Metrics and Similarity Measures for Hidden Markov Models
Proceedings of the Seventh International Conference on Intelligent Systems for Molecular Biology
A Hidden Markov Model-Based Approach to Sequential Data Clustering
Proceedings of the Joint IAPR International Workshop on Structural, Syntactic, and Statistical Pattern Recognition
A sequential pruning strategy for the selection of the number of states in hidden Markov models
Pattern Recognition Letters
ICDAR '01 Proceedings of the Sixth International Conference on Document Analysis and Recognition
Investigating Hidden Markov Models' Capabilities in 2D Shape Classification
IEEE Transactions on Pattern Analysis and Machine Intelligence
A unified framework for model-based clustering
The Journal of Machine Learning Research
Probabilistic model-based clustering of complex data
Probabilistic model-based clustering of complex data
Integrating Hidden Markov Models and Spectral Analysis for Sensory Time Series Clustering
ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
Short communication: Variable space hidden Markov model for topic detection and analysis
Knowledge-Based Systems
Predictive Model for Internet Public Opinion
FSKD '07 Proceedings of the Fourth International Conference on Fuzzy Systems and Knowledge Discovery - Volume 03
A prediction algorithm for time series based on adaptive model selection
Expert Systems with Applications: An International Journal
Average divergence distance as a statistical discrimination measure for hidden Markov models
IEEE Transactions on Audio, Speech, and Language Processing
IEEE Transactions on Multimedia
Discovery of high-level tasks in the operating room
Journal of Biomedical Informatics
Margin-maximizing classification of sequential data with infinitely-long temporal dependencies
Expert Systems with Applications: An International Journal
Review: Cloud computing service composition: A systematic literature review
Expert Systems with Applications: An International Journal
Hi-index | 12.05 |
Hidden Markov model (HMM) has been found useful in modeling complex time series in various applications. An appropriate distance measure between two HMMs is of theoretical interests and it is also important in HMM-based applications. Kullback-Leibler (KL) and modified KL are usually used as distance measures between two HMMs. However, these measures do not satisfy the necessary properties of a distance measure, such as the triangle inequality. A novel distance measure, which is based on the HMM stationary cumulative distribution function, is proposed to discriminate two HMMs. It is proved that the measure can fulfill the properties requirements. The distance measure is evaluated by making comparisons to KL distance in experiments on a series of models. Also clustering on both synthesized data and real world data is performed with the new distance and KL distance, respectively. The results show that the proposed distance is more effective and reasonable in discriminating HMMs.