Hidden Markov Models

Hidden Markov Models (HMMs), although known for decades, have made a big career nowadays and are still in state of development. This book presents theoretical issues and a variety of HMMs applications in speech recognition and synthesis, medicine, neurosciences, computational biology, bioinformatics, seismology, environment protection and engineering. I hope that the reader will find this book useful and helpful for their own research

Stochastic Tools for Network Security: Anonymity Protocol Analysis and Network Intrusion Detection

With the rapid development of Internet and the sharp increase of network crime, network security has become very important and received a lot of attention. In this dissertation, we model security issues as stochastic systems. This allows us to find weaknesses in existing security systems and propose new solutions. Exploring the vulnerabilities of existing security tools can prevent cyber-attacks from taking advantages of the system weaknesses. We consider The Onion Router (Tor), which is one of the most popular anonymity systems in use today, and show how to detect a protocol tunnelled through Tor. A hidden Markov model (HMM) is used to represent the protocol. Hidden Markov models are statistical models of sequential data like network traffic, and are an effective tool for pattern analysis. New, flexible and adaptive security schemes are needed to cope with emerging security threats. We propose a hybrid network security scheme including intrusion detection systems (IDSs) and honeypots scattered throughout the network. This combines the advantages of two security technologies. A honeypot is an activity-based network security system, which could be the logical supplement of the passive detection policies used by IDSs. This integration forces us to balance security performance versus cost by scheduling device activities for the proposed system. By formulating the scheduling problem as a decentralized partially observable Markov decision process (DEC-POMDP), decisions are made in a distributed manner at each device without requiring centralized control. When using a HMM, it is important to ensure that it accurately represents both the data used to train the model and the underlying process. Current methods assume that observations used to construct a HMM completely represent the underlying process. It is often the case that the training data size is not large enough to adequately capture all statistical dependencies in the system. It is therefore important to know the statistical significance level that the constructed model represents the underlying process, not only the training set. We present a method to determine if the observation data and constructed model fully express the underlying process with a given level of statistical significance. We apply this approach to detecting the existence of protocols tunnelled through Tor. While HMMs are a powerful tool for representing patterns allowing for uncertainties, they cannot be used for system control. The partially observable Markov decision process (POMDP) is a useful choice for controlling stochastic systems. As a combination of two Markov models, POMDPs combine the strength of HMM (capturing dynamics that depend on unobserved states) and that of Markov decision process (MDP) (taking the decision aspect into account). Decision making under uncertainty is used in many parts of business and science. We use here for security tools. We propose three approximation methods for discrete-time infinite-horizon POMDPs. One of the main contributions of our work is high-quality approximation solution for finite-space POMDPs with the average cost criterion, and their extension to DEC-POMDPs. The solution of the first algorithm is built out of the observable portion when the underlying MDP operates optimally. The other two methods presented here can be classified as the policy-based approximation schemes, in which we formulate the POMDP planning as a quadratically constrained linear program (QCLP), which defines an optimal controller of a desired size. This representation allows a wide range of powerful nonlinear programming (NLP) algorithms to be used to solve POMDPs. Simulation results for a set of benchmark problems illustrate the effectiveness of the proposed method. We show how this tool could be used to design a network security framework

Life patterns : structure from wearable sensors

Thesis (Ph. D.)--Massachusetts Institute of Technology, School of Architecture and Planning, Program in Media Arts and Sciences, February 2003.Includes bibliographical references (leaves 123-129).In this thesis I develop and evaluate computational methods for extracting life's patterns from wearable sensor data. Life patterns are the reoccurring events in daily behavior, such as those induced by the regular cycle of night and day, weekdays and weekends, work and play, eating and sleeping. My hypothesis is that since a "raw, low-level" wearable sensor stream is intimately connected to the individual's life, it provides the means to directly match similar events, statistically model habitual behavior and highlight hidden structures in a corpus of recorded memories. I approach the problem of computationally modeling daily human experience as a task of statistical data mining similar to the earlier efforts of speech researchers searching for the building block that were believed to make up speech. First we find the atomic immutable events that mark the succession of our daily activities. These are like the "phonemes" of our lives, but don't necessarily take on their finite and discrete nature. Since our activities and behaviors operate at multiple time-scales from seconds to weeks, we look at how these events combine into sequences, and then sequences of sequences, and so on. These are the words, sentences and grammars of an individual's daily experience. I have collected 100 days of wearable sensor data from an individual's life. I show through quantitative experiments that clustering, classification, and prediction is feasible on a data set of this nature. I give methods and results for determining the similarity between memories recorded at different moments in time, which allow me to associate almost every moment of an individual's life to another similar moment. I present models that accurately and automatically classify the sensor data into location and activity.(cont.) Finally, I show how to use the redundancies in an individual's life to predict his actions from his past behavior.by Brian Patrick Clarkson.Ph.D

Classification and Decision-Theoretic Framework for Detecting and Reporting Unseen Falls

Detecting falls is critical for an activity recognition system to ensure the well being of an individual. However, falls occur rarely and infrequently, therefore sufficient data for them may not be available during training of the classifiers. Building a fall detection system in the absence of fall data is very challenging and can severely undermine the generalization capabilities of an activity recognition system. In this thesis, we present ideas from both classification and decision theory perspectives to handle scenarios when the training data for falls is not available. In traditional decision theoretic approaches, the utilities (or conversely costs) to report/not-report a fall or a non-fall are treated equally or the costs are deduced from the datasets, both of which are flawed. However, these costs are either difficult to compute or only available from domain experts. Therefore, in a typical fall detection system, we neither have a good model for falls nor an accurate estimate of utilities. In this thesis, we make contributions to handle both of these situations. In recent years, Hidden Markov Models (HMMs) have been used to model temporal dynamics of human activities. HMMs are generally built for normal activities and a threshold based on the log-likelihood of the training data is used to identify unseen falls. We show that such formulation to identify unseen fall activities is ill-posed for this problem. We present a new approach for the identification of falls using wearable devices in the absence of their training data but with plentiful data for normal Activities of Daily Living (ADL). We propose three 'X-Factor' Hidden Markov Model (XHMMs) approaches, which are similar to the traditional HMMs but have ``inflated'' output covariances (observation models). To estimate the inflated covariances, we propose a novel cross validation method to remove 'outliers' or deviant sequences from the ADL that serves as proxies for the unseen falls and allow learning the XHMMs using only normal activities. We tested the proposed XHMM approaches on three activity recognition datasets and show high detection rates for unseen falls. We also show that supervised classification methods perform poorly when very limited fall data is available during the training phase. We present a novel decision-theoretic approach to fall detection (dtFall) that aims to tackle the core problem when the model for falls and information about the costs/utilities associated with them is unavailable. We theoretically show that the expected regret will always be positive using dtFall instead of a maximum likelihood classifier. We present a new method to parameterize unseen falls such that training situations with no fall data can be handled. We also identify problems with theoretical thresholding to identify falls using decision theoretic modelling when training data for fall data is absent, and present an empirical thresholding technique to handle imperfect models for falls and non-falls. We also develop a new cost model based on severity of falls to provide an operational range of utilities. We present results on three activity recognition datasets, and show how the results may generalize to the difficult problem of fall detection in the real world. Under the condition when falls occur sporadically and rarely in the test set, the results show that (a) knowing the difference in the cost between a reported fall and a false alarm is useful, (b) as the cost of false alarm gets bigger this becomes more significant, and (c) the difference in the cost of between a reported and non-reported fall is not that useful

Contributions to Improve Cognitive Strategies with Respect to Wireless Coexistence

Cognitive radio (CR) can identify temporarily available opportunities in a shared radio environment to improve spectral efficiency and coexistence behavior of radio systems. It operates as a secondary user (SU) and accommodates itself in detected opportunities with an intention to avoid harmful collisions with coexisting primary user (PU) systems. Such opportunistic operation of a CR system requires efficient situational awareness and reliable decision making for radio resource allocation. Situational awareness includes sensing the environment followed by a hypothesis testing for detection of available opportunities in the coexisting environment. This process is often known as spectral hole detection. Situational knowledge can be further enriched by forecasting the primary activities in the radio environment using predictive modeling based approaches. Improved knowledge about the coexisting environment essentially means better decision making for secondary resource allocation. This dissertation identifies limitations of existing predictive modeling and spectral hole detection based resource allocation strategies and suggest improvements. Firstly, accurate and efficient estimation of statistical parameters of the radio environment is identified as a fundamental challenge to realize predictive modeling based cognitive approaches. Lots of useful training data which are essential to learn the system parameters are not available either because of environmental effects such as noise, interference and fading or because of limited system resources particularly sensor bandwidth. While handling environmental effects to improve signal reception in radio systems has already gained much attention, this dissertation addresses the problem of data losses caused by limited sensor bandwidth as it is totally ignored so far and presents bandwidth independent parameter estimation methods. Where, bandwidth independent means achieving the same level of estimation accuracy for any sensor bandwidth. Secondly, this dissertation argues that the existing hole detection strategies are dumb because they provide very little information about the coexisting environment. Decision making for resource allocation based on this dumb hole detection approach cannot optimally exploit the opportunities available in the coexisting environment. As a solution, an intelligent hole detection scheme is proposed which suggests classifying the primary systems and using the documented knowledge of identified radio technologies to fully understand their coexistence behavior. Finally, this dissertation presents a neuro-fuzzy signal classifier (NFSC) that uses bandwidth, operating frequency, pulse shape, hopping behavior and time behavior of signals as distinct features in order to xii identify the PU signals in coexisting environments. This classifier provides the foundation for bandwidth independent parameter estimation and intelligent hole detection. MATLAB/Simulink based simulations are used to support the arguments throughout in this dissertation. A proof-of-concept demonstrator using microcontroller and hardware defined radio (HDR) based transceiver is also presented at the end.</p

Cross-layer performance control of wireless channels using active local profiles

To optimize performance of applications running over wireless channels state-of-the-art wireless access technologies incorporate a number of channel adaptation mechanisms. While these mechanisms are expected to operate jointly providing the best possible performance for current wireless channel and traffic conditions, their joint effect is often difficult to predict. To control functionality of various channel adaptation mechanisms a new cross-layer performance optimization system is sought. This system should be responsible for exchange of control information between different layers and further optimization of wireless channel performance. In this paper design of the cross-layer performance control system for wireless access technologies with dynamic adaptation of protocol parameters at different layers of the protocol stack is proposed. Functionalities of components of the system are isolated and described in detail. To determine the range of protocol parameters providing the best possible performance for a wide range of channel and arrival statistics the proposed system is analytically analyzed. Particularly, probability distribution functions of the number of lost frames and delay of a frame as functions of first- and second-order wireless channel and arrival statistics, automatic repeat request, forward error correction functionality, protocol data unit size at different layers are derived. Numerical examples illustrating performance of the whole system and its elements are provided. Obtained results demonstrate that the proposed system provide significant performance gains compared to static configuration of protocols

Operational expenditure optimisation utilising condition monitoring for offshore wind parks

There is a strong desire to increase the penetration of renewable energy sources inthe UK electricity market. Offshore wind energy could be a method to achieve this. However, there are still issues, both technical and economical, that hinder the development and exploitation of this energy source.A condition based maintenance plan that relies on fully integrating the input from condition monitoring and structural health monitoring systems could be the method to solve many of these issues. Improved maintenance scheduling has the potential to reduce maintenance costs, increase energy production and reduce the overall cost of energy. While condition monitoring systems for gearboxes, generators and main bearings have become common place over the last few years, the deployment of other monitoring systems has been slower. This could be due to the expense and complication of monitoring an entire wind farm. Wind park operators, correctly, would like to see proof that their investment will be prudent.To assist wind park operators and owners with this decision, an offshore wind operations and maintenance model that attempts to model the impacts of using monitoring systems has been developed. The development of the model is shown in this analysis: multiple methodologies are used to capture deterioration and the abilities of monitoring systems. At each stage benchmarks are shown against other models and available data. This analysis has a breadth and scope not currently addressed in literature and attempts to give insight to industry that was previously unavailable.There is a strong desire to increase the penetration of renewable energy sources inthe UK electricity market. Offshore wind energy could be a method to achieve this. However, there are still issues, both technical and economical, that hinder the development and exploitation of this energy source.A condition based maintenance plan that relies on fully integrating the input from condition monitoring and structural health monitoring systems could be the method to solve many of these issues. Improved maintenance scheduling has the potential to reduce maintenance costs, increase energy production and reduce the overall cost of energy. While condition monitoring systems for gearboxes, generators and main bearings have become common place over the last few years, the deployment of other monitoring systems has been slower. This could be due to the expense and complication of monitoring an entire wind farm. Wind park operators, correctly, would like to see proof that their investment will be prudent.To assist wind park operators and owners with this decision, an offshore wind operations and maintenance model that attempts to model the impacts of using monitoring systems has been developed. The development of the model is shown in this analysis: multiple methodologies are used to capture deterioration and the abilities of monitoring systems. At each stage benchmarks are shown against other models and available data. This analysis has a breadth and scope not currently addressed in literature and attempts to give insight to industry that was previously unavailable

Design of Indoor Positioning Systems Based on Location Fingerprinting Technique

Positioning systems enable location-awareness for mobile computers in ubiquitous and pervasive wireless computing. By utilizing location information, location-aware computers can render location-based services possible for mobile users. Indoor positioning systems based on location fingerprints of wireless local area networks have been suggested as a viable solution where the global positioning system does not work well. Instead of depending on accurate estimations of angle or distance in order to derive the location with geometry, the fingerprinting technique associates location-dependent characteristics such as received signal strength to a location and uses these characteristics to infer the location. The advantage of this technique is that it is simple to deploy with no specialized hardware required at the mobile station except the wireless network interface card. Any existing wireless local area network infrastructure can be reused for this kind of positioning system. While empirical results and performance studies of such positioning systems are presented in the literature, analytical models that can be used as a framework for efficiently designing the positioning systems are not available. This dissertation develops an analytical model as a design tool and recommends a design guideline for such positioning systems in order to expedite the deployment process. A system designer can use this framework to strike a balance between the accuracy, the precision, the location granularity, the number of access points, and the location spacing. A systematic study is used to analyze the location fingerprint and discover its unique properties. The location fingerprint based on the received signal strength is investigated. Both deterministic and probabilistic approaches of location fingerprint representations are considered. The main objectives of this work are to predict the performance of such systems using a suitable model and perform sensitivity analyses that are useful for selecting proper system parameters such as number of access points and minimum spacing between any two different locations