Analysing time series structure with hidden Markov models

Mehdi Azzouzi; Ian T. Nabney

doi:10.1109/NNSP.1998.710670

Analysing time series structure with hidden Markov models

Mehdi Azzouzi, Ian T. Nabney

Computer Science Research Group

Research output: Chapter in Book/Published conference output › Chapter

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.

Original language	English
Title of host publication	Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998
Editors	Tony Constantinides, S. Y. Kung, Mahesan Niranjan, Elizabeth Wilson
Place of Publication	Cambridge, UK
Publisher	IEEE
Pages	402-408
Number of pages	7
Volume	8
ISBN (Print)	078035060
DOIs	https://doi.org/10.1109/NNSP.1998.710670
Publication status	Published - 2 Sept 1998
Event	Neural Networks for Signal Processing - Duration: 2 Sept 1998 → 2 Sept 1998

Publication series

Name	Proceedings of the 1998 IEEE Signal Processing Society Workshop
Publisher	Institute of Electrical and Electronics Engineers (IEEE)

Other

Other	Neural Networks for Signal Processing
Period	2/09/98 → 2/09/98

Bibliographical note

©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.

Keywords

non-linear
non-stationary environment
Hidden Markov Models
synthetic data
real data
oil drilling process

Access to Document

10.1109/NNSP.1998.710670

1998_IEEE_Signal_Processing_Society.pdf
©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.
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Azzouzi, M., & Nabney, I. T. (1998). Analysing time series structure with hidden Markov models. In T. Constantinides, S. Y. Kung, M. Niranjan, & E. Wilson (Eds.), Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998 (Vol. 8, pp. 402-408). (Proceedings of the 1998 IEEE Signal Processing Society Workshop). IEEE. https://doi.org/10.1109/NNSP.1998.710670

Azzouzi, Mehdi ; Nabney, Ian T. / Analysing time series structure with hidden Markov models. Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. editor / Tony Constantinides ; S. Y. Kung ; Mahesan Niranjan ; Elizabeth Wilson. Vol. 8 Cambridge, UK : IEEE, 1998. pp. 402-408 (Proceedings of the 1998 IEEE Signal Processing Society Workshop).

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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.",

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Azzouzi, M & Nabney, IT 1998, Analysing time series structure with hidden Markov models. in T Constantinides, SY Kung, M Niranjan & E Wilson (eds), Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. vol. 8, Proceedings of the 1998 IEEE Signal Processing Society Workshop, IEEE, Cambridge, UK, pp. 402-408, Neural Networks for Signal Processing, 2/09/98. https://doi.org/10.1109/NNSP.1998.710670

Analysing time series structure with hidden Markov models. / Azzouzi, Mehdi; Nabney, Ian T.
Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. ed. / Tony Constantinides; S. Y. Kung; Mahesan Niranjan; Elizabeth Wilson. Vol. 8 Cambridge, UK: IEEE, 1998. p. 402-408 (Proceedings of the 1998 IEEE Signal Processing Society Workshop).

Research output: Chapter in Book/Published conference output › Chapter

TY - CHAP

T1 - Analysing time series structure with hidden Markov models

AU - Azzouzi, Mehdi

AU - Nabney, Ian T.

N1 - ©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.

PY - 1998/9/2

Y1 - 1998/9/2

N2 - 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.

AB - 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.

KW - non-linear

KW - non-stationary environment

KW - Hidden Markov Models

KW - synthetic data

KW - real data

KW - oil drilling process

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BT - Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998

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A2 - Niranjan, Mahesan

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PB - IEEE

CY - Cambridge, UK

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ER -

Azzouzi M, Nabney IT. Analysing time series structure with hidden Markov models. In Constantinides T, Kung SY, Niranjan M, Wilson E, editors, Proceedings of the 1998 IEEE Signal Processing Society Workshop, Neural Networks for Signal Processing VIII, 1998. Vol. 8. Cambridge, UK: IEEE. 1998. p. 402-408. (Proceedings of the 1998 IEEE Signal Processing Society Workshop). doi: 10.1109/NNSP.1998.710670

Analysing time series structure with hidden Markov models

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