Essays about: "HMM"

Showing result 1 - 5 of 62 essays containing the word HMM.

  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

  2. 2. 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

  3. 3. 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

  4. 4. GPS-Free UAV Geo-Localization Using a Reference 3D Database

    University essay from Linköpings universitet/Institutionen för systemteknik

    Author : Justus Karlsson; [2022]
    Keywords : Deep Learning; Machine Learning; ML; AI; UAV; GPS-Free; CNN; 3D CNN; GCNN; 3D Database; geolocalization; geo-localization; georegistration; Hidden Markov Model; HMM; satellite; satellite database; Batch-Hard; triplet loss; PyTorch Geometric;

    Abstract : The goal of this thesis has been global geolocalization using only visual input and a 3D database for reference. In recent years Convolutional Neural Networks (CNNs) have seen huge success in the task of classifying images. The flattened tensors at the final layers of a CNN can be viewed as vectors describing different input image features. READ MORE

  5. 5. Automatic Annotation of Speech: Exploring Boundaries within Forced Alignment for Swedish and Norwegian

    University essay from Uppsala universitet/Institutionen för lingvistik och filologi

    Author : Klaudia Biczysko; [2022]
    Keywords : forced alignment; automatic speech recognition; ASR; natural language processing; under-resourced languages; Swedish; Norwegian; CTC segmentation; wav2vec2; kaldi; HTK; dynamic time warping;

    Abstract : In Automatic Speech Recognition, there is an extensive need for time-aligned data. Manual speech segmentation has been shown to be more laborious than manual transcription, especially when dealing with tens of hours of speech. READ MORE