Simulation of hidden Markov models with EXCEL

被引：4

作者：

Laverty, WH ^{[1
]}

Miket, MJ ^{[1
]}

Kelly, IW ^{[1
]}

机构：

[1] Univ Saskatchewan, Dept Math & Stat, Saskatoon, SK S7N 5E6, Canada

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2002年 / 51卷

关键词：

applications of EXCEL; hidden Markov models; normal and Poisson probabilities; simulation;

D O I：

10.1111/1467-9884.00296

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper demonstrates the use of functions provided by EXCEL for simulation of two types of hidden Markov models. The graphical capabilities of EXCEL are then used to visualize the simulated models. The power of spreadsheet simulation comes through the fact that any change in the parameters defining a hidden Markov model can be seen immediately in the simulated observations and in the graphs. This can be a very valuable aid in the understanding of hidden Markov models. The paper should be accessible and useful to anyone who has some knowledge of EXCEL and basic probability concepts. Two applications are included.

引用

页码：31 / 40

页数：10

共 50 条

[41] Modelling reassurances of clinicians with hidden Markov models [J].

Valentin Popov ;

Alesha Ellis-Robinson ;

Gerald Humphris .

BMC Medical Research Methodology, 19

[42] Classification of chirps using Hidden Markov Models [J].

Balachandran, Nikhil ;

Creusere, Charles .

2006 FORTIETH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, VOLS 1-5, 2006, :545-+

[43] Feature Saliencies in Asymmetric Hidden Markov Models [J].

Puerto-Santana, Carlos ;

Larranaga, Pedro ;

Bielza, Concha .

IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2024, 35 (03) :3586-3600

[44] Inferring Statistically Significant Hidden Markov Models [J].

Yu, Lu ;

Schwier, Jason M. ;

Craven, Ryan M. ;

Brooks, Richard R. ;

Griffin, Christopher .

IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2013, 25 (07) :1548-1558

[45] Scanpath modeling and classification with hidden Markov models [J].

Coutrot, Antoine ;

Hsiao, Janet H. ;

Chan, Antoni B. .

BEHAVIOR RESEARCH METHODS, 2018, 50 (01) :362-379

[46] Modelling reassurances of clinicians with hidden Markov models [J].

Popov, Valentin ;

Ellis-Robinson, Alesha ;

Humphris, Gerald .

BMC MEDICAL RESEARCH METHODOLOGY, 2019, 19 (1)

[47] Forgetting the initial distribution for Hidden Markov Models [J].

Douc, R. ;

Fort, G. ;

Moulines, E. ;

Priouret, P. .

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (04) :1235-1256

[48] Hidden in Markov models in biomedical signal processing [J].

Cohen, A .

PROCEEDINGS OF THE 20TH ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOL 20, PTS 1-6: BIOMEDICAL ENGINEERING TOWARDS THE YEAR 2000 AND BEYOND, 1998, 20 :1145-1150

[49] Training hidden non-Markov models [J].

Isensee, Claudia ;

Wickborn, Fabian ;

Horton, Graham .

ASMTA 2006: 13th International Conference on Analytical and Stochastic Modelling Techniques and Applications, Proceedings, 2006, :105-110

[50] Mitotic cell recognition with hidden Markov models [J].

Gallardo, G ;

Yang, F ;

Ianzini, F ;

Mackey, MA ;

Sonka, M .

MEDICAL IMAGING 2004: VISUALIZATION, IMAGE-GUIDED PROCEDURES, AND DISPLAY, 2004, 5367 :661-668

← 1 2 3 4 5 →