Application of the Hidden Markov Model for Innovative Projects "Viability" Analysis

被引：0
|
作者：
Rashidov, Aleksandr R. [1 ]
Shmidt, Igor A. [1 ]
机构：
[1] Perm Natl Res Polytech Univ, MMA Dept, Perm, Russia
来源：
PROCEEDINGS OF THE XIX IEEE INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND MEASUREMENTS (SCM 2016) | 2016年
关键词：
Innovative project; Markov process; Hidden Markov model; Baum-Welch algorithm; project "viability;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This article deals with determining of innovative projects "viability". "Viability" is the probability of innovative project being implemented. Hidden Markov Models are used for evaluation of this factor. The problem of determining parameters of model, which produce given data sequence with the highest probability, are solving in this research. The Baum-Welch algorithm which is one implementation of Expectation-Maximization algorithm is used at this research for calculating model parameters. At the end part of the article mathematical basics for practical implementation are given (in particular mathematical description of the algorithm and implementation methods for Markov models).
引用
收藏
页码：441 / 443
页数：3
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