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Physical Sciences and Mathematics Commons

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Applied Mathematics

UNLV Theses, Dissertations, Professional Papers, and Capstones

Theses/Dissertations

Abhinav thesis; Computer simulation; Hidden Markov model; Hidden semi-Markov model; HSMM; Implementation of HSMM; Markov processes; Mathematical models; Semi-Markov; Stochastic processes

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Implementation Of Hidden Semi-Markov Models, Nagendra Abhinav Dasu May 2011

Implementation Of Hidden Semi-Markov Models, Nagendra Abhinav Dasu

UNLV Theses, Dissertations, Professional Papers, and Capstones

One of the most frequently used concepts applied to a variety of engineering and scientific studies over the recent years is that of a Hidden Markov Model (HMM). The Hidden semi-Markov model (HsMM) is contrived in such a way that it does not make any premise of constant or geometric distributions of a state duration. In other words, it allows the stochastic process to be a semi-Markov chain. Each state can have a collection of observations and the duration of each state is a variable. This allows the HsMM to be used extensively over a range of applications. Some of …