• Journal of KIISE
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• v.44 no.10
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• pp.1026-1033
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• 2017

In this paper a Bayesian modeling and duration-based prediction method is proposed for health clinic time series data using the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM). HDP-HMM is a Bayesian extension of HMM which can find the optimal number of health states, a number which is highly uncertain and even difficult to estimate under the context of health dynamics. Test results of HDP-HMM using simulated data and real health clinic data have shown interesting modeling behaviors and promising prediction performance over the span of up to five years. The future of health change is uncertain and its prediction is inherently difficult, but experimental results on health clinic data suggests that practical long-term prediction is possible and can be made useful if we present multiple hypotheses given dynamic contexts as defined by HMM states.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.48 no.5
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• pp.45-51
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• 2011

In this paper, we propose an unsupervised learning method for modeling motion trajectory patterns effectively. In our approach, observations of an object on a trajectory are treated as words in a document for latent dirichlet allocation algorithm which is used for clustering words on the topic in natural language process. This allows clustering topics (e.g. go straight, turn left, turn right) effectively in complex scenes, such as crossroads. After this procedure, we learn patterns of word sequences in each cluster using Baum-Welch algorithm used to find the unknown parameters in a hidden markov model. Evaluation of abnormality can be done using forward algorithm by comparing learned sequence and input sequence. Results of experiments show that modeling of semantic region is robust against noise in various scene.

• Annual Conference on Human and Language Technology
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• 1995.10a
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• pp.152-163
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• 1995

본 논문에서는 은닉 마르코프 모형(HMM)을 이용하여 사람이 쓴 필기의 통계적 특징을 갖는 글씨를 생성하는 방법에 대해서 기술코자 한다. 온라인 필기처럼 같이 필기 궤적을 시계열 신호로 표현하고, 그 특징을 통계적 모형의 하나인 HMM으로 표현한다. HMM은 시계열 신호에 대응하는 모형 내부 경로와 심볼열의 확률 분포를 표현하는 함수이다. 따라서 최적 경로에서 볼 수 있는 최적 출력 심볼열은 훈련 필기 데이타의 평균적 필기 특징에 해당한다. HMM이 주어졌을 때 HMM에서 최적의 패턴을 해석적으로 구하는 방법은 알려져 있지 않다. 본 논문에서는 동적 프로그래밍 기법을 적용하여 HMM이나 HMM 네트워크 모형에서 필기를 생성하는 방법을 제시하고, 아울러 HMM의 문제점을 지적한다.

• Smart Media Journal
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• v.1 no.2
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• pp.12-22
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• 2012

Today we are witnessing an increasingly widespread use of cameras in our lives for video surveillance, robot vision, and mobile phones. This has led to a renewed interest in computer vision in general and an on-going boom in human activity recognition in particular. Although not particularly fancy per se, human gait is inarguably the most common and frequent action. Early on this decade there has been a passing interest in human gait recognition, but it soon declined before we came up with a systematic analysis and understanding of walking motion. This paper presents a set of DBN-based models for the analysis of human gait in sequence of increasing complexity and modeling power. The discussion centers around HMM-based statistical methods capable of modeling the variability and incompleteness of input video signals. Finally a novel idea of extending the discrete state Markov chain with a continuous density function is proposed in order to better characterize the gait direction. The proposed modeling framework allows us to recognize pedestrian up to 91.67% and to elegantly decode out two independent gait components of direction and posture through a sequence of experiments.

• KIPS Transactions on Computer and Communication Systems
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• v.6 no.7
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• pp.297-306
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• 2017

Citizens want more accurate forecast information using Bus Information System. However, most bus information systems that use an average based short-term prediction algorithm include many errors because they do not consider the effects of the traffic flow, signal period, and halting time. In this paper, we try to improve the precision of forecast information by analyzing the influencing factors of the error, thereby making the convenience of the citizens. We analyzed the influence factors of the error using BIS data. It is shown in the analyzed data that the effects of the time characteristics and geographical conditions are mixed, and that effects on halting time and passes speed is different. Therefore, the halt time is constructed using Generalized Additive Model with explanatory variable such as hour, GPS coordinate and number of routes, and we used Hidden Markov Model to construct a pattern considering the influence of traffic flow on the unit section. As a result of the pattern construction, accurate real-time forecasting and long-term prediction of route travel time were possible. Finally, it is shown that this model is suitable for travel time prediction through statistical test between observed data and predicted data. As a result of this paper, we can provide more precise forecast information to the citizens, and we think that long-term forecasting can play an important role in decision making such as route scheduling.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.745-760
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• 2021

Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.