• 제목/요약/키워드: Hidden markov model

검색결과 639건 처리시간 0.036초

좌최장일치법과 HMM을 결합한 경량화된 한국어 형태소 분석 (Light Weight Korean Morphological Analysis Using Left-longest-match-preference model and Hidden Markov Model)

  • 강상우;양재철;서정연
    • 인지과학
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    • 제24권2호
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    • pp.95-109
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    • 2013
  • 본 논문에서는 제한된 자원을 사용하는 기기에 적합한 경량화된 한국어 형태소 분석 및 품사 부착 방법을 제안한다. 관련된 초기 연구로는 규칙에 기반을 둔 방법들이 적용되었으나 최근에는 통계에 기반을 둔 방법들을 중심으로 연구되고 있다. 계산 처리 능력과 사용 가능한 메모리가 제한되는 환경에서는 규칙에 기반을 둔 방법보다 상대적으로 많은 자원을 사용하는 통계에 기반을 둔 방법을 사용하여 형태소 분석 및 품사 부착을 수행하기에는 한계가 있다. 본 논문에서는 기존의 규칙에 기반을 둔 형태소 분석 방법인 좌최장일치법을 개선하여 형태소 분석을 수행하고, 통계적인 방법인 hidden Markov model을 축소하여 형태소 품사 부착을 수행한다. 제안하는 방법은 기존의 hidden Markov model을 사용한 시스템과 유사한 성능을 보여주며 소량의 메모리 사용과 월등히 빠른 속도로 형태소 분석 및 품사 부착을 수행할 수 있다.

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결함 데이터를 필요로 하지 않는 연속 은닉 마르코프 모델을 이용한 새로운 기계상태 진단 기법 (New Machine Condition Diagnosis Method Not Requiring Fault Data Using Continuous Hidden Markov Model)

  • 이종민;황요하
    • 한국소음진동공학회논문집
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    • 제21권2호
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    • pp.146-153
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    • 2011
  • Model based machine condition diagnosis methods are generally using a normal and many failure models which need sufficient data to train the models. However, data, especially for failure modes of interest, is very hard to get in real applications. So their industrial applications are either severely limited or impossible when the failure models cannot be trained. In this paper, continuous hidden Markov model(CHMM) with only a normal model has been suggested as a very promising machine condition diagnosis method which can be easily used for industrial applications. Generally hidden Markov model also uses many pattern models to recognize specific patterns and the recognition results of CHMM show the likelihood trend of models. By observing this likelihood trend of a normal model, it is possible to detect failures. This method has been successively applied to arc weld defect diagnosis. The result shows CHMM's big potential as a machine condition monitoring method.

HMM Based Endpoint Detection for Speech Signals

  • 이용형;오창혁
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2001년도 추계학술발표회 논문집
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    • pp.75-76
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    • 2001
  • An endpoint detection method for speech signals utilizing hidden Markov model(HMM) is proposed. It turns out that the proposed algorithm is quite satisfactory to apply isolated word speech recognition.

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Appropriate identification of optimum number of hidden states for identification of extreme rainfall using Hidden Markov Model: Case study in Colombo, Sri Lanka

  • Chandrasekara, S.S.K.;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.390-390
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    • 2019
  • Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

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A hidden Markov model for long term drought forecasting in South Korea

  • Chen, Si;Shin, Ji-Yae;Kim, Tae-Woong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.225-225
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    • 2015
  • Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

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A Smoothing Method for Stock Price Prediction with Hidden Markov Models

  • Lee, Soon-Ho;Oh, Chang-Hyuck
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.945-953
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    • 2007
  • In this paper, we propose a smoothing and thus noise-reducing method of data sequences for stock price prediction with hidden Markov models, HMMs. The suggested method just uses simple moving average. A proper average size is obtained from forecasting experiments with stock prices of bank sector of Korean Exchange. Forecasting method with HMM and moving average smoothing is compared with a conventional method.

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