Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process’ intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculati...

Analysis and interpretation of the human electrocardiogram (ECG) is seriously impaired by high levels of noise and a wide variety of signal morphologies. These problems relate to the cardiac state of the patient and nature of the sensing process. A useful property, specific to the ECG signal in contrast to for instance EEG signals, is its evident cyclical nature. A typical ECG follows a fixed s...

We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHMM). There are five states describing the trend in first level. Second and third levels are abstract and concrete hidden Markov models to produce the observed patterns. To train the HHMM, we adapt a semi-supervised lea...

Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains for the modeling of short or medium size homogeneous zones along sequences but also enables the modeling of long zones with Markovian states. The...

Recently, a statistical speech synthesis system based on the hidden Markov model (HMM) has been proposed. In this system, spectrum, excitation, and duration of human speech are modeled simultaneously by context-dependent HMMs and speech parameter vector sequences are generated from the HMMs themselves. This system defines a speech synthesis problem in a generative model framework and solves it ...

  In this paper Semi-Markov models are used to forecast the triple dimensions of next earthquake occurrences. Each earthquake can be investigated in three dimensions including temporal, spatial and magnitude. Semi-Markov models can be used for earthquake forecasting in each arbitrary area and each area can be divided into several zones. In Semi-Markov models each zone can be considered as a sta...