Recursive Parameter Estimation of Non-Gaussian Hidden Markov Models for Occupancy Estimation in Smart Buildings

Abstract

A significant volume of data has been produced in this era. Therefore, accurately modeling these data for further analysis and extraction of meaningful patterns is becoming a major concern in a wide variety of real-life applications. Smart buildings are one of these areas urgently demanding analysis of data. Managing the intelligent systems in smart homes, will reduce energy consumption as well as enhance users’ comfort. In this context, Hidden Markov Model (HMM) as a learnable finite stochastic model has consistently been a powerful tool for data modeling. Thus, we have been motivated to propose occupancy estimation frameworks for smart buildings through HMM due to the importance of indoor occupancy estimations in automating environmental settings. One of the key factors in modeling data with HMM is the choice of the emission probability. In this thesis, we have proposed novel HMMs extensions through Generalized Dirichlet (GD), Beta-Liouville (BL), Inverted Dirichlet (ID), Generalized Inverted Dirichlet (GID), and Inverted Beta-Liouville (IBL) distributions as emission probability distributions. These distributions have been investigated due to their capabilities in modeling a variety of non-Gaussian data, overcoming the limited covariance structures of other distributions such as the Dirichlet distribution. The next step after determining the emission probability is estimating an optimized parameter of the distribution. Therefore, we have developed a recursive parameter estimation based on maximum likelihood estimation approach (MLE). Due to the linear complexity of the proposed recursive algorithm, the developed models can successfully model real-time data, this allowed the models to be used in an extensive range of practical applications

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