Title :
Analysing time series structure with hidden Markov models
Author :
Azzouzi, Mehdi ; Nabney, Ian T.
Author_Institution :
Neural Comput. Res. Group, Aston Univ., Birmingham, UK
fDate :
31 Aug-2 Sep 1998
Abstract :
Considers the problem of extracting the relationships between two time series in a non-linear non-stationary environment with hidden Markov models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods
Keywords :
hidden Markov models; pattern recognition; time series; hidden Markov models; nonlinear nonstationary environment; oil drilling process; synthetic data; time series structure; Character generation; Data mining; Fluctuations; Hidden Markov models; Monitoring; Oil drilling; Petroleum; Random variables; Time series analysis; Tin;
Conference_Titel :
Neural Networks for Signal Processing VIII, 1998. Proceedings of the 1998 IEEE Signal Processing Society Workshop
Conference_Location :
Cambridge
Print_ISBN :
0-7803-5060-X
DOI :
10.1109/NNSP.1998.710670
