Asynchronous Hidden Markov Model method and system
US7433820B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | May 12, 2004 |
| Grant date | Oct 7, 2008 |
| Priority date | — |
| Expiry date | Aug 31, 2026 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F18/295
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A system, method and program storage device implementing a method for modeling a data generating process, wherein the modeling comprises observing a data sequence comprising irregularly sampled data, obtaining an observation sequence based on the observed data sequence, assigning a time index sequence to the data sequence, obtaining a hidden state sequence of the data sequence, and decoding the data sequence based on a combination of the time index sequence and the hidden state sequence to model the data sequence. The method further comprises assigning a probability distribution over time stamp values of the observation sequence, wherein the decoding comprises using a Hidden Markov Model. The method further comprises using an expectation maximization methodology to learn the Hidden Markov Model.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.