Temat: Markov models - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Detection of selective cationic amphipatic antibacterial peptides by Hidden Markov models
Autorzy:: Polanco, Carlos
Samaniego, Jose
Powiązania:: https://bibliotekanauki.pl/articles/1040652.pdf
Data publikacji:: 2009
Wydawca:: Polskie Towarzystwo Biochemiczne
Tematy:: Hidden Markov models
antibacterial peptides
Opis:: Antibacterial peptides are researched mainly for the potential benefit they have in a variety of socially relevant diseases, used by the host to protect itself from different types of pathogenic bacteria. We used the mathematical-computational method known as Hidden Markov models (HMMs) in targeting a subset of antibacterial peptides named Selective Cationic Amphipatic Antibacterial Peptides (SCAAPs). The main difference in the implementation of HMMs was focused on the detection of SCAAP using principally five physical-chemical properties for each candidate SCAAPs, instead of using the statistical information about the amino acids which form a peptide. By this method a cluster of antibacterial peptides was detected and as a result the following were found: 9 SCAAPs, 6 synthetic antibacterial peptides that belong to a subregion of Cecropin A and Magainin 2, and 19 peptides from the Cecropin A family. A scoring function was developed using HMMs as its core, uniquely employing information accessible from the databases.
Źródło:: Acta Biochimica Polonica; 2009, 56, 1; 167-176
0001-527X
Pojawia się w:: Acta Biochimica Polonica
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Theoretical Aspects of Using Markov Models in Research of Exchange Rate Volatility
Teoretyczne aspekty wykorzystania modeli Markowa do badania zmienności kursu walutowego
Autorzy:: Włodarczyk, Aneta
Szmigiel, Tomasz
Powiązania:: https://bibliotekanauki.pl/articles/904704.pdf
Data publikacji:: 2005
Wydawca:: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:: Markov models
time series
exchange rate volatility
calendar anomalies
Opis:: During modeling of short-run exchange rate fluctuations, there is usually a need for taking into consideration some random-type conditions, i.e. it is necessary to abandon the fundamental exchange rate theories in favor of probabilistic modeling. Among stochastic models, of special interest are Markov models. The main advantages of Markov models include a relative simplicity of construction, easy inferences, well-known estimation methods and especially consistence of properties of these models with the observed properties of many real phenomena. Application of switching models is based on a general assumption that the examined time series can be presented as sequences of random variables of a known type of conditional distribution in all regimes. Known from literature propositions concerning the modeling of exchange rate with the use of switching models did not provide sufficiently good forecasts of the future exchange rate levels because of, among others, low frequency of data used for the construction of the model (quarterly or monthly data). The authors are going to continue the examination of the PLN exchange rate fluctuation with the use of Markov models that was started in this paper. The next stage of their work will be connected with conducting empirical research concerning the occurrence of calendar anomalies in the Polish currency market. For this purpose, a new method based on the Markov chains theory will be applied, which offers a new perspective to this problem. Testing o f the calendar time hypothesis has been considered so far mostly in the aspect of comparison of daily expected values and variances of exchange rate return rates. Then, on the basis of the da ta concerning exchange rates for high measurement frequency, a Ma rkov switching model will be constructed and used for description of the PLN depreciation and appreciation period.
Prawidłowe oszacowanie kierunku zmian kursu wymiany może zmniejszyć ryzyko inwestycji w walutę lub może pozwolić na osiągnięcie większych dochodów z tej inwestycji. W opracowaniu tym autorzy przedstawiają propozycję zastosowania modeli Markowa do wykrycia i opisania prawidłowości rządzących procesem zmienności kursu walutowego. W pierwszej części została wykorzystana teoria łańcuchów Markowa do badania anomalii kalendarzowych występujących n a rynku walutowym związanych z efektem weekendowym lub efektem stycznia. W artykule przedstawiona została również metoda o parta na teorii łańcuchów Markowa, k tó ra może posłużyć d o zbadania wzajemnych powiązań pomiędzy zmiennością wolumenu obrotu oraz zmiennością cen dla terminowych kontraktów walutowych. W drugiej części zostaną przedstawione zagadnienia związane z budową i estymacją parametrów przełącznikowych modeli Markowa. W oparciu o modele przełącznikowe można prognozować zmiany kursu walutowego. Praca ma charakter teoretyczny. Badania empiryczne zostaną przeprowadzone w późniejszym terminie.
Źródło:: Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:: Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Characteristics of the use of coupled hidden Markov models for audio-visual Polish speech recognition
Autorzy:: Kubanek, M.
Bobulski, J.
Adrjanowicz, L.
Powiązania:: https://bibliotekanauki.pl/articles/201266.pdf
Data publikacji:: 2012
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: coupled hidden Markov models
audiovisual speech recognition
lip reading
Opis:: This paper focuses on combining audio-visual signals for Polish speech recognition in conditions of the highly disturbed audio speech signal. Recognition of audio-visual speech was based on combined hidden Markov models (CHMM). The described methods were developed for a single isolated command, nevertheless their effectiveness indicated that they would also work similarly in continuous audiovisual speech recognition. The problem of a visual speech analysis is very difficult and computationally demanding, mostly because of an extreme amount of data that needs to be processed. Therefore, the method of audio-video speech recognition is used only while the audiospeech signal is exposed to a considerable level of distortion. There are proposed the authors’ own methods of the lip edges detection and a visual characteristic extraction in this paper. Moreover, the method of fusing speech characteristics for an audio-video signal was proposed and tested. A significant increase of recognition effectiveness and processing speed were noted during tests – for properly selected CHMM parameters and an adequate codebook size, besides the use of the appropriate fusion of audio-visual characteristics. The experimental results were very promising and close to those achieved by leading scientists in the field of audio-visual speech recognition.
Źródło:: Bulletin of the Polish Academy of Sciences. Technical Sciences; 2012, 60, 2; 307-316
0239-7528
Pojawia się w:: Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: A safety related perspective for the power supply systems in railway industry
Bezpieczeństwo systemów zasilania w przemyśle kolejowym
Autorzy:: Oz, M. A.
Kaymakci, O. T.
Koyun, A.
Powiązania:: https://bibliotekanauki.pl/articles/301911.pdf
Data publikacji:: 2017
Wydawca:: Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:: Markov models
reliability
formal modeling
modele Markowa
niezawodność
modelowanie formalne
Opis:: Within its structure railway transportation systems contain very critical subsystems that can seriously harm the system itself, people or the environment if not properly controlled. Therefore, these critical subsystems are analysed according to the related standards and necessary safety functions are implemented, verified and operated. On the other hand, railway power supply system, which is a critical subsystems, is generally properly analysed from a reliability perspective whereas the corresponding safety related functions are roughly examined. This paper proposes that the railway power supply systems should be considered as safety critical systems and justifies this proposal using risk analysis as presented in the standard IEC 61508. The safety related functions of the system are examined and each function is modelled in detail using Markov modelling method. These models are implemented over a power supply system of Istanbul Transportation Co. and SIL values of the safety functions are calculated using these modular and easily adaptable Markov models. Furthermore the obtained results are compared with simplistic Fault Tree analysis (FTA) and the significance of accurate calculation is demonstrated.
W skład struktury kolejowych systemów transportowych wchodzą krytyczne podsystemy, które, nieodpowiednio monitorowane, mogą narażać sam system, a także ludzi oraz środowisko na poważne szkody. Dlatego też, podsystemy krytyczne analizuje się zgodnie z odpowiednimi normami oraz wdraża w nich, weryfikuje i realizuje niezbędne funkcje bezpieczeństwa. W przypadku systemów zasilania kolei, które należą do grupy podsystemów krytycznych, system na ogół analizuje się dokładnie z punktu widzenia niezawodności, natomiast funkcje bezpieczeństwa bada się jedynie pobieżnie. W prezentowanej pracy postuluje się że systemy zasilania kolei powinny być traktowane jako krytyczne dla bezpieczeństwa, co autorzy uzasadniają z wykorzystaniem analizy ryzyka przedstawionej w normie IEC 61508. W proponowanym rozwiązaniu, bada się funkcje bezpieczeństwa systemu, przy czym każda funkcja zostaje szczegółowo zamodelowana za pomocą metody modelowania Markowa. Modele tego typu wdrożono w systemie zasilania firmy Istanbul Transportation Co. Wartości poziomu nienaruszalności bezpieczeństwa (SIL) badanych funkcji bezpieczeństwa obliczano za pomocą wspomnianych modularnych modeli Markowa charakteryzujących się łatwością adaptacji. Ponadto, uzyskane wyniki porównano z symplistyczną analizą drzewa błędów (FTA), a także wykazano znaczenie prowadzenia dokładnych obliczeń.
Źródło:: Eksploatacja i Niezawodność; 2017, 19, 1; 114-120
1507-2711
Pojawia się w:: Eksploatacja i Niezawodność
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Using hidden Markov models in signature recognition process
Autorzy:: Doroz, R.
Wróbel, K.
Powiązania:: https://bibliotekanauki.pl/articles/333622.pdf
Data publikacji:: 2012
Wydawca:: Uniwersytet Śląski. Wydział Informatyki i Nauki o Materiałach. Instytut Informatyki. Zakład Systemów Komputerowych
Tematy:: rozpoznawanie podpisu
ukryte modele Markowa
signature recognition
hidden Markov models
Opis:: This paper presents a method of recognition of handwritten signatures with the use of Hidden Markov Models (HMM). The method in question consists in describing each signature with a sequence of symbols. Sequences of symbols were generated on the basis of an analysis of local extremes determined on diagrams of dynamic features of signatures. For this purpose, the method proposed by G.K. Gupta and R.C. Joyce has been modified. The determined sequences were then used as input data for the HMM method. The studies were conducted with the use of the SVC2004 database. The results are competitive in relation to other methods known from the literature.
Źródło:: Journal of Medical Informatics & Technologies; 2012, 21; 75-84
1642-6037
Pojawia się w:: Journal of Medical Informatics & Technologies
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: Using multitype branching models to analyze bacterial pathogenicity
Autorzy:: Tahir, Daniah
Kaj, Ingemar
Bartoszek, Krzysztof
Majchrzak, Marta
Parniewski, Pawel
Sakowski, Sebastian
Powiązania:: https://bibliotekanauki.pl/articles/747904.pdf
Data publikacji:: 2020
Wydawca:: Polskie Towarzystwo Matematyczne
Tematy:: Markov models
branching processes
limit theorems
virulence factors
E. coli strains
Opis:: We apply multitype, continuous time, Markov branching models to study pathogenicity in E. coli, a bacterium belonging to the genus Escherichia. First, we examine briefly, the properties of multitype branching processes and we also survey some fundamental limit theorems regarding the behavior of such models under various conditions. These theorems are then applied to discrete, state dependent models, in order to analyze pathogenicity in a published clinical data set consisting of 251 strains of E. coli. We use well established methods, incorporating maximum likelihood techniques, to estimate speciation rates as well as the rates of transition between different states of the models. From the analysis, we not only derive new results, but we also verify some preexisting notions about virulent behavior in bacterial strains.
Źródło:: Mathematica Applicanda; 2020, 48
1730-2668
2299-4009
Pojawia się w:: Mathematica Applicanda
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 7.

Tytuł:: Cyclical Fluctuations in Transport. Turning Points Detection
Autorzy:: Dorosiewicz, Sławomir
Powiązania:: https://bibliotekanauki.pl/articles/504329.pdf
Data publikacji:: 2016
Wydawca:: Międzynarodowa Wyższa Szkoła Logistyki i Transportu
Tematy:: Cyclical fluctuations
transport
turning points
Bry Boschan Method
Hidde Markov Models
Opis:: This paper presents the preliminary analysis of the characteristics of cyclical fluctuations in the freight transport market in Poland. The aim of the analysis is to identify, based on the estimated turning points (using the Bry Boschan method, as well as Hidden Markov Models), expansion and contraction phases in freight transport. These results are compared with the business climate indicators calculated on the basis of survey research in the freight transport.
Źródło:: Logistics and Transport; 2016, 29, 1; 33-38
1734-2015
Pojawia się w:: Logistics and Transport
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 8.

Tytuł:: Tunneling Activities Detection Using Machine Learning Techniques
Autorzy:: Allard, F.
Dubois, R.
Gompel, P.
Morel, M.
Powiązania:: https://bibliotekanauki.pl/articles/309515.pdf
Data publikacji:: 2011
Wydawca:: Instytut Łączności - Państwowy Instytut Badawczy
Tematy:: cyberdefense
network security
decision trees
hidden Markov models
HTTPS tunnel
RandomForest
Opis:: Tunnel establishment, like HTTPS tunnel or related ones, between a computer protected by a security gateway and a remote server located outside the protected network is the most effective way to bypass the network security policy. Indeed, a permitted protocol can be used to embed a forbidden one until the remote server. Therefore, if the resulting information flow is ciphered, security standard tools such as application level gateways (ALG), firewalls, intrusion detection system (IDS), do not detect this violation. In this paper, we describe a statistical analysis of ciphered flows that allows detection of the carried inner protocol. Regarding the deployed security policy, this technology could be added in security tools to detect forbidden protocols usages. In the defence domain, this technology could help preventing information leaks through side channels. At the end of this article, we present a tunnel detection tool architecture and the results obtained with our approach on a public database containing real data flows.
Źródło:: Journal of Telecommunications and Information Technology; 2011, 1; 37-42
1509-4553
1899-8852
Pojawia się w:: Journal of Telecommunications and Information Technology
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 9.

Tytuł:: Time stability of the impact of institutions on economic growth and real convergence of the EU countries: implications from the hidden Markov models analysis
Autorzy:: Bernardelli, Michał
Próchniak, Mariusz
Witkowski, Bartosz
Powiązania:: https://bibliotekanauki.pl/articles/22444341.pdf
Data publikacji:: 2021
Wydawca:: Instytut Badań Gospodarczych
Tematy:: catching up
convergence
Bayesian model averaging
hidden Markov models
Viterbi path
Opis:: Research background: It is not straightforward to identify the role of institutions for the economic growth. The possible unknown or uncertain areas refer to nonlinearities, time stability, transmission channels, and institutional complementarities. The research problem tackled in this paper is the analysis of the time stability of the relationship between institutions and economic growth and real economic convergence. Purpose of the article: The article aims to verify whether the impact of the institutional environment on GDP dynamics was stable over time or diffed in various subperiods. The analysis covers the EU28 countries and the 1995?2019 period. Methods: We use regression equations with time dummies and interactions to assess the stability of the impact of institutions on economic growth. The analysis is based on the partially overlapping observations. The models are estimated with the use of Blundell and Bond?s GMM system estimator. The results are then averaged with the Bayesian Model Averaging (BMA) approach. Structural breaks are identified on the basis of the Hidden Markov Models (HMM). Findings & value added: The value added of the study is threefold. First, we use the HMM approach to find structural breaks. Second, the BMA method is applied to assess the robustness of the outcomes. Third, we show the potential of HMM in foresighting. The results of regression estimates indicate that good institution reflected in the greater scope of economic freedom and better governance lead to the higher economic growth of the EU countries. However, the impact of institutions on economic growth was not stable over time.
Źródło:: Equilibrium. Quarterly Journal of Economics and Economic Policy; 2021, 16, 2; 285-323
1689-765X
2353-3293
Pojawia się w:: Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 10.

Tytuł:: Modelling Inflation Using Markov Switching Models: Case of Poland, 1992 – 2005
Autorzy:: Białowolski, Piotr
Zwiernik, Piotr
Żochowski, Dawid
Powiązania:: https://bibliotekanauki.pl/articles/500116.pdf
Data publikacji:: 2011
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: Markov Switching Models
Inflation modelling
Leading Indicators
Opis:: We investigate inflation in Poland in the period of economic transition by examining the potential application of Markov Switching Models to model the inflation generating process in Poland. The time horizon of analysis was limited to the period between March 1992 and October 2005 defined as the process of disinflation, i.e. the process of continued decrease in inflation rates following the economic transition period in early 1990s which was accompanied by a high level of inflation. According to the Ball-Friedman hypothesis, variation of inflation during periods of high inflation can be unstable. Indeed, the results show that non-linear models significantly improve the description of inflation generating process in Poland. Apart from univariate Markov Models, we also use a model that incorporates inflation expectations measured by Future Inflation Indicator (FII). We find that the model, where lagged values of FII are included as exogenous variables is significantly better in modelling inflation than simple univariate Markov Model.
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2011, 86:Business Surveys, Business Cycles. Polish Contribution to the 30th CIRET Conference; 185-199
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

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