Azzouzi, Mehdi and Nabney, Ian T. (1998). Analysing time series structure with hidden Markov models. IN: Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. Constantinides, Tony; Kung, S. Y.; Niranjan, Mahesan and Wilson, Elizabeth (eds) Proceedings of the 1998 IEEE Signal Processing Society Workshop, 8 . Cambridge, UK: IEEE.
Abstract
This paper consides 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.
| Publication DOI: | https://doi.org/10.1109/NNSP.1998.710670 |
|---|---|
| Divisions: | ?? 50811700Jl ?? College of Engineering & Physical Sciences > Systems analytics research institute (SARI) |
| Additional Information: | ©1998 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. |
| Event Title: | Neural Networks for Signal Processing |
| Event Type: | Other |
| Event Dates: | 1998-09-02 - 1998-09-02 |
| Uncontrolled Keywords: | non-linear,non-stationary environment,Hidden Markov Models,synthetic data,real data,oil drilling process |
| ISBN: | 078035060 |
| Last Modified: | 26 Dec 2024 08:22 |
| Date Deposited: | 17 Sep 2009 09:16 |
| Full Text Link: | |
| Related URLs: |
http://ieeexplo ... &isnumber=15338
(Publisher URL) |
PURE Output Type: | Chapter |
| Published Date: | 1998-09-02 |
| Authors: |
Azzouzi, Mehdi
Nabney, Ian T. ( 
0000-0003-1513-993X)
|
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