Essays about: "Baum-Welch"

Found 5 essays containing the word Baum-Welch.

  1. 1. A Multi-Target Graph-Constrained HMM Localisation Approach using Sparse Wi-Fi Sensor Data

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : Simon Danielsson; Jakob Flygare; [2018]
    Keywords : Hidden Markov Model; Localisation; Wi-Fi Sensors; Forward-Backward Algorithm; Baum-Welch Algorithm; Machine Learning; Time Series Analysis.; Hidden Markov Model; Lokalisering; Wi-Fi Sensorer; Forward-Backward Algoritm; Baum-Welch Algoritm; Maskinlärning; Tidsserieanalys.;

    Abstract : This thesis explored the possibilities of using a Hidden Markov Model approach for multi-target localisation in an urban environment, with observations generated from Wi-Fi sensors. The area is modelled as a network of nodes and arcs, where the arcs represent sidewalks in the area and constitutes the hidden states in the model. READ MORE

  2. 2. Efficient Risk Factor Allocation with Regime Based Models

    University essay from Lunds universitet/Matematisk statistik

    Author : Oscar Axelsson; [2017]
    Keywords : Risk Factors; Hidden Markov Models; Regime Models; Asset Allocation; Ecient Frontier; Shrinkage Factor; Baum-Welch Algorithm; EM algorithm.; Mathematics and Statistics;

    Abstract : It is widely accepted that nancial mark behaviour is characterized by periodicity. However, in academia and practice financial markets are often modeled as time consistent, resulting in static investment strategies that are assumed to be ecient. READ MORE

  3. 3. Allocation Methods for Alternative Risk Premia Strategies

    University essay from KTH/Matematisk statistik

    Author : Daniel Drugge; [2014]
    Keywords : ;

    Abstract : We use regime switching and regression tree methods to evaluate performance in the risk premia strategies provided by Deutsche Bank and constructed from U.S. research data from the Fama French library. The regime switching method uses the Baum-Welch algorithm at its core and splits return data into a normal and a turbulent regime. READ MORE

  4. 4. Enhanching the Human-Team Awareness of a Robot

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Peter Wåhlin; [2012]
    Keywords : robotics; Artificial Intelligence; AI; System Dynamics; Wireless Body Area Network; WBAN; sensors; Psychology; physiology; human behavior; Human-Robot-Interaction; HRI; robot; Human-Team awareness; human-robot; RapidMiner; Vensim; JaHMM; hidden markov models; HMM; eclipse rcp; ARFF; recognizer; classification; cross-validation; human behavior; stress detection; Galvanic Skin Response; Heart Rate; Skin Temperature; Finger Temperature; Electrocardiogram; ECG; GSR; ST; Pupil Diameter; PD; Patient monitoring; GPS; Data acquisition; dataset; data set; MODERE; Yerkes-Dodson; SD model; SD; Confusion matrix; spatial; MOUT; Java; Agent; robotic agent; Machine Learning; activity recognition; team oriented robot; Evaluation; Decoding; Learning; Forward Algorithm; Backward Algorithm; Baum-Welch; feedback loop; Situation Awareness; SA; Shared Mental Models; SMM;

    Abstract : The use of autonomous robots in our society is increasing every day and a robot is no longer seen as a tool but as a team member. The robots are now working side by side with us and provide assistance during dangerous operations where humans otherwise are at risk. This development has in turn increased the need of robots with more human-awareness. READ MORE

  5. 5. Unsupervised hidden Markov model for automatic analysis of expressed sequence tags

    University essay from Linköpings universitet/Bioinformatik

    Author : Andrei Alexsson; [2011]
    Keywords : Machine learning; Markov Model; Hidden Markov Model; Expressed sequence tag; EST; Baum-Welch; 1-best; Unsupervised; Supervised; GHMM;

    Abstract : This thesis provides an in-depth analyze of expressed sequence tags (EST) that represent pieces of eukaryotic mRNA by using unsupervised hidden Markov model (HMM). ESTs are short nucleotide sequences that are used primarily for rapid identificationof new genes with potential coding regions (CDS). READ MORE