Hidden Semi Markov Models

Hidden Semi Markov Models
Author: Shun-Zheng Yu
Publsiher: Morgan Kaufmann
Total Pages: 208
Release: 2015-10-22
ISBN 10: 0128027711
ISBN 13: 9780128027714
Language: EN, FR, DE, ES & NL

Hidden Semi Markov Models Book Review:

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. Discusses the latest developments and emerging topics in the field of HSMMs Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. Shows how to master the basic techniques needed for using HSMMs and how to apply them.

Semi Markov Models and Applications

Semi Markov Models and Applications
Author: Jacques Janssen,Nikolaos Limnios
Publsiher: Springer Science & Business Media
Total Pages: 404
Release: 2013-12-01
ISBN 10: 1461332885
ISBN 13: 9781461332886
Language: EN, FR, DE, ES & NL

Semi Markov Models and Applications Book Review:

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Semi Markov Chains and Hidden Semi Markov Models toward Applications

Semi Markov Chains and Hidden Semi Markov Models toward Applications
Author: Vlad Stefan Barbu,Nikolaos Limnios
Publsiher: Springer Science & Business Media
Total Pages: 226
Release: 2009-01-07
ISBN 10: 0387731733
ISBN 13: 9780387731735
Language: EN, FR, DE, ES & NL

Semi Markov Chains and Hidden Semi Markov Models toward Applications Book Review:

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Introduction to Hidden Semi Markov Models

Introduction to Hidden Semi Markov Models
Author: John Van der Hoek,Robert J. Elliott
Publsiher: Cambridge University Press
Total Pages: 329
Release: 2019
ISBN 10: 1108421601
ISBN 13: 9781108421607
Language: EN, FR, DE, ES & NL

Introduction to Hidden Semi Markov Models Book Review:

Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.

Semi Markov Processes Applications in System Reliability and Maintenance

Semi Markov Processes  Applications in System Reliability and Maintenance
Author: Franciszek Grabski
Publsiher: Elsevier
Total Pages: 270
Release: 2014-09-25
ISBN 10: 0128006595
ISBN 13: 9780128006597
Language: EN, FR, DE, ES & NL

Semi Markov Processes Applications in System Reliability and Maintenance Book Review:

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory. Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance. Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance.

Semi Markov Models

Semi Markov Models
Author: Jacques Janssen
Publsiher: Springer Science & Business Media
Total Pages: 588
Release: 2013-11-11
ISBN 10: 148990574X
ISBN 13: 9781489905741
Language: EN, FR, DE, ES & NL

Semi Markov Models Book Review:

This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

Semi Markov Chains and Hidden Semi Markov Models toward Applications

Semi Markov Chains and Hidden Semi Markov Models toward Applications
Author: Vlad Stefan Barbu,Nikolaos Limnios
Publsiher: Springer
Total Pages: 226
Release: 2008-08-28
ISBN 10: 9780387731711
ISBN 13: 0387731717
Language: EN, FR, DE, ES & NL

Semi Markov Chains and Hidden Semi Markov Models toward Applications Book Review:

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Semi Markov Risk Models for Finance Insurance and Reliability

Semi Markov Risk Models for Finance  Insurance and Reliability
Author: Jacques Janssen,Raimondo Manca
Publsiher: Springer Science & Business Media
Total Pages: 430
Release: 2007-05-15
ISBN 10: 0387707301
ISBN 13: 9780387707303
Language: EN, FR, DE, ES & NL

Semi Markov Risk Models for Finance Insurance and Reliability Book Review:

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.

Hidden Markov Models for Time Series

Hidden Markov Models for Time Series
Author: Walter Zucchini,Iain L. MacDonald,Roland Langrock
Publsiher: CRC Press
Total Pages: 370
Release: 2017-12-19
ISBN 10: 1482253844
ISBN 13: 9781482253849
Language: EN, FR, DE, ES & NL

Hidden Markov Models for Time Series Book Review:

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data

Markov Processes for Stochastic Modeling

Markov Processes for Stochastic Modeling
Author: Oliver Ibe
Publsiher: Newnes
Total Pages: 514
Release: 2013-05-22
ISBN 10: 0124078397
ISBN 13: 9780124078390
Language: EN, FR, DE, ES & NL

Markov Processes for Stochastic Modeling Book Review:

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Stochastic Models in Queueing Theory

Stochastic Models in Queueing Theory
Author: Jyotiprasad Medhi
Publsiher: Elsevier
Total Pages: 450
Release: 2002-11-06
ISBN 10: 008054181X
ISBN 13: 9780080541815
Language: EN, FR, DE, ES & NL

Stochastic Models in Queueing Theory Book Review:

This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. * Current, clear and comprehensive coverage * A wealth of interesting and relevant examples and exercises to reinforce concepts * Reference lists provided after each chapter for further investigation

Semi Markov Models

Semi Markov Models
Author: Yuriy E. Obzherin,Elena G. Boyko
Publsiher: Academic Press
Total Pages: 212
Release: 2015-02-02
ISBN 10: 9780128022122
ISBN 13: 0128022124
Language: EN, FR, DE, ES & NL

Semi Markov Models Book Review:

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control. Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability and efficiency, and utilizing the method of asymptotic phase enlargement developed by V.S. Korolyuk and A.F. Turbin. The work then explores semi-Markov models of latent failures control in two-component systems. Building on these results, solutions are provided for the problems of optimal periodicity of control execution. Finally, the book presents a comparative analysis of analytical and imitational modeling of some one- and two-component systems, before discussing practical applications of the results Reflects the possibility and effectiveness of this method of modeling systems, such as phase merging algorithms developed by V.S. Korolyuk, A.F. Turbin, A.V. Swishchuk, little covered elsewhere Focuses on possible applications to engineering control systems

Handbook Of Software Aging And Rejuvenation Fundamentals Methods Applications And Future Directions

Handbook Of Software Aging And Rejuvenation  Fundamentals  Methods  Applications  And Future Directions
Author: Tadashi Dohi,Kishor S Trivedi,Alberto Avritzer
Publsiher: World Scientific
Total Pages: 424
Release: 2020-04-22
ISBN 10: 9811214581
ISBN 13: 9789811214585
Language: EN, FR, DE, ES & NL

Handbook Of Software Aging And Rejuvenation Fundamentals Methods Applications And Future Directions Book Review:

The Handbook of Software Aging and Rejuvenation provides a comprehensive overview of the subject, making it indispensable to graduate students as well as professionals in the field. It begins by introducing fundamental concepts, definitions, and the history of software aging and rejuvenation research, followed by methods, tools, and strategies that can be used to detect, analyze, and overcome software aging.

Semi Markov Processes

Semi Markov Processes
Author: Franciszek Grabski
Publsiher: Elsevier Science Limited
Total Pages: 270
Release: 2014-09-01
ISBN 10: 9780128005187
ISBN 13: 0128005181
Language: EN, FR, DE, ES & NL

Semi Markov Processes Book Review:

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory. Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance. Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance.

Inference in Hidden Markov Models

Inference in Hidden Markov Models
Author: Olivier Cappé,Eric Moulines,Tobias Ryden
Publsiher: Springer Science & Business Media
Total Pages: 653
Release: 2006-04-18
ISBN 10: 0387289828
ISBN 13: 9780387289823
Language: EN, FR, DE, ES & NL

Inference in Hidden Markov Models Book Review:

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

Semi Markov Processes and Reliability

Semi Markov Processes and Reliability
Author: N. Limnios,G. Oprisan
Publsiher: Springer Science & Business Media
Total Pages: 222
Release: 2012-12-06
ISBN 10: 1461201616
ISBN 13: 9781461201618
Language: EN, FR, DE, ES & NL

Semi Markov Processes and Reliability Book Review:

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

Hidden Markov and Other Models for Discrete valued Time Series

Hidden Markov and Other Models for Discrete  valued Time Series
Author: Iain L. MacDonald,Walter Zucchini
Publsiher: CRC Press
Total Pages: 256
Release: 1997-01-01
ISBN 10: 9780412558504
ISBN 13: 0412558505
Language: EN, FR, DE, ES & NL

Hidden Markov and Other Models for Discrete valued Time Series Book Review:

Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduces a new, versatile, and computationally tractable class of models, the "hidden Markov" models. It presents a detailed account of these models, then applies them to data from a wide range of diverse subject areas, including medicine, climatology, and geophysics. This book will be invaluable to researchers and postgraduate and senior undergraduate students in statistics. Researchers and applied statisticians who analyze time series data in medicine, animal behavior, hydrology, and sociology will also find this information useful.

Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series Vorgelegt Von Jan Bulla

Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series  Vorgelegt Von Jan Bulla
Author: Jan Bulla
Publsiher: Unknown
Total Pages: 146
Release: 2006
ISBN 10:
ISBN 13: OCLC:255862028
Language: EN, FR, DE, ES & NL

Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series Vorgelegt Von Jan Bulla Book Review:

Markov Chains and Stochastic Stability

Markov Chains and Stochastic Stability
Author: Sean Meyn,Richard L. Tweedie
Publsiher: Cambridge University Press
Total Pages: 594
Release: 2009-04-02
ISBN 10: 0521731828
ISBN 13: 9780521731829
Language: EN, FR, DE, ES & NL

Markov Chains and Stochastic Stability Book Review:

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Explicit Duration Markov Switching Models

Explicit Duration Markov Switching Models
Author: Silvia Chiappa
Publsiher: Now Pub
Total Pages: 102
Release: 2014-12-19
ISBN 10: 9781601988300
ISBN 13: 1601988303
Language: EN, FR, DE, ES & NL

Explicit Duration Markov Switching Models Book Review:

Provides a simple and clear description of explicit duration modeling. The presentation focuses on making distinctions that help structure the space of models and in laying out inference and learning in a clear way. It is an ideal reference for students and researchers wishing to learn about these models and those looking to develop them further.