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| Presentation | 2011-03-08 10:15 Self-organizing hidden markov models Nobuhiko Yamaguchi (Saga Univ.)  NC2010-166 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | The self-organizing mixture models (SOMMs) algorithm was proposed as an expectation-maximization (EM) algorithm that yields topology preserving maps of data based on probabilistic mixture models. Compared to self-organizing maps (SOMs), the SOMM algorithm has a clear interpretation: it maximizes the sum of data log-likelihood and a penalty term that enforces self-organization. The object of this paper is to extend the SOMM algorithm to deal with multivariate time series. The standard SOMM algorithm assumes that the data are independent and identically distributed samples. However, the i.i.d. assumption is clearly inappropriate for time series. In this paper we propose the extension of the SOMM for multivariate time series, which we call self-organizing hidden Markov models (SOHMM), by assuming that the time series is generated by hidden Markov models (HMMs). |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | self-organizing mixture models / visualization / time series / hidden Markov models / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 110, no. 461, NC2010-166, pp. 229-234, March 2011. | |
| Paper # | NC2010-166 | |
| Date of Issue | 2011-02-28 (NC) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | NC2010-166 |
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| Conference Information | |
| Committee | NC MBE |
| Conference Date | 2011-03-07 - 2011-03-09 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Tamagawa University |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | NC |
| Conference Code | 2011-03-NC-MBE |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Self-organizing hidden markov models |
| Sub Title (in English) | |
| Keyword(1) | self-organizing mixture models |
| Keyword(2) | visualization |
| Keyword(3) | time series |
| Keyword(4) | hidden Markov models |
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| 1st Author's Name | Nobuhiko Yamaguchi |
| 1st Author's Affiliation | Saga University (Saga Univ.) |
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| Speaker | Author-1 |
| Date Time | 2011-03-08 10:15:00 |
| Presentation Time | 25 minutes |
| Registration for | NC |
| Paper # | NC2010-166 |
| Volume (vol) | vol.110 |
| Number (no) | no.461 |
| Page | pp.229-234 |
| #Pages | 6 |
| Date of Issue | 2011-02-28 (NC) |
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