69 (monthly precipitation), and 66.42 (annual precipitation). The results of this paper can provide decision support for future grazing strategies in the Xilingol League.

A reaction network scheme for hidden Markov model parameter learning.

With a view towards artificial cells, molecular communication systems, molecular multiagent systems and federated learning, we propose a novel reaction network scheme (termed the Baum-Welch (BW) reaction network) that learns parameters for hidden Markov models (HMMs). All variables including inputs and outputs are encoded by separate species. Each reaction in the scheme changes only one molecule of one species to one molecule of another. The reverse change is also accessible but via a different set of enzymes, in a design reminiscent of futile cycles in biochemical pathways. We show that every positive fixed point of the BW algorithm for HMMs is a fixed point of the reaction network scheme, and vice versa. Furthermore, we prove that the 'expectation' step and the 'maximization' step of the reaction network separately converge exponentially fast and compute the same values as the E-step and the M-step of the BW algorithm. We simulate example sequences, and show that our reaction network learns the same parameters for the HMM as the BW algorithm, and that the log-likelihood increases continuously along the trajectory of the reaction network.

Detection of Stealthy Jamming for UAV-Assisted Wireless Communications: An HMM-Based Method

Due to the high mobility, low cost and high robustness of line-of-sight (LoS) channels, unmanned aerial vehicles (UAVs) have begun to play an important role in assisting wireless communications. However, the broadcasting nature of wireless communication networks makes the electromagnetic spectrum vulnerable to jamming attacks. To ensure communication security, this paper investigates the jamming detection issue for UAV-assisted wireless communications. Different from the existing works, we consider detection of stealthy jamming with no prior knowledge of legitimate users or channel statistics, which makes the detection more challenging. To solve this problem, we design a hidden Markov model (HMM) based jamming detection (HBJD) method. First, we process the received signals with a sliding window to calculate the logarithmic received energy and use HMM to model the signal transmission under a jamming attack. Specifically, the spectrum state and logarithmic received energy are modeled as the hidden state and observable variable of HMM. Then, the Expectation-Maximization (EM) algorithm is applied to estimate the parameters of HMM. With the estimated parameters, the spectrum state of each logarithmic received energy sample can be decided according to the maximum posterior probability (MAP) criterion. Finally, we design the test statistics and derive the threshold based on the estimated HMM parameters for the final decision. Simulation results demonstrate the superiority of the proposed solution for the detection of stealthy jamming without prior knowledge of legitimate users or the channel statistics.

Spatially Weighted Bayesian Classification of Spatio-Temporal Areal Data Based on Gaussian-Hidden Markov Models

This article is concerned with an original approach to generative classification of spatiotemporal areal (or lattice) data based on implementation of spatial weighting to Hidden Markov Models (HMMs). In the framework of this approach data model at each areal unit is specified by conditionally independent Gaussian observations and first-order Markov chain for labels and call it local HMM. The proposed classification is based on modification of conventional HMM by the implementation of spatially weighted estimators of local HMMs parameters. We focus on classification rules based on Bayes discriminant function (BDF) with plugged in the spatially weighted parameter estimators obtained from the labeled training sample. For each local HMM, the estimators of regression coefficients and variances and two types of transition probabilities are used in two levels (higher and lower) of spatial weighting. The average accuracy rate (ACC) and balanced accuracy rate (BAC), computed from confusion matrices evaluated from a test sample, are used as performance measures of classifiers. The proposed methodology is illustrated for simulated data and for real dataset, i.e., annual death rate data collected by the Institute of Hygiene of the Republic of Lithuania from the 60 municipalities in the period from 2001 to 2019. Critical comparison of proposed classifiers is done. The experimental results showed that classifiers based on HMM with higher level of spatial weighting in majority cases have advantage in spatial–temporal consistency and classification accuracy over one with lower level of spatial weighting.

Cyst identification in retinal optical coherence tomography images using hidden Markov model

Optical Coherence Tomography (OCT) is a useful imaging modality facilitating the capturing process from retinal layers. In the salient diseases of retina, cysts are formed in retinal layers. Therefore, the identification of cysts in the retinal layers is of great importance. In this paper, a new method is proposed for the rapid detection of cystic OCT B-scans. In the proposed method, a Hidden Markov Model (HMM) is used for mathematically modelling the existence of cyst. In fact, the existence of cyst in the image can be considered as a hidden state. Since the existence of cyst in an OCT B-scan depends on the existence of cyst in the previous B-scans, HMM is an appropriate tool for modelling this process. In the first phase, a number of features are extracted which are Harris, KAZE, HOG, SURF, FAST, Min-Eigen and feature extracted by deep AlexNet. It is shown that the feature with the best discriminating power is the feature extracted by AlexNet. The features extracted in the first phase are used as observation vectors to estimate the HMM parameters. The evaluation results show the improved performance of HMM in terms of accuracy.

МЕТОДИ ПІДВИЩЕННЯ ЯКОСТІ ПЕРЕТВОРЕННЯ МОВИ НА ТЕКСТ В СИСТЕМАХ БІОМЕТРИЧНОЇ АУТЕНТИФІКАЦІЇ

The article discusses the methods and algorithms of speech-to-text conversion, modern open and commercial systems for creating systems, as well as the use of these technologies in the field of cyber security. It is proposed to create a high-quality speech-to-text conversion system. An analysis of the mathematical algorithms used to reduce the error rate, which makes it possible to create unique voice prints and increase protection against forgery, has been carried out. The structure of modern speech-to-text conversion systems is described. By changing datasets, parameters of hidden Markov models, a high-quality dictionary of phonemes, and the use of language models, there is an opportunity to reduce the percentage of errors in language recognition, as well as the use of a system for multilingualism such as "surzhyk". The mathematical methods of assessing the quality of the system of speech to text (WER), as well as various methods of calculation, which is important for their further improvement and optimization, are considered. The structure of modern systems is considered, namely, signal pre-processing, feature extraction, acoustic modeling, speech modeling, decoding, post-processing. For each of the stages, study vectors have been proposed that can reduce the error rate of the system as a whole. Reducing speech recognition errors and the ability to fake a voice is achieved using various methods: deep neural networks, hidden Markov models, Baum-Welch algorithm, N-gram models, models with attention, creation of a high-quality phonemes dictionary, dataset, and fillers. Speech-to-text conversion technology can be used in biometric authentication systems to detect and analyze the unique features of the user's voice. However, modern speech-to-text conversion systems for Ukrainian, Russian, and "surzhyk" need improvement in acoustic and language units. Scientific works, which are devoted to research and optimization of these systems for biometric authentication, do not fully cover these issues. This became the reason for further research in this direction, so this work aims to create a speech recognition system with a minimum error rate.

Covariate-modulated large-scale multiple testing under dependence

Large-scale multiple testing, which calls for conducting tens of thousands of hypothesis testings simultaneously, has been applied in many scientific fields. Most conventional multiple testing procedures often focused on the control of false discovery rate (FDR) and largely ignored covariate information and the dependence structure among tests. A FDR control procedure, termed as Covariate-Modulated Local Index of Significance (cmLIS) procedure, which not only takes into account local correlations among tests but also accommodates the covariate information by leveraging a covariate-modulated hidden Markov model (HMM), has been proposed. In the oracle case where all parameters of the covariate-modulated HMM are known, the cmLIS procedure is shown to be valid and optimal in some sense. According to whether the number of mixed components in the non-null distribution is known, two Bayesian sampling algorithms are provided for parameter estimation. Extensive simulations are conducted to demonstrate the effectiveness of the cmLIS procedure over state-of-the-art multiple testing procedures. Finally, the cmLIS procedure is applied to an RNA sequencing data and a schizophrenia (SCZ) data.

Diagnosis method based on hidden Markov model and Weibull mixture model for mechanical faults of in-wheel motors

To effectively monitor the operation state of in-wheel motors used in electric vehicles and ensure the safety of the whole vehicle, a diagnosis method based on hidden Markov model (HMM) and Weibull mixture model (WMM) is proposed for mechanical faults in in-wheel motors, known simply as the WMM-HMM diagnosis method. Firstly, vibration signals of the in-wheel motor are extracted for sensitive symptom parameters which are used to characterize the operation state and establish the observation sequence. Secondly, WMM is employed to expand the limited observation sequence under various operating states of in-wheel motors to obtain sufficient observation sequence as the training sample set of HMM, and HMM parameters are determined through combining supervised learning with unsupervised learning algorithm. Then the WMM-HMM diagnosis models are constructed under low and medium speed conditions respectively. Finally, the corresponding faults in-wheel motors are customized and the test bench is built to verify the proposed method. The test results show that the proposed method can accurately identify the mechanical fault state of in-wheel motors under different conditions and has good generalization and applicability in traditional methods comparison.

Underwater Acoustic Signal Detection Using Calibrated Hidden Markov Model with Multiple Measurements.

It is important to find signals of interest (SOIs) when operating sonar systems. A threshold-based method is generally used for SOI detection. However, it induces a high false alarm rate at a low signal-to-noise ratio. On the other side, machine-learning-based detection is performed to obtain more reliable detection results using abundant training data, costing intensive time and labor. We propose a method with favorable detection performance by using a hidden Markov model (HMM) for sequential acoustic data, which requires no separate training data. Since the detection results from HMM are significantly affected by the random initial parameters of HMM, the genetic algorithm (GA) is adopted to reduce the sensitivity of the initial parameters. The tuned initial parameters from GA are used as a start point for the subsequent Baum–Welch algorithm updating the HMM parameters. Furthermore, multiple measurements from arrays are exploited both in determining the proper initial parameters with GA and updating the parameters with the Baum–Welch algorithm. In contrast to the standard random selection of the initial point with single measurement, a stable initial point setting by the GA ensures improved SOI detections with the Baum–Welch algorithm using the multiple measurements, which are demonstrated in passive and active acoustic data. Particularly, the proposed method shows the most confidential detection in finding weak elastic surface waves from target, compared to existing methods such as conventional HMM.

A structural hidden Markov model for forecasting scenario probabilities for portfolio loan loss provisions

Accounting standards require from financial institutions to consider and forecast multiple macroeconomic scenarios when calculating loan loss provisions. Loan loss provisions protect a financial institutions against losses. But how to determine objectively the number of scenarios and to forecast scenario probabilities is an unsolved problem. This paper shows that embedding the question into the framework of a hidden Markov model (HMM) leads to a natural answer. A disadvantage of employing HMMs to credit risk is the short length of a typical time series of default rates. To overcome this problem the paper proposes to employ for the transition probability matrix (TPM) of the hidden states a crucial adaptation to the standard approach. The adapted TPM is a hybrid version of a continuous-valued TPM and a discrete-valued valued TPM. The adaptation imposes a structure on the TPM and reduces the number of required parameters for a discrete-valued HMM with M hidden states from M(M−1) to M+2. The proposed model is benchmarked using a time series of defaults and is, for the analysed data, considered optimal in terms of the Akaike and Bayesian information criterion. By building the proposed HMM scenario probabilities can be objectively forecasted and have no longer be expertly assessed.

Optimal determination of hidden Markov model parameters for fuzzy time series forecasting

This paper presents Fuzzy Time Series (FTS) forecasting technique using Hidden Markov Model (HMM) optimized by Particle Swarm Optimization (PSO) and Genetic algorithm (GA). One of the major limitations of HMM is the lack of efficient method for HMM parameter estimation. Traditional methods like Baum Welch Algorithm (BWA) have been used to address the associated problem with HMM model. The BWA in itself does not truly capture the fuzziness in natural data resulting in the HMM algorithm into local minima. To address this challenge, this paper formulates the HMM parameter estimation problem into an optimization problem optimized by GA and PSO algorithms. To solve the problem of insufficiency in data allied with the HMM model, we adopted a method called smoothing to reduce the occurrence of zero in the observation events. Monte Carlo simulation is used at the end of the forecast to maintain stability and efficiency of the developed approach. The performance of developed model is evaluated using data of daily average temperature and cloud density of Taipei Taiwan, the Internet traffic data of Ahmadu Bello University (ABU) and Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). Experimental results showed that the proposed forecasting models has a good forecasting accuracy when compared with existing models.

Hidden Markov Models Training Using Hybrid Baum Welch - Variable Neighborhood Search Algorithm

Hidden Markov Models (HMM) are used in a wide range of artifificial intelligence applications including speech recognition, computer vision, computational biology and fifinance. Estimating an HMM parameters is often addressed via the Baum-Welch algorithm (BWA), but this algorithm tends to convergence to local optimum of the model parameters. Therefore, optimizing HMM parameters remains a crucial and challenging work. In this paper, a Variable Neighborhood Search (VNS) combined with Baum-Welch algorithm (VNS-BWA) is proposed. The idea is to use VNS to escape from local minima, enable greater exploration of the search space, and enhance the learning capability of HMMs models. The proposed algorithm has entire advantage of combination of the search mechanism in VNS algorithm for training with no gradient information, and the BWA algorithm that utilizes this kind of knowledge. The performance of the proposed method is validated on a real dataset. The results show that the VNS-BWA has better performance fifinding the optimal parameters of HMM models, enhancing its learning capability and classifification performance.

Эвристическая методика настройки скрытых марковских моделей для распознавания образов стохастических процессов

Предложена эвристическая методика настройки параметров скрытых марковских моделей для реализации в алгоритмах распознавания образов стохастических процессов, регистрируемых в форме последовательностей наблюдений. Методика позволяет получить рабочие модели по небольшому числу обучающих реализаций и включает выполнение двух этапов: предварительная настройка начальных параметров модели с использованием априорных данных и обучение с применением алгоритма Баума - Уэлча. На обоих этапах используется дополнительная процедура корректировки параметров модели, позволяющая устранять проблемы численного характера при их реализации в алгоритмах распознавания. Представлены результаты экспериментальной апробации методики на примере построения моделей для алгоритма распознавания образов трех стохастических процессов.

Anomaly Detection and Classification in Multispectral Time Series Based on Hidden Markov Models

Monitoring agriculture from satellite remote sensing data, such as multispectral images, has become a powerful tool since it has demonstrated a great potential for providing timely and accurate knowledge of crops. Detecting anomalies in time series of multispectral remote sensing images for crop monitoring is generally performed using a large sample of historical data at a pixel level. Conversely, this article presents a framework for anomaly detection (AD), localization, and classification that exploits the temporal information contained in a given season at a parcel level to detect and localize outliers using hidden Markov models (HMMs). Specifically, the AD part is based on the learning of HMM parameters associated with unlabeled normal data that are used in a second step to detect abnormal crop parcels referred to as anomalies. The learned HMM can also be used in time segments to temporally localize the anomalies affecting the crop parcels. The detected and localized anomalies are finally classified using a supervised classifier, e.g., based on support vector machines. The proposed framework is applicable to images partially covered by clouds and can handle a set of crop parcels acquired in the same season bypassing problems due to crop rotations. Numerical experiments are conducted on synthetic and real data, where the real data correspond to vegetation indices extracted from several multitemporal Sentinel-2 images of rapeseed crops. The proposed approach is compared to standard AD methods yielding better detection rates with the advantage of allowing anomalies to be localized and characterized.

Automatic Classification and Analysis of Music Multimedia Combined with Hidden Markov Model

Music multimedia is one of the more popular types of digital music. This article is based on the hidden Markov model (HMM) and proposed this kind of music multimedia automatic classification method. The method not only analyzes the characteristics of traditional music in detail but also fully considers the important characteristics of other music. At the same time, it uses bagging to train two groups of HMMs and automatically classifies them to achieve a better classification effect. This paper optimizes the variable parameters from different aspects such as model structure, data form, and model change to obtain the optimal HMM parameter value. This method not only considers the prior knowledge of feature words, word frequency, and number of documents but also fuses the meaning of the feature words into the hidden Markov classification model. Finally, by testing the hidden Markov model used in this paper on the music multimedia data set, the experimental results show that the method in this paper can effectively perform automatic classification according to the melody characteristics of music multimedia.

Genetic Algorithm Approach to Find the Estimated Value of HMM parametersfor NS5 Methyltransferase Protein

Dengue is the pandemic disease caused by Dengue virus (DENV), a mosquito-borne flavivirus. In recent years dengue has emerged as a foremost cause of severe illness and deaths in developing countries.About 400 million dengue infections occur worldwide each year.In general, dengue infections create only mild illness but infrequently expand into a lethal illness termed as severe dengue for which no specific treatment. The machine learning approach plays a significant role in bioinformatics and other fields of computer science.It exploitsapproaches like Hidden Markov Model (HMM), Genetic Algorithm (GA), Artificial Neural Network (ANN), and Support Vector Machine (SVM).The GA is a randomized search algorithm for solving the problem based on natural selection phenomena.Many machine learning techniques are based on HMM have been positively applied. In this work, We firstly used HMM parameters on the biological sequence,and after that, we catch the probability of the observation sequence of a mutated gene sequence. This study comparesboth methods, G.A. and HMM, to get the highest estimated value of the observation sequence. In this paper, we also discuss the applications ofGA in the bioinformatics field. In a further study, we will apply the other machine learning approaches to find the best result of protein studies.

TIAMMAt: Leveraging Biodiversity to Revise Protein Domain Models, Evidence from Innate Immunity.

Sequence annotation is fundamental for studying the evolution of protein families, particularly when working with nonmodel species. Given the rapid, ever-increasing number of species receiving high-quality genome sequencing, accurate domain modeling that is representative of species diversity is crucial for understanding protein family sequence evolution and their inferred function(s). Here, we describe a bioinformatic tool called Taxon-Informed Adjustment of Markov Model Attributes (TIAMMAt) which revises domain profile hidden Markov models (HMMs) by incorporating homologous domain sequences from underrepresented and nonmodel species. Using innate immunity pathways as a case study, we show that revising profile HMM parameters to directly account for variation in homologs among underrepresented species provides valuable insight into the evolution of protein families. Following adjustment by TIAMMAt, domain profile HMMs exhibit changes in their per-site amino acid state emission probabilities and insertion/deletion probabilities while maintaining the overall structure of the consensus sequence. Our results show that domain revision can heavily impact evolutionary interpretations for some families (i.e., NLR’s NACHT domain), whereas impact on other domains (e.g., rel homology domain and interferon regulatory factor domains) is minimal due to high levels of sequence conservation across the sampled phylogenetic depth (i.e., Metazoa). Importantly, TIAMMAt revises target domain models to reflect homologous sequence variation using the taxonomic distribution under consideration by the user. TIAMMAt’s flexibility to revise any subset of the Pfam database using a user-defined taxonomic pool will make it a valuable tool for future protein evolution studies, particularly when incorporating (or focusing) on nonmodel species.

Non-Intrusive Power Load Identification for High-Penetration Renewable Energy Grids

With the popularity of new energy grids with high penetration rate, classic non-intrusive power load identification algorithms such as hidden Markov model (HMM) need to face the uncertainty caused by new energy generation. It will cause the load state like active power to continue to change, and new state transitions appear during operation, resulting in the lack of robustness of state identification and power decomposition. Aiming to solve this problem, this study proposes and constructs a Gaussian mixture model–binary parameter hidden Markov model (GMM-BPHMM) which takes into account the randomness of new energy power supply, clusters the load status based on active power and steady-state current to reduce the possibility of volatile clustering results from the new energy grid under a high penetration rate, improves the Viterbi algorithm to take into account the updating HMM parameters to achieve the optimal prediction of the load state, considers the random volatility of load power brought by new energy grids, constructs a power calculation optimization model, and realizes the power decomposition of the load based on the principle of maximum likelihood estimation. Finally, on the basis of the public data set AMPds2, the study generated simulation data based on the new energy generation model and verified the method, and the test case verified the effectiveness of the method.

An Improved Hybrid Algorithm for Optimizing the Parameters of Hidden Markov Models

Hidden Markov Models (HMMs) have become increasingly popular in the last several years due to the fact that, the models are very rich in mathematical structure and hence can form the theoretical basis for use in a wide range of applications. Various algorithms have been proposed in literature for optimizing the parameters of these models to make them applicable in real-life. However, the performance of these algorithms has remained computationally challenging largely due to slow/premature convergence and their sensitivity to preliminary estimates. In this paper, a hybrid algorithm comprising the Particle Swarm Optimization (PSO), Baum-Welch (BW), and Genetic Algorithms (GA) is proposed and implemented for optimizing the parameters of HMMs. The algorithm not only overcomes the shortcomings of the slow convergence speed of the PSO but also helps the BW escape from local optimal solution whilst improving the performance of GA despite the increase in the search space. Detailed experimental results demonstrates the effectiveness of our proposed approach when compared to other techniques available in literature.