Essays about: "Baum-Welch"
Showing result 1 - 5 of 7 essays containing the word Baum-Welch.
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1. Intrusion Detection in IT Infrastructures using Hidden Markov Models
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In the past decades, cloud based services have developed rapidly. And as a result, cybercrimehas increased in sophistication as well as frequency. It therefore becomes vital to have solidprotection against such attacks, especially for infrastructures containing sensitive information. READ MORE
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2. Driving Behavior Prediction by Training a Hidden Markov Model
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Introducing automated vehicles in to traffic withhuman drivers, human behavior prediction is essential to obtainoperation safety. In this study, a human behavior estimationmodel has been developed. The estimations are based on aHidden Markov Model (HMM) using observations to determinethe driving style of surrounding vehicles. READ MORE
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3. A Multi-Target Graph-Constrained HMM Localisation Approach using Sparse Wi-Fi Sensor Data
University essay from KTH/Optimeringslära och systemteoriAbstract : 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
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4. Efficient Risk Factor Allocation with Regime Based Models
University essay from Lunds universitet/Matematisk statistikAbstract : 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
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5. Allocation Methods for Alternative Risk Premia Strategies
University essay from KTH/Matematisk statistikAbstract : 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