NDLI: Methods to Window Data to Differentiate Between Markov Models

Content Provider	IEEE Xplore Digital Library
Author	Schwier, J.M. Brooks, R.R. Griffin, C.
Copyright Year	1996
Abstract	In this paper, we consider how we can detect patterns in data streams that are serial Markovian, where target behaviors are Markovian, but targets may switch from one Markovian behavior to another. We want to reliably and promptly detect behavior changes. Traditional Markov-model-based pattern detection approaches, such as hidden Markov models, use maximum likelihood techniques over the entire data stream to detect behaviors. To detect changes between behaviors, we use statistical pattern matching calculations performed on a sliding window of data samples. If the window size is very small, the system will suffer from excessive false-positive rates. If the window is very large, change-point detection is delayed. This paper finds both necessary and sufficient bounds on the window size. We present two methods of calculating window sizes based on the state and transition structures of the Markov models. Two application examples are presented to verify our results. Our first example problem uses simulations to illustrate the utility of the proposed approaches. The second example uses models extracted from a database of consumer purchases to illustrate their use in a real application.
Page Count	14
File Size	786005
Starting Page	650
Ending Page	663
File Format	PDF
ISSN	10834419
Volume Number	41
Issue Number	3
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-06-01
Publisher Place	U.S.A.
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Markov processes Data models Hidden Markov models Computational efficiency Complexity theory Probability distribution Switches window size Change-point detection Markov models pattern recognition
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Information Systems Electrical and Electronic Engineering Human-Computer Interaction Computer Science Applications Software

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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