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Behavior Detection using Confidence Intervals of Hidden Markov Models

Journal Article · · IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
OSTI ID:964702

Markov models are commonly used to analyze real-world problems. Their combination of discrete states and stochastic transitions is suited to applications with deterministic and stochastic components. Hidden Markov Models (HMMs) are a class of Markov model commonly used in pattern recognition. Currently, HMMs recognize patterns using a maximum likelihood approach. One major drawback with this approach is that data observations are mapped to HMMs without considering the number of data samples available. Another problem is that this approach is only useful for choosing between HMMs. It does not provide a criteria for determining whether or not a given HMM adequately matches the data stream. In this work, we recognize complex behaviors using HMMs and confidence intervals. The certainty of a data match increases with the number of data samples considered. Receiver Operating Characteristic curves are used to find the optimal threshold for either accepting or rejecting a HMM description. We present one example using a family of HMM's to show the utility of the proposed approach. A second example using models extracted from a database of consumer purchases provides additional evidence that this approach can perform better than existing techniques.

Research Organization:
Oak Ridge National Laboratory (ORNL)
Sponsoring Organization:
ME USDOE - Office of Management, Budget, and Evaluation; ORNL work for others; ORNL other overhead
DOE Contract Number:
AC05-00OR22725
OSTI ID:
964702
Journal Information:
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, Journal Name: IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Country of Publication:
United States
Language:
English

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