首页概率论
0


在线动态HMM分割

A Dynamic HMM for Online Segmentation
课程网址: http://videolectures.net/nipsworkshops09_kohlmorgen_dhmmos/  
主讲教师: Jens Kohlmorgen
开课单位: 弗劳恩霍夫智能分析与信息系统研究所
开课时间: 2010-01-19
课程语种: 英语
中文简介:
我们提出了一种用于分析表现出固有模式切换的顺序数据的新方法。特别地,数据可以是来自在多个操作模式之间切换的动态系统的非平稳时间序列。与其他方法不同,我们的方法以递增方式处理数据,无需任何内部参数培训。我们使用具有动态变化的状态数量的HMM和维特比算法的在线变体,该算法在y上执行无监督的数据分割和分类,即该方法能够实时处理输入数据。该方法的主要思想是在输入数据流上的滑动窗口中跟踪和分割数据概率密度的变化。通过应用于切换动态系统来证明该算法的有用性。
课程简介: We propose a novel method for the analysis of sequential data that exhibits an inherent mode switching. In particular, the data might be a non-stationary time series from a dynamical system that switches between multiple operating modes. Unlike other approaches, our method processes the data incrementally and without any training of internal parameters. We use an HMM with a dynamically changing number of states and an on-line variant of the Viterbi algorithm that performs an unsupervised segmentation and classification of the data on-the-y, i.e. the method is able to process incoming data in real-time. The main idea of the approach is to track and segment changes of the probability density of the data in a sliding window on the incoming data stream. The usefulness of the algorithm is demonstrated by an application to a switching dynamical system.
关 键 词: HMM动态变化; 数据流; 概率密度
课程来源: 视频讲座网
最后编审: 2020-07-29:yumf
阅读次数: 72