Presentation | 2003/1/9 Rocognition of Time Series based on the Noise Reduction by using the Adaptive Filters and the Hodden Markov Model and its Applications Noboru TAKAGI, Shozo TOKINAGA, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | For the recognition of time series with colored noise based on the Hidden Markov Model, some extension of rdinary HMM is discused, but are bearing some problem, since in these methods the number of states increase exponentially, and sometime become untractable. Previpously, we proposed a noise reduction by using the adaptive filters, and then utilize conventional HMM procedure. In the report, we propose a hierarchical HMM for the recognition of economic time series based on the noise reduction. At first, the innovation is generated by using a prediction filter, and then we identify the noise assuming that the noise-less signal is mixed to noise using the adaptive filters. HMM which occurs in the inverse filtering. Catogirized symbols by the first stage og the HMM are delivered to the second stage of the HMM for the recognition of economic time series. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Noise Reduction / Adaptive filter / Noise Reduction / Innovation / Hierarchical Hidden Markov Model / Economic Time Series |
Paper # | DSP2002-177,SAT2002-127,RCS2002-246 |
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Committee | SAT |
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Conference Date | 2003/1/9(1days) |
Place (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Satellite Telecommunications (SAT) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Rocognition of Time Series based on the Noise Reduction by using the Adaptive Filters and the Hodden Markov Model and its Applications |
Sub Title (in English) | |
Keyword(1) | Noise Reduction |
Keyword(2) | Adaptive filter |
Keyword(3) | Noise Reduction |
Keyword(4) | Innovation |
Keyword(5) | Hierarchical Hidden Markov Model |
Keyword(6) | Economic Time Series |
1st Author's Name | Noboru TAKAGI |
1st Author's Affiliation | GranduateSchool of Economics, Kyushu Uniersity() |
2nd Author's Name | Shozo TOKINAGA |
2nd Author's Affiliation | GranduateSchool of Economics, Kyushu Uniersity |
Date | 2003/1/9 |
Paper # | DSP2002-177,SAT2002-127,RCS2002-246 |
Volume (vol) | vol.102 |
Number (no) | 547 |
Page | pp.pp.- |
#Pages | 6 |
Date of Issue |