Simulation of hidden Markov models with EXCEL

被引：4

作者：

Laverty, WH ^{[1
]}

Miket, MJ ^{[1
]}

Kelly, IW ^{[1
]}

机构：

[1] Univ Saskatchewan, Dept Math & Stat, Saskatoon, SK S7N 5E6, Canada

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2002年 / 51卷

关键词：

applications of EXCEL; hidden Markov models; normal and Poisson probabilities; simulation;

D O I：

10.1111/1467-9884.00296

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper demonstrates the use of functions provided by EXCEL for simulation of two types of hidden Markov models. The graphical capabilities of EXCEL are then used to visualize the simulated models. The power of spreadsheet simulation comes through the fact that any change in the parameters defining a hidden Markov model can be seen immediately in the simulated observations and in the graphs. This can be a very valuable aid in the understanding of hidden Markov models. The paper should be accessible and useful to anyone who has some knowledge of EXCEL and basic probability concepts. Two applications are included.

引用

页码：31 / 40

页数：10

共 50 条

[1] Markov models - hidden Markov models
Grewal, Jasleen K.
Krzywinski, Martin
Altman, Naomi
NATURE METHODS, 2019, 16 (09) : 795 - 796
[2] Markov models — hidden Markov models
Jasleen K. Grewal
Martin Krzywinski
Naomi Altman
Nature Methods, 2019, 16 : 795 - 796
[3] Markov Chain Monte Carlo Simulation for Bayesian Hidden Markov Models
Chan, Lay Guat
Ibrahim, Adriana Irawati Nur Binti
4TH INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2016), 2016, 1782
[4] Perfect posterior simulation for mixture and hidden Markov models
Berthelsen, Kasper K.
Breyer, Laird A.
Roberts, Gareth O.
LMS JOURNAL OF COMPUTATION AND MATHEMATICS, 2010, 13 : 246 - 259
[5] Hidden Markov models
Eddy, SR
CURRENT OPINION IN STRUCTURAL BIOLOGY, 1996, 6 (03) : 361 - 365
[6] A simulation based algorithm for optimal quantization of hidden Markov models
Tadic, VB
Doucet, A
2003 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY - PROCEEDINGS, 2003, : 482 - 482
[7] Continuous-time Hidden Markov models in Network Simulation
Tang Bo
Tan Xiaobin
Yin Baoqun
2008 IEEE INTERNATIONAL SYMPOSIUM ON KNOWLEDGE ACQUISITION AND MODELING WORKSHOP PROCEEDINGS, VOLS 1 AND 2, 2008, : 667 - 670
[8] Feature Selection for Hidden Markov Models and Hidden Semi-Markov Models
Adams, Stephen
Beling, Peter A.
Cogill, Randy
IEEE ACCESS, 2016, 4 : 1642 - 1657
[9] Markov models - training and evaluation of hidden Markov models
Grewal, Jasleen K.
Krzywinski, Martin
Altman, Naomi
NATURE METHODS, 2020, 17 (02) : 121 - 122
[10] Markov models — training and evaluation of hidden Markov models
Jasleen K. Grewal
Martin Krzywinski
Naomi Altman
Nature Methods, 2020, 17 : 121 - 122

← 1 2 3 4 5 →