• Journal of Korea Multimedia Society
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• v.7 no.11
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• pp.1540-1549
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• 2004

In this paper, we propose an algorithm to detect semantic events in golf video using Hidden Markov Model. The purpose of this paper is to identify and classify the golf events to facilitate highlight-based video indexing and summarization. In this paper we first define 4 semantic events, and then design HMM model with states made up of each event. We also use 10 multiple visual features based on MPEG-7 visual descriptors to acquire parameters of HMM for each event. Experimental results showed that the proposed algorithm provided reasonable detection performance for identifying a variety of golf events.

• The Journal of the Acoustical Society of Korea
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• v.10 no.1
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• pp.52-60
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• 1991

This paper describes the study on isolated word recognition by using DHMM(Dynamic Hidden Markov Model) which has dynamic feature of spectrum as a parameter. This paper discusses speech recognition experiment basedon HMM which can evaluate not only instantaneous spectral features but also dynamic spectral features. LPC cepstrum parameters is used as a static feature and LPC cepstrum's regression coefficient is used as a dynamic feature. These two features are quantized by each VQ codebook. DHMM is modeled by receiving static vector and dynamic vector by input. In the whole experiment, as recognition experiment using DHMM shows 92.7% of recognition rate while the experiment using conventional HMM shows 88.8% of recognition rate, DHMM proved to be a useful model.

• The Journal of the Korea Contents Association
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• v.8 no.5
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• pp.44-51
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• 2008

Pattern matching and pattern searching in time series data have been active issues in a number of disciplines. This paper suggests a novel pattern matching technology which can be used in the field of stock market analysis as well as in forecasting stock market trend. First, we define conceptual patterns, and extract data forming each pattern from given time series, and then generate learning model using Hidden Markov Model. The results show that the context-based pattern matching makes the matching more accountable and the method would be effectively used in real world applications. This is because the pattern for new data sequence carries not only the matching itself but also a given context in which the data implies.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.1
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• pp.145-153
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• 2014

Several studies regarding drought indices and criteria have been widely studied in the literature. If one defines the onset, severity, and end of droughts, in general, a certain threshold needs to be set to assess the drought events. However, the uncertainty associated with the threshold is a critical problem in drought analysis. To take full advantage of the inherent features in the rainfall series, a Hidden Markov Model (HMM) based probabilistic drought analysis was proposed rather than using the existing threshold based analysis. As a result, the proposed HMM based probabilistic drought analysis scheme shows better performance in terms of defining drought state and understanding underlying characteristics of the drought. In addition, the HMM based approach is capable of quantifying the uncertainties associated with the classifying meteorological drought condition in a systematic way.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.8
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• pp.232-237
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• 2013

A newly developed fall detection algorithm using the HMM (Hidden Markov Model) extracted from the video is introduced. To distinguish between the fall from personal difference fall pattern or the normal activities of daily living (ADL), HMM machine learning algorithm is used. For getting fall feature vector of video, the motion vector from the optical flow is applied to the PCA (Principal Component Analysis). The combination of the angle, ratio of long-short axis, velocity from results of PCA make the new fall feature parameters. These parameters were applied to the HMM and the results were compared and analyzed. Among the newly proposed various kinds of fall parameters, the angle of movement showed the best results. The results show that this parameter can distinguish various types of fall from ADLs with 91.5% sensitivity and 88.01% specificity.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.11
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• pp.1864-1872
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• 2003

Hidden Markov Model(HMM) has been widely used in speech recognition, however, its use in machine condition monitoring has been very limited despite its good potential. In this paper, HMM is used to recognize rotor fault pattern. First, we set up rotor kit under unbalance and oil whirl conditions. Time signals of two failure conditions were sampled and translated to auto power spectrums. Using filter bank, feature vectors were calculated from these auto power spectrums. Next, continuous HMM and discrete HMM were trained with scaled forward/backward variables and diagonal covariance matrix. Finally, each HMM was applied to all sampled data to prove fault recognition ability. It was found that HMM has good recognition ability despite of small number of training data set in rotor fault pattern recognition.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.9
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• pp.85-100
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• 1994

This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2009.10a
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• pp.99-105
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• 2009

Crack detection method of a rotating blade was suggested in this paper. A rotating blade was modeled with a cantilever beam connected to a hub undergoing rotating motion. The existence and the location of crack were able to be recognized from the vertical response of end tip of a rotating cantilever beam by employing Discrete Hidden Markov Model (DHMM) and Empirical Mode Decomposition (EMD). DHMM is a famous stochastic method in the field of speech recognition. However, in recent researches, it has been proved that DHMM can also be used in machine health monitoring. EMD is the method suggested by Huang et al. that decompose a random signal into several mono component signals. EMD was used in this paper as the process of extraction of feature vectors which is the important process to developing DHMM. It was found that developed DHMMs for crack detection of a rotating blade have shown good crack detection ability.

• The Journal of the Acoustical Society of Korea
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• v.10 no.2
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• pp.29-35
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• 1991

In this paper, we discuss the method of recognizing allophone unit isolated words using hidden Markov model(HMM). Frist we constructed allophone lexicon by extracting allophones from training data and by training allophone HMMs. And then to recognize isolated words using allophone HMMs, it is necessary to construct word dictionary which contains information of allophone sequence and inter-allophone transition probability. Allophone sequences are represented by allophone HMMs. To see the effects of inter-allophone transition probability and to determine optimal probabilities, we performend some experiments. And we showed that small number of traing data and simple train procedure is needed to train word HMMs of allophone sequences and that not less performance than word unit HMM is obtained.