Duration and Interval Hidden Markov Model for Sequential Data Analysis

Analysis of sequential event data has been recognized as one of the essential tools in data modeling and analysis field. In this paper, after the examination of its technical requirements and issues to model complex but practical situation, we propose a new sequential data model, dubbed Duration and Interval Hidden Markov Model (DI-HMM), that efficiently represents "state duration" and "state interval" of data events. This has significant implications to play an important role in representing practical time-series sequential data. This eventually provides an efficient and flexible sequential data retrieval. Numerical experiments on synthetic and real data demonstrate the efficiency and accuracy of the proposed DI-HMM

Adaptive probability scheme for behaviour monitoring of the elderly using a specialised ambient device

A Hidden Markov Model (HMM) modified to work in combination with a Fuzzy System is utilised to determine the current behavioural state of the user from information obtained with specialised hardware. Due to the high dimensionality and not-linearly-separable nature of the Fuzzy System and the sensor data obtained with the hardware which informs the state decision, a new method is devised to update the HMM and replace the initial Fuzzy System such that subsequent state decisions are based on the most recent information. The resultant system first reduces the dimensionality of the original information by using a manifold representation in the high dimension which is unfolded in the lower dimension. The data is then linearly separable in the lower dimension where a simple linear classifier, such as the perceptron used here, is applied to determine the probability of the observations belonging to a state. Experiments using the new system verify its applicability in a real scenario

Modelling human control behaviour with a Markov-chain switched bank of control laws

A probabilistic model of human control behaviour is described. It assumes that human behaviour can be represented by switching among a number of relatively simple behaviours. The model structure is closely related to the Hidden Markov Models (HMMs) commonly used for speech recognition. An HMM with context-dependent transition functions switching between linear control laws is identified from experimental data. The applicability of the approach is demonstrated in a pitch control task for a simplified helicopter model