• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.461-475
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• 2021

Hidden Markov model (HMM) is a statistical model in which the system consists of two elements, hidden states and observable results. HMM has been actively used in various fields, especially for time series data in the financial sector, since it has a variety of mathematical structures. Based on the HMM theory, this research is intended to apply the domestic KOSPI200 stock index as well as the prediction of global stock indexes such as NIKKEI225, HSI, S&P500 and FTSE100. In addition, we would like to compare and examine the differences in results between the HMM and support vector regression (SVR), which is frequently used to predict the stock price, due to recent developments in the artificial intelligence sector.

• Journal of Auto-vehicle Safety Association
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• v.11 no.2
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• pp.29-34
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• 2019

This paper presents a new method for construction of a static obstacle map. A static obstacle is important since it is utilized to path planning and decision. Several established approaches generate static obstacle map by grid method and counting algorithm. However, these approaches are occasionally ineffective since the density of LiDAR layer is low. Our approach solved this problem by applying probability theory. First, we converted all LiDAR point to Gaussian distribution to considers an uncertainty of LiDAR point. This Gaussian distribution represents likelihood of obstacle. Second, we modeled dynamic transition of a static obstacle map by adopting the Hidden Markov Model. Due to the dynamic characteristics of the vehicle in relation to the conditions of the next stage only, a more accurate map of the obstacles can be obtained using the Hidden Markov Model. Experimental data obtained from test driving demonstrates that our approach is suitable for mapping static obstacles. In addition, this result shows that our algorithm has an advantage in estimating not only static obstacles but also dynamic characteristics of moving target such as driving vehicles.

• Speech Sciences
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• v.3
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• pp.119-131
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• 1998

We have developed a keyword spotting system for automatic speech editing. This system recognizes the only keyword 'MBC news' and then sends the time information to the host system. We adopted a vocabulary dependent model based on continuous hidden Markov model, and the Viterbi search was used for recognizing the keyword. In recognizing the keyword, the system uses a parallel network where HMM models are connected independently and back-tracking information for reducing false alarms and missing. We especially focused on implementing a stable and practical real-time system.

• Journal of Electrical Engineering and Technology
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• v.6 no.6
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• pp.742-749
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• 2011

Power transmission lines are one of the most important components of electric power system. Failures in the operation of power transmission lines can result in serious power system problems. Hence, fault diagnosis (transient or permanent) in power transmission lines is very important to ensure the reliable operation of the power system. A hidden Markov model (HMM), a powerful pattern recognizer, classifies events in a probabilistic manner based on fault signal waveform and characteristics. This paper presents application of HMM to classify faults in overhead power transmission lines. The algorithm uses voltage samples of one-fourth cycle from the inception of the fault. The simulation performed in EMTPWorks and MATLAB environments validates the fast response of the classifier, which provides fast and accurate protection scheme for power transmission lines.

• Journal of Digital Convergence
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• v.12 no.7
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• pp.273-278
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• 2014

In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. Improve them with a HMM model is proposed for the optimization of the Bayesian methods. In this paper is posterior distribution and prior distribution in recognition Gaussian mixtures model provides a model to optimize of the Bayesian methods vocabulary recognition. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.499-499
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• 2018

Hydro-meteorological extremes are trivial in these days. Therefore, it is important to identify extreme hydrological events in advance to mitigate the damage due to the extreme events. In this context, exploring temporal distribution of sub-daily extreme rainfall at multiple rain gauges would informative to identify different states to describe severity of the disaster. This study proposehidden Markov chain model (HMM) based rainfall analysis tool to understand the temporal sub-daily rainfall patterns over South Korea. Hourly and daily rainfall data between 1961 and 2017 for 92 stations were used for the study. HMM was applied to daily rainfall series to identify an observed hidden state associated with rainfall frequency and intensity, and further utilized the estimated hidden states to derive a temporal distribution of daily extreme rainfall. Transition between states over time was clearly identified, because HMM obviously identifies the temporal dependence in the daily rainfall states. The proposed HMM was very useful tool to derive the temporal attributes of the daily rainfall in South Korea. Further, daily rainfall series were disaggregated into sub-daily rainfall sequences based on the temporal distribution of hourly rainfall data.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.177-183
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• 2011

Hidden Markov random eld(HMRF) is one of the most common model for image segmentation which is an important preprocessing in many imaging devices. The HMRF has unknown hyper-parameters on Markov random field to be estimated in segmenting testing images. However, in practice, due to computational complexity, it is often assumed to be a fixed constant. In this paper, we numerically show that the segmentation results very depending on the fixed hyper-parameter, and, if the parameter is misspecified, they further depend on the choice of the class-labelling algorithm. In contrast, the HMRF with estimated hyper-parameter provides consistent segmentation results regardless of the choice of class labelling and the estimation method. Thus, we recommend practitioners estimate the hyper-parameter even though it is computationally complex.

• The Journal of the Acoustical Society of Korea
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• v.25 no.3
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• pp.144-150
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• 2006

Clinicians usually use stethoscopic auscultation for the diagnosis of heart diseases. However, the heart sound signal has varying characteristics due to the noise and/or the conditions of the patients. Also, it is not easy for junior clinicians to find the acoustical differences between different kinds or heart sound signals. which may result in errors in the diagnosis. Thus it will be quite useful for the clinicians to make use of an automatic classification system using signal processing techniques. In this paper, we propose to use hidden Markov models in stead of artificial neural networks which have been conventionally used for the automatic classification of heart sounds. In the experiments classifying heart sound signals. we could see that the proposed methods were quite successful in the classification accuracy.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.1032-1035
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• 2003

The field of handwriting recognition has been researched for many years. A hybrid classifier has been proven to be able to increase the recognition rate compared with a single classifier. In this paper, we combine support vector machine (SVM) and hidden Markov model (HMM) for offline handwritten numeral recognition. To improve the performance, we extract features adapted for each classifier and propose the modified SVM decision structure. The experimental results show that the proposed method can achieve improved recognition rate for handwritten numeral recognition.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1997.10a
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• pp.291-295
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• 1997

현재에 주로 개발되어 상용화가 시작되고 있는 음성인식 시스템의 대부분은 단어인식을 기분으로 하는 시스템으로 적용 단어수를 늘려줌으로서 인식범위를 늘일 수 있으나, 그에 따라 검색해야하는 단어수가 늘어남으로서 전체적인 시스템의 속도 및 성능이 저하되는 경향이 있다. 이러한 단점의 극복을 위하여 본 논문에서는 HMM(Hidden Markov Model)과 GA(Genetic Algorithm)를 이용한 한국어 음성의 음소단위 인식 시스템을 구현하였다. 음성 특징으로는 LPC Cepstrum 계수를 사용하였으며, 인식시는 인식대상이 되는 단어에 대하여 GA(Genetic Algorithm)을 통하여 각 음소를 분리하고, 음소단위로 학습된 HMM 파라미터를 적용하여 인식함으로써 각각의 음소별 가능하도록 하는 방법을 제안하였다.