hidden semi-markov model
Automatic Identification of Driving Maneuver Patterns using a Robust Hidden Semi-Markov Models
Aguirre, Matthew, Sun, Wenbo, Jionghua, null, Jin, null, Chen, Yang
There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as eco-driving, road safety, and intelligent vehicles. One such model capable of modeling these patterns is the Hierarchical Dirichlet Process Hidden Semi-Markov Model (HDP-HSMM), as it is often used to estimate data segmentation, state duration, and transition probabilities. While this model is a powerful tool for automatically clustering observed sequential data, the existing HDP-HSMM estimation suffers from an inherent tendency to overestimate the number of states. This can result in poor estimation, which can potentially impact impact transportation research through incorrect inference of driving patterns. In this paper, a new robust HDP-HSMM (rHDP-HSMM) method is proposed to reduce the number of redundant states and improve the consistency of the model's estimation. Both a simulation study and a case study using naturalistic driving data are presented to demonstrate the effectiveness of the proposed rHDP-HSMM in identifying and inference of driving maneuver patterns.
Toward Transparent Sequence Models with Model-Based Tree Markov Model
Hsu, Chan, Huang, Wei-Chun, Wu, Jun-Ting, Li, Chih-Yuan, Kang, Yihuang
In this study, we address the interpretability issue in complex, black-box Machine Learning models applied to sequence data. We introduce the Model-Based tree Hidden Semi-Markov Model (MOB-HSMM), an inherently interpretable model aimed at detecting high mortality risk events and discovering hidden patterns associated with the mortality risk in Intensive Care Units (ICU). This model leverages knowledge distilled from Deep Neural Networks (DNN) to enhance predictive performance while offering clear explanations. Our experimental results indicate the improved performance of Model-Based trees (MOB trees) via employing LSTM for learning sequential patterns, which are then transferred to MOB trees. Integrating MOB trees with the Hidden Semi-Markov Model (HSMM) in the MOB-HSMM enables uncovering potential and explainable sequences using available information.
Parameterization of state duration in Hidden semi-Markov Models: an application in electrocardiography
Herrero, Adrián Pérez, Lamas, Paulo Félix, Presedo, Jesús María Rodríguez
This work aims at providing a new model for time series classification based on learning from just one example. We assume that time series can be well characterized as a parametric random process, a sort of Hidden semi-Markov Model representing a sequence of regression models with variable duration. We introduce a parametric stochastic model for time series pattern recognition and provide a maximum-likelihood estimation of its parameters. Particularly, we are interested in examining two different representations for state duration: i) a discrete density distribution requiring an estimate for each possible duration; and ii) a parametric family of continuous density functions, here the Gamma distribution, with just two parameters to estimate. An application on heartbeat classification reveals the main strengths and weaknesses of each alternative.
Parkinson's Disease Digital Biomarker Discovery with Optimized Transitions and Inferred Markov Emissions
Bukkittu, Avinash, Lin, Baihan, Vu, Trung, Pe'er, Itsik
We search for digital biomarkers from Parkinson's Disease by observing approximate repetitive patterns matching hypothesized step and stride periodic cycles. These observations were modeled as a cycle of hidden states with randomness allowing deviation from a canonical pattern of transitions and emissions, under the hypothesis that the averaged features of hidden states would serve to informatively characterize classes of patients/controls. We propose a Hidden Semi-Markov Model (HSMM), a latent-state model, emitting 3D-acceleration vectors. Transitions and emissions are inferred from data. We fit separate models per unique device and training label. Hidden Markov Models (HMM) force geometric distributions of the duration spent at each state before transition to a new state. Instead, our HSMM allows us to specify the distribution of state duration. This modified version is more effective because we are interested more in each state's duration than the sequence of distinct states, allowing inclusion of these durations the feature vector.
Automatic Harmonization Using a Hidden Semi-Markov Model
Groves, Ryan (McGill University)
Hidden Markov Models have been used frequently in the audio domain to identify underlying musical structure. Much less work has been done in the purely symbolic realm. Recently, a substantial amount of expert-labelled symbolic musical data has been injected into the research community. The new availability of data allows for the application of machine learning models to purely symbolic tasks. Similarly, the continued expansion of the field of machine learning provides new perspectives and implementations of machine learning methods, which are powerful tools when approaching complex musical challenges. This research explores the use of an extended probabilistic model such as the Hidden Semi-Markov Model (HSMM) to approach the task of automatic harmonization. One distinct advantage of the HSMM is that it is able to automatically differentiate harmonic boundaries, through its inclusion of an extra parameter: duration. In this way, a melody can be harmonized automatically in the style of a particular corpus. In the case of this research, the corpus was in the style of Rock 'n' Roll.