Fuzzy Time Series Forecasting With a Probabilistic Smoothing Hidden Markov Model

Improved water resource management relies on accurate analyses of the past dynamics of hydrological variables. The presence of low-frequency structures in hydrologic time series is an important feature. It can modify the probability of extreme events occurring in different time scales, which makes the risk associated with extreme events dynamic, changing from one decade to another. This article proposes a methodology capable of dynamically detecting and predicting low-frequency streamflow (16–32 years), which presented significance in the wavelet power spectrum. The Standardized Runoff Index (SRI), the Pruned Exact Linear Time (PELT) algorithm, the breaks for additive seasonal and trend (BFAST) method, and the hidden Markov model (HMM) were used to identify the shifts in low frequency. The HMM was also used to forecast the low frequency. As part of the results, the regime shifts detected by the BFAST approach are not entirely consistent with results from the other methods. A common shift occurs in the mid-1980s and can be attributed to the construction of the reservoir. Climate variability modulates the streamflow low-frequency variability, and anthropogenic activities and climate change can modify this modulation. The identification of shifts reveals the impact of low frequency in the streamflow time series, showing that the low-frequency variability conditions the flows of a given year.

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A hidden Markov model for modelling long-term persistence in multi-site rainfall time series. 2. Real data analysis

Journal of Hydrology ◽

10.1016/s0022-1694(02)00411-0 ◽

2003 ◽

Vol 275 (1-2) ◽

pp. 27-48 ◽

Cited By ~ 37

Author(s):

Mark Thyer ◽

George Kuczera

Keyword(s):

Time Series ◽

Data Analysis ◽

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov ◽

Real Data ◽

Rainfall Time Series ◽

Real Data Analysis

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Detection of contributing object to driving operations based on hidden Markov model

International Journal of Advanced Robotic Systems ◽

10.1177/1729881419876794 ◽

2019 ◽

Vol 16 (5) ◽

pp. 172988141987679

Author(s):

Kohjiro Hashimoto ◽

Tetsuyasu Yamada ◽

Takeshi Tsuchiya ◽

Kae Doki ◽

Yuki Funabora ◽

...

Keyword(s):

Time Series ◽

Markov Model ◽

Hidden Markov Model ◽

Cognitive Performance ◽

Traffic Accidents ◽

Hidden Markov ◽

Model Parameters ◽

Detection Accuracy ◽

Cognitive Support ◽

Object Based

With increase in the number of elderly people in the Japanese society, traffic accidents caused by elderly driver is considered problematic. The primary factor of the traffic accidents is a reduction in their driving cognitive performance. Therefore, a system that supports the cognitive performance of drivers can greatly contribute in preventing accidents. Recently, the development of devices for visually providing information, such as smart glasses or head up display, is in progress. These devices can provide more effective supporting information for cognitive performance. In this article, we focus on the selection problem of information to be presented for drivers to realize the cognitive support system. It has been reported that the presentation of excessive information to a driver reduces the judgment ability of the driver and makes the information less trustworthy. Thus, indiscriminate presentation of information in the vision of the driver is not an effective cognitive support. Therefore, a mechanism for determining the information to be presented to the driver based on the current driving situation is required. In this study, the object that contributes to execution of avoidance driving operation is regarded as the object that drivers must recognize and present for drivers. This object is called as contributing object. In this article, we propose a method that selects contributing objects among the appeared objects on the current driving scene. The proposed method expresses the relation between the time series change of an appeared object and avoidance operation of the driver by a mathematical model. This model can predict execution timing of avoidance driving operation and estimate contributing object based on the prediction result of driving operation. This model named as contributing model consisted of multi-hidden Markov models. Hidden Markov model is time series probabilistic model with high readability. This is because that model parameters express the probabilistic distribution and its statistics. Therefore, the characteristics of contributing model are that it enables the designer to understand the basis for the output decision. In this article, we evaluated detection accuracy of contributing object based on the proposed method, and readability of contributing model through several experiments. According to the results of these experiments, high detection accuracy of contributing object was confirmed. Moreover, it was confirmed that the basis of detected contributing object judgment can be understood from contributing model.

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A Hidden Markov Model for the Linguistic Analysis of the Voynich Manuscript

Mathematical and Computational Applications ◽

10.3390/mca24010014 ◽

2019 ◽

Vol 24 (1) ◽

pp. 14 ◽

Cited By ~ 1

Author(s):

Luis Acedo

Keyword(s):

Time Series ◽

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Mathematical Linguistics ◽

Underlying Structure ◽

Internal States ◽

Consonant Sounds

Hidden Markov models are a very useful tool in the modeling of time series and any sequence of data. In particular, they have been successfully applied to the field of mathematical linguistics. In this paper, we apply a hidden Markov model to analyze the underlying structure of an ancient and complex manuscript, known as the Voynich manuscript, which remains undeciphered. By assuming a certain number of internal states representations for the symbols of the manuscripts, we train the network by means of the α and β -pass algorithms to optimize the model. By this procedure, we are able to obtain the so-called transition and observation matrices to compare with known languages concerning the frequency of consonant andvowel sounds. From this analysis, we conclude that transitions occur between the two states with similar frequencies to other languages. Moreover, the identification of the vowel and consonant sounds matches some previous tentative bottom-up approaches to decode the manuscript.

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