IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v137y2017icp350-365.html
   My bibliography  Save this article

The evaluation problem in discrete semi-hidden Markov models

Author

Listed:
  • Gómez-Lopera, J.F.
  • Martínez-Aroza, J.
  • Román-Roldán, R.
  • Román-Gálvez, R.
  • Blanco-Navarro, D.

Abstract

This paper is devoted to discrete semi-hidden Markov models (SHMM), which are related to the well-known hidden Markov models (HMM). In particular, the HMM associated to an SHMM is defined, and the forward algorithm for solving the evaluation problem in SHMMs is introduced. Experiments show that in a set of randomly generated sequences with different SHMMs, the maximum value for the conditional probability of each sequence being generated by the model most frequently matches the model that generated the sequence. Something similar happens to associated HMMs, suggesting that the HMM associated to a given SHMM shows a certain affinity to this, which is higher than other HMMs.

Suggested Citation

  • Gómez-Lopera, J.F. & Martínez-Aroza, J. & Román-Roldán, R. & Román-Gálvez, R. & Blanco-Navarro, D., 2017. "The evaluation problem in discrete semi-hidden Markov models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 137(C), pages 350-365.
    • Handle: RePEc:eee:matcom:v:137:y:2017:i:c:p:350-365
    DOI: 10.1016/j.matcom.2016.12.002
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475416302518
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2016.12.002?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:137:y:2017:i:c:p:350-365. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.