Essays about: "Hidden Markov model"

Showing result 1 - 5 of 102 essays containing the words Hidden Markov model.

1. 1. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Oskar Fransson; [2023]
   Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

   Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

3. 2. Unsupervised Detection of Interictal Epileptiform Discharges in Routine Scalp EEG : Machine Learning Assisted Epilepsy Diagnosis

   University essay from Uppsala universitet/Avdelningen Vi3

   Author : Shuai Shao; [2023]
   Keywords : EEG; electroencephalography; IED; interictal epileptiform discharges; spike detection; epilepsy; unsupervised; Fourier transform; STFT; short-time Fourier transform; CWT; continuous wavelet transform; DWT; discrete wavelet transform; ML; machine learning; ANN; artificial neural network; CNN; convolutional neural network; autoencoder; HMM; hidden Markov model; ECS; Euclidean distance of cumulative spectrum;

   Abstract : Epilepsy affects more than 50 million people and is one of the most prevalent neurological disorders and has a high impact on the quality of life of those suffering from it. However, 70% of epilepsy patients can live seizure free with proper diagnosis and treatment. Patients are evaluated using scalp EEG recordings which is cheap and non-invasive. READ MORE

4. 3. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

   University essay from Lunds universitet/Matematisk statistik

   Author : Marcus Gehrmann; [2023]
   Keywords : Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

   Abstract : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. READ MORE

5. 4. Voltage-Based Multi-step Prediction : Data Labeling, Software Evaluation, and Contrasting DRL with Traditional Prediction Methods

   University essay from Högskolan i Halmstad/Akademin för informationsteknologi

   Author : Joakim Svensson; [2023]
   Keywords : Deep Reinforcement Learning; Multi-step Prediction; Time Series Forecasting; Djup Förstärkningsinlärning; Flerstegsprognos; Tidsserieprognos;

   Abstract : In this project, three primary problems were addressed to improve battery data management and software performance evaluation. All solutions used voltage values in time together with various device characteristics. Battery replacement labeling was performed using Hidden Markov Models. READ MORE

6. 5. Model development of Time dynamic Markov chain to forecast Solar energy production

   University essay from Linnéuniversitetet/Institutionen för matematik (MA)

   Author : Angelica Bengtsson; [2023]
   Keywords : Markov chain; Time dynamic Markov chain; Hidden Markov model; Forecast;

   Abstract : This study attempts to improve forecasts of solar energy production (SEP), so that energy trading companies can propose more accurate bids to Nord Pool. The aim ismake solar energy a more lucrative business, and therefore lead to more investments in this green energy form. READ MORE