Mathematical Problems in Engineering / 2017 / Article / Tab 4

Research Article

Efficient and Effective Learning of HMMs Based on Identification of Hidden States

Table 4

Identification results on identifiable HMMs.

TypeMethod# Iters.Time (s) selectPara. Dist.Conv. (%)Identi. (%)

Pers.BW151054Min. AIC1.670.0280.1545.5688.89
Correct 0.000.0580.0216.1166.67
SCT44DBI0.000.0120.00100

Tran.BW221276Min. AIC1.000.0140.08100100
Correct 0.000.0120.0175.56100
SCT85DBI0.000.0110.01100

Hybr.BW19891Min. AIC1.750.0080.1988100
Correct 0.000.0070.0036.50100
SCT105DBI0.000.0070.00100

Iters.: average number of iterations; Conv. : rate of convergence; Identi. : percentage of identification; : unit log-likelihood difference between the true models and the learned model on test-sets; Para. Dist.: parameter distance; Pers.: Persistent; Tran.: Transient-cyclic; Hybr.: Hybrid. Note that, for the BW, when calculating , , and Para. Dist., the learned model is the best one selected from the repeated random models.

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