Essays about: "HMM"

Showing result 1 - 5 of 65 essays containing the word HMM.

  1. 1. Intrusion Detection in IT Infrastructures using Hidden Markov Models

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Christopher Liu; Sabrina Al-Haddad; [2023]
    Keywords : ;

    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

  2. 2. 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. 3. Hidden Markov Models for Intrusion Detection Under Background Activity

    University essay from KTH/Matematisk statistik

    Author : Robert Siridol-Kjellberg; [2023]
    Keywords : Hidden Markov models; Cyber security; Intrusion detection; Clustering; Background subtraction; Dolda Markovmodeller; Cybersäkerhet; Dataintrång; Klustring; Bakgrundssubtraktion;

    Abstract : Detecting a malicious hacker intruding on a network system can be difficult. This challenge is made even more complex by the network activity generated by normal users and by the fact that it is impossible to know the hacker’s exact actions. READ MORE

  4. 4. 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

  5. 5. 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