Modeling long-term dependencies in time series has proved very difficult to achieve with traditional machine learning methods. This problem occurs when considering music data. In ...
We propose a video event analysis framework based on object segmentation and tracking, combined with a Hidden Semi-Markov Model (HSMM) that uses state occupancy duration modeling....
Recently, a number of researchers have proposed spectral algorithms for learning models of dynamical systems—for example, Hidden Markov Models (HMMs), Partially Observable Marko...
This paper considers additive factorial hidden Markov models, an extension to HMMs where the state factors into multiple independent chains, and the output is an additive function...
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...