• Genomics & Informatics
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• v.12 no.4
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• pp.145-150
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• 2014

Recent technical advances, such as chromatin immunoprecipitation combined with DNA microarrays (ChIp-chip) and chromatin immunoprecipitation-sequencing (ChIP-seq), have generated large quantities of high-throughput data. Considering that epigenomic datasets are arranged over chromosomes, their analysis must account for spatial or temporal characteristics. In that sense, simple clustering or classification methodologies are inadequate for the analysis of multi-track ChIP-chip or ChIP-seq data. Approaches that are based on hidden Markov models (HMMs) can integrate dependencies between directly adjacent measurements in the genome. Here, we review three HMM-based studies that have contributed to epigenetic research, from a computational perspective. We also give a brief tutorial on HMM modelling-targeted at bioinformaticians who are new to the field.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.15 no.3
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• pp.145-152
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• 2015

We consider an online selective-sample learning problem for sequence classification, where the goal is to learn a predictive model using a stream of data samples whose class labels can be selectively queried by the algorithm. Given that there is a limit to the total number of queries permitted, the key issue is choosing the most informative and salient samples for their class labels to be queried. Recently, several aggressive selective-sample algorithms have been proposed under a linear model for static (non-sequential) binary classification. We extend the idea to hidden Markov models for multi-class sequence classification by introducing reasonable measures for the novelty and prediction confidence of the incoming sample with respect to the current model, on which the query decision is based. For several sequence classification datasets/tasks in online learning setups, we demonstrate the effectiveness of the proposed approach.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.2
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• pp.243-250
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• 2008

This paper proposes a system which extracts necessary information from call-for-paper (CFP) documents using a hidden Markov model (HMM). Even though a CFP does not follow a strict form, there is, in general, a relatively-fixed sequence of information within most CFPs. Therefore, a hiden Markov model is adopted to analyze CFPs which has an advantage of processing consecutive data. However, when CFPs are intuitively modeled with a hidden Markov model, a problem arises that the boundaries of the information are not recognized accurately. In order to solve this problem, this paper proposes a two-phrase hidden Markov model. In the first step, the P-HMM (Phrase hidden Markov model) which models a document with phrases recognizes CFP documents locally. Then, the D-HMM (Document hidden Markov model) grasps the overall structure and information flow of the document. The experiments over 400 CFP documents grathered on Web result in 0.49 of F-score. This performance implies 0.15 of F-measure improvement over the HMM which is intuitively modeled.

• 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.

• 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.

• Journal of the Institute of Convergence Signal Processing
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• v.4 no.4
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• pp.30-39
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• 2003

In this paper, we carried out the performance evaluation of HM-Net(Hidden Markov Network) speech recognition system for Korean speech databases. We adopted to construct acoustic models using the HM-Nets modified by HMMs(Hidden Markov Models), which are widely used as the statistical modeling methods. HM-Nets are carried out the state splitting for contextual and temporal domain by PDT-SSS(Phonetic Decision Tree-based Successive State Splitting) algorithm, which is modified the original SSS algorithm. Especially it adopted the phonetic decision tree to effectively express the context information not appear in training speech data on contextual domain state splitting. In case of temporal domain state splitting, to effectively represent information of each phoneme maintenance in the state splitting is carried out, and then the optimal model network of triphone types are constructed by in the parameter. Speech recognition was performed using the one-pass Viterbi beam search algorithm with phone-pair/word-pair grammar for phoneme/word recognition, respectively and using the multi-pass search algorithm with n-gram language models for sentence recognition. The tree-structured lexicon was used in order to decrease the number of nodes by sharing the same prefixes among words. In this paper, the performance evaluation of HM-Net speech recognition system is carried out for various recognition conditions. Through the experiments, we verified that it has very superior recognition performance compared with the previous introduced recognition system.

• Journal of Communications and Networks
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• v.1 no.3
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• pp.153-157
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• 1999

In this paper, we derive finite-dimensional non-linear fil-ters for optimally reconstructing speech signals in Switched Predic-tion vocoders, Code Excited Linear Prediction(CELP) and Differ-ential Pulse Code Modulation (DPCM). Our filter is an extension of the Hidden Markov filter.

• Journal of Korea Multimedia Society
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• v.12 no.4
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• pp.521-529
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• 2009

In this paper, we present a vision-based human primitive motion recognition method. It models the reference motion patterns, recognizes a user's motion, and measures the similarity between the reference action and the user's one. In order to recognize a motion, we provide a pattern modeling method based on the Hidden Markov Models. In addition, we provide a similarity measurement method between the reference motion and the user's one using the editing distance algorithm. Experimental results show that the recognition rate of ours is above 93%. Our method can be used in the motion recognizable games, the motion recognizable postures, and the rehabilitation training systems.

• 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.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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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).