Made available in DSpace on 2016-03-22T17:26:22Z (GMT). No. of bitstreams: 1 dm2_Luciano_vargas.pdf: 637463 bytes, checksum: b08b63e8c6a347cd2c86fc24fdfd8986 (MD5) Previous issue date: 2009-03-31 / The study and development of systems to control interactions in multiagent systems is an open problem in Artificial Intelligence. The system of social exchange values of Piaget is a social approach that allows for the foundations of the modeling of interactions between agents, where the interactions are seen as service exchanges between pairs of agents, with the evaluation of the realized or received services, thats is, the investments and profits in the exchange, and credits and debits to be charged or received, respectively, in future exchanges. This evaluation may be performed in different ways by the agents, considering that they may have different exchange personality traits. In an exchange process along the time, the different ways in the evaluation of profits and losses may cause disequilibrium in the exchange balances, where some agents may accumulate profits and others accumulate losses. To solve the exchange equilibrium problem, we use the Partially Observable Markov Decision Processes (POMDP) to help the agent decision of actions that can lead to the equilibrium of the social exchanges. Then, each agent has its own internal process to evaluate its current balance of the results of the exchange process between the other agents, observing its internal state, and with the observation of its partner s exchange behavior, it is able to deliberate on the best action it should perform in order to get the equilibrium of the exchanges. Considering an open multiagent system, it is necessary a mechanism to recognize the different personality traits, to build the POMDPs to manage the exchanges between the pairs of agents. This recognizing task is done by Hidden Markov Models (HMM), which, from models of known personality traits, can approximate the personality traits of the new partners, just by analyzing observations done on the agent behaviors in exchanges. The aim of this work is to develop an hybrid agent architecture for the self-regulation of social exchanges between personalitybased agents in a open multiagent system, based in the BDI (Beliefs, Desires, Intentions) architecture, where the agent plans are obtained from optimal policies of POMDPs, which model personality traits that are recognized by HMMs. To evaluate the proposed approach some simulations were done considering (known or new) different personality traits / O estudo e desenvolvimento de sistemas para o controle de interações em sistemas multiagentes é um tema em aberto dentro da Inteligência Artificial. O sistema de valores de trocas sociais de Piaget é uma abordagem social que possibilita fundamentar a modelagem de interações de agentes, onde as interações são vistas como trocas de serviços entre pares de agentes, com a valorização dos serviços realizados e recebidos, ou seja, investimentos e ganhos na troca realizada, e, também os créditos e débitos a serem cobrados ou recebidos, respectivamente, em trocas futuras. Esta avaliação pode ser realizada de maneira diferenciada pelos agentes envolvidos, considerando que estes apresentam traços de personalidade distintos. No decorrer de processo de trocas sociais a forma diferenciada de avaliar os ganhos e perdas nas interações pode causar desequilíbrio nos balanços de trocas dos agentes, onde alguns agentes acumulam ganhos e outros acumulam perdas. Para resolver a questão do equilíbrio das trocas, encontrou-se nos Processos de Decisão de Markov Parcialmente Observáveis (POMDP) uma metodologia capaz de auxiliar a tomada de decisões de cursos de ações na busca do equilíbrio interno dos agentes. Assim, cada agente conta com um mecanismo próprio para avaliar o seu estado interno, e, de posse das observações sobre o comportamento de troca dos parceiros, torna-se apto para deliberar sobre as melhores ações a seguir na busca do equilíbrio interno para o par de agentes. Com objetivo de operar em sistema multiagentes aberto, torna-se necessário um mecanismo para reconhecer os diferentes traços de personalidade, viabilizando o uso de POMDPs nestes ambientes. Esta tarefa de reconhecimento é desempenhada pelos Modelos de Estados Ocultos de Markov (HMM), que, a partir de modelos de traços de personalidade conhecidos, podem inferir os traços aproximados de novos parceiros de interações, através das observações sobre seus comportamentos nas trocas. O objetivo deste trabalho é desenvolver uma arquitetura de agentes híbrida para a auto-regulação de trocas sociais entre agentes baseados em traços de personalidade em sistemas multiagentes abertos. A arquitetura proposta é baseada na arquitetura BDI (Beliefs, Desires, Intentions), onde os planos dos agentes são obtidos através de políticas ótimas de POMDPs, que modelam traços de personalidade reconhecidos através de HMMs. Para avaliar a proposta, foram realizadas simulações envolvendo traços de personalidade conhecidos e novos traços

Speech segmentation is the process of identifying the boundaries between words, syllables or phones in the recorded waveforms of spoken natural languages. The lowest level of speech segmentation is the breakup and classification of the sound signal into a string of phones. The difficulty of this problem is compounded by the phenomenon of co-articulation of speech sounds. The classical solution to this problem is to manually label and segment spectrograms. In the first step of this two step process, a trained person listens to a speech signal, recognizes the word and phone sequence, and roughly determines the position of each phonetic boundary. The second step involves examining several features of the speech signal to place a boundary mark at the point where these features best satisfy a certain set of conditions specific for that kind of phonetic boundary. Manual segmentation of speech into phones is a highly time-consuming and painstaking process. Required for a variety of applications, such as acoustic analysis, or building speech synthesis databases for high-quality speech output systems, the time required to carry out this process for even relatively small speech databases can rapidly accumulate to prohibitive levels. This calls for automating the segmentation process. The state-of-art segmentation techniques use Hidden Markov Models (HMM) for phone states. They give an average accuracy of over 95% within 20 ms of manually obtained boundaries. However, HMM based methods require large training data for good performance. Another major disadvantage of such speech recognition based segmentation techniques is that they cannot handle very long utterances, Which are necessary for prosody modeling in speech synthesis applications. Development of Text to Speech (TTS) systems in Indian languages has been difficult till date owing to the non-availability of sizeable segmented speech databases of good quality. Further, no prosody models exist for most of the Indian languages. Therefore, long utterances (at the paragraph level and monologues) have been recorded, as part of this work, for creating the databases. This thesis aims at automating segmentation of very long speech sentences recorded for the application of corpus-based TTS synthesis for multiple Indian languages. In this explicit segmentation problem, we need to force align boundaries in any utterance from its known phonetic transcription. The major disadvantage of forcing boundary alignments on the entire speech waveform of a long utterance is the accumulation of boundary errors. To overcome this, we force boundaries between 2 known phones (here, 2 successive stop consonants are chosen) at a time. Here, the approach used is silence detection as a marker for stop consonants. This method gives around 89% (for Hindi database) accuracy and is language independent and training free. These stop consonants act as anchor points for the next stage. Two methods for explicit segmentation have been proposed. Both the methods rely on the accuracy of the above stop consonant detection stage. Another common stage is the recently proposed implicit method which uses Bach scale filter bank to obtain the feature vectors. The Euclidean Distance of the Mean of the Logarithm (EDML) of these feature vectors shows peaks at the point where the spectrum changes. The method performs with an accuracy of 87% within 20 ms of manually obtained boundaries and also achieves a low deletion and insertion rate of 3.2% and 21.4% respectively, for 100 sentences of Hindi database. The first method is a three stage approach. The first is the stop consonant detection stage followed by the next, which uses Quatieri’s sinusoidal model to classify sounds as voiced/unvoiced within 2 successive stop consonants. The final stage uses the EDML function of Bach scale feature vectors to further obtain boundaries within the voiced and unvoiced regions. It gives a Frame Error Rate (FER) of 26.1% for Hindi database. The second method proposed uses duration statistics of the phones of the language. It again uses the EDML function of Bach scale filter bank to obtain the peaks at the phone transitions and uses the duration statistics to assign probability to each peak being a boundary. In this method, the FER performance improves to 22.8% for the Hindi database. Both the methods are equally promising for the fact that they give low frame error rates. Results show that the second method outperforms the first, because it incorporates the knowledge of durations. For the proposed approaches to be useful, manual interventions are required at the output of each stage. However, this intervention is less tedious and reduces the time taken to segment each sentence by around 60% as compared to the time taken for manual segmentation. The approaches have been successfully tested on 3 different languages, 100 sentences each -Kannada, Tamil and English (we have used TIMIT database for validating the algorithms). In conclusion, a practical solution to the segmentation problem is proposed. Also, the algorithm being training free, language independent (ES-SABSF method) and speaker independent makes it useful in developing TTS systems for multiple languages reducing the segmentation overhead. This method is currently being used in the lab for segmenting long Kannada utterances, spoken by reading a set of 1115 phonetically rich sentences.

Στο κεφάλαιο 1 παρουσιάζεται μία γενική επισκόπηση της αυτόματης αναγνώρισης γενικευμένων ακουστικών γεγονότων. Επιπλέον συζητάμε τις εφαρμογές της τεχνολογίας αναγνώρισης ακουστικού σήματος και δίνουμε μία σύντομη περιγραφή του state of the art. Τέλος, αναφέρουμε τη συνεισφορά της διατριβής. Στο κεφάλαιο 2 εισάγουμε τον αναγνώστη στο χώρο της επεξεργασίας ακουστικών σημάτων που δε περιλαμβάνουν ομιλία. Παρουσιάζονται οι σύγχρονες προσεγγίσεις όσον αφορά στις μεθοδολογίες εξαγωγής χαρακτηριστικών και αναγνώρισης προτύπων. Στο κεφάλαιο 3 προτείνεται ένα καινοτόμο σύστημα αναγνώρισης ήχων ειδικά σχεδιασμένο για το χώρο των ηχητικών γεγονότων αστικού περιβάλλοντος και αναλύεται ο σχεδιασμός της αντίστοιχης βάσης δεδομένων. Δημιουργήθηκε μία ιεραρχική πιθανοτική δομή μαζί με δύο ομάδες ακουστικών παραμέτρων που οδηγούν σε υψηλή ακρίβεια αναγνώρισης. Στο κεφάλαιο 4 ερευνάται η χρήση της τεχνικής πολλαπλών αναλύσεων όπως εφαρμόζεται στο πρόβλημα της διάκρισης ομιλίας/μουσικής. Στη συνέχεια η τεχνική αυτή χρησιμοποιήθηκε για τη δημιουργία ενός συστήματος το οποίο συνδυάζει χαρακτηριστικά από διαφορετικά πεδία με στόχο την αποδοτική ανάλυση online ραδιοφωνικών σημάτων. Στο κεφάλαιο 5 προτείνεται ένα σύστημα το οποίο εντοπίζει μη-τυπικές καταστάσεις σε περιβάλλον σταθμού μετρό με στόχο να βοηθήσει το εξουσιοδοτημένο προσωπικό στην συνεχή επίβλεψη του χώρου. Στο κεφάλαιο 6 προτείνεται ένα προσαρμοζόμενο σύστημα για ακουστική παρακολούθηση εν δυνάμει καταστροφικών καταστάσεων ικανό να λειτουργεί κάτω από διαφορετικά περιβάλλοντα. Δείχνουμε ότι το σύστημα επιτυγχάνει υψηλή απόδοση και μπορεί να προσαρμόζεται αυτόνομα σε ετερογενείς ακουστικές συνθήκες. Στο κεφάλαιο 7 ερευνάται η χρήση της μεθόδου ανίχνευσης καινοτομίας για ακουστική επόπτευση κλειστών και ανοιχτών χώρων. Ηχογραφήθηκε μία βάση δεδομένων πραγματικού κόσμου και προτείνονται τρεις πιθανοτικές τεχνικές. Στο κεφάλαιο 8 παρουσιάζεται μία καινοτόμα μεθοδολογία για αναγνώριση γενικευμένου ακουστικού σήματος που οδηγεί σε υψηλή ακρίβεια αναγνώρισης. Εκμεταλλευόμαστε τα πλεονεκτήματα της χρονικής συγχώνευσης χαρακτηριστικών σε συνδυασμό με μία παραγωγική τεχνική κατηγοριοποίησης. / The dissertation is outlined as followed: In chapter 1 we present a general overview of the task of automatic recognition of sound events. Additionally we discuss the applications of the generalized audio signal recognition technology and we give a brief description of the state of the art. Finally we mention the contribution of the thesis. In chapter 2 we introduce the reader to the area of non speech audio processing. We provide the current trend in the feature extraction methodologies as well as the pattern recognition techniques. In chapter 3 we analyze a novel sound recognition system especially designed for addressing the domain of urban environmental sound events. A hierarchical probabilistic structure was constructed along with a combined set of sound parameters which lead to high accuracy. chapter 4 is divided in the following two parts: a) we explore the usage of multiresolution analysis as regards the speech/music discrimination problem and b) the previously acquired knowledge was used to build a system which combined features of different domains towards efficient analysis of online radio signals. In chapter 5 we exhaustively experiment on a new application of the sound recognition technology, space monitoring based on the acoustic modality. We propose a system which detects atypical situations under a metro station environment towards assisting the authorized personnel in the space monitoring task. In chapter 6 we propose an adaptive framework for acoustic surveillance of potentially hazardous situations under environments of different acoustic properties. We show that the system achieves high performance and has the ability to adapt to heterogeneous environments in an unsupervised way. In chapter 7 we investigate the usage of the novelty detection method to the task of acoustic monitoring of indoor and outdoor spaces. A database with real-world data was recorded and three probabilistic techniques are proposed. In chapter 8 we present a novel methodology for generalized sound recognition that leads to high recognition accuracy. The merits of temporal feature integration as well as multi domain descriptors are exploited in combination with a state of the art generative classification technique.

L’objectif de cette thèse est de proposer des solutions et améliorations de performance à certains problèmes de sélection des paramètres acoustiques pertinents dans le cadre de la reconnaissance de la parole. Ainsi, notre première contribution consiste à proposer une nouvelle méthode de sélection de paramètres pertinents fondée sur un développement exact de la redondance entre une caractéristique et les caractéristiques précédemment sélectionnées par un algorithme de recherche séquentielle ascendante. Le problème de l’estimation des densités de probabilités d’ordre supérieur est résolu par la troncature du développement théorique de cette redondance à des ordres acceptables. En outre, nous avons proposé un critère d’arrêt qui permet de fixer le nombre de caractéristiques sélectionnées en fonction de l’information mutuelle approximée à l’itération j de l’algorithme de recherche. Cependant l’estimation de l’information mutuelle est difficile puisque sa définition dépend des densités de probabilités des variables (paramètres) dans lesquelles le type de ces distributions est inconnu et leurs estimations sont effectuées sur un ensemble d’échantillons finis. Une approche pour l’estimation de ces distributions est basée sur la méthode de l’histogramme. Cette méthode exige un bon choix du nombre de bins (cellules de l’histogramme). Ainsi, on a proposé également une nouvelle formule de calcul du nombre de bins permettant de minimiser le biais de l’estimateur de l’entropie et de l’information mutuelle. Ce nouvel estimateur a été validé sur des données simulées et des données de parole. Plus particulièrement cet estimateur a été appliqué dans la sélection des paramètres MFCC statiques et dynamiques les plus pertinents pour une tâche de reconnaissance des mots connectés de la base Aurora2. / The objective of this thesis is to propose solutions and performance improvements to certain problems of relevant acoustic features selection in the framework of the speech recognition. Thus, our first contribution consists in proposing a new method of relevant feature selection based on an exact development of the redundancy between a feature and the feature previously selected using Forward search algorithm. The estimation problem of the higher order probability densities is solved by the truncation of the theoretical development of this redundancy up to acceptable orders. Moreover, we proposed a stopping criterion which allows fixing the number of features selected according to the mutual information approximated at the iteration J of the search algorithm. However, the mutual information estimation is difficult since its definition depends on the probability densities of the variables (features) in which the type of these distributions is unknown and their estimates are carried out on a finite sample set. An approach for the estimate of these distributions is based on the histogram method. This method requires a good choice of the bin number (cells of the histogram). Thus, we also proposed a new formula of computation of bin number that allows minimizing the estimator bias of the entropy and mutual information. This new estimator was validated on simulated data and speech data. More particularly, this estimator was applied in the selection of the static and dynamic MFCC parameters that were the most relevant for a recognition task of the connected words of the Aurora2 base.

No description available.

La classe des modèles à chaîne de Markov cachée (HMM, Hidden Markov Models) permet, entre autres, de modéliser des données financières. Par exemple, dans ce type de modèle, la distribution du rendement sur un actif financier est exprimée en fonction d'une variable non-observée, une chaîne de Markov, qui représente la volatilité de l'actif. Notons que les dynamiques de cette volatilité sont difficiles à reproduire, car la volatilité est très persistante dans le temps. Les HMM ont la particularité de permettre une variation de la volatilité selon les états de la chaîne de Markov. Historiquement, ces modèles ont été estimés avec un nombre faible de régimes (états), car le nombre de paramètres à estimer explose rapidement avec le nombre de régimes et l'optimisation devient vite difficile. Pour résoudre ce problème une nouvelle sous-classe de modèles à chaîne de Markov cachée, dite à haute dimension, a vu le jour grâce aux modèles dits factoriels et à de nouvelles méthodes de paramétrisation de la matrice de transition. L'objectif de cette thèse est d'étendre cette classe de modèles avec de nouvelles approches plus générales et de montrer leurs applications dans le domaine financier. Dans sa première partie, cette thèse formalise la classe des modèles factoriels à chaîne de Markov cachée et étudie les propriétés théoriques de cette classe de modèles. Dans ces modèles, la dynamique de la volatilité dépend d'une chaîne de Markov latente de haute dimension qui est construite en multipliant des chaînes de Markov de dimension plus faible, appelées composantes. Cette classe englobe les modèles factoriels à chaîne de Markov cachée précédemment proposés dont les composantes sont de dimension deux. Le modèle MDSV (Multifractal Discrete Stochastic Volatility) est introduit afin de pouvoir considérer des composantes de dimension supérieure à deux, généralisant ainsi les modèles factoriels existants. La paramétrisation particulière de ce modèle lui offre suffisamment de flexibilité pour reproduire différentes allures de décroissance de la fonction d'autocorrélation, comme celles qui sont observées sur les données financières. Un cadre est également proposé pour modéliser séparément ou simultanément les données de rendements financiers et de variances réalisées. Une analyse empirique sur 31 séries d'indices financiers montre que le modèle MDSV présente de meilleures performances en termes d'estimation et de prévision par rapport au modèle realized EGARCH. La modélisation par l'entremise des modèles factoriels à chaîne de Markov cachée nécessite qu'on définisse le nombre N de composantes à multiplier et cela suppose qu'il n'existe pas d'incertitude lié à ce nombre. La seconde partie de cette thèse propose, à travers une approche bayésienne, le modèle iFHMV (infinite Factorial Hidden Markov Volatility) qui autorise les données à déterminer le nombre de composantes nécessaires à leur modélisation. En s'inspirant du processus du buffet indien (IBP, Indian Buffet Process), un algorithme est proposé pour estimer ce modèle, sur les données de rendements financiers. Une analyse empirique sur les données de deux indices financiers et de deux actions permet de remarquer que le modèle iFHMV intègre l'incertitude liée au nombre de composantes pour les estimations et les prévisions. Cela lui permet de produire de meilleures prévisions par rapport à des modèles de référence. / Hidden Markov Models (HMMs) are popular tools to interpret, model and forecast financial data. In these models, the return dynamics on a financial asset evolve according to a non-observed variable, a Markov chain, which generally represents the volatility of the asset. This volatility is notoriously difficult to reproduce with statistical models as it is very persistent in time. HMMs allow the volatility to vary according to the states of a Markov chain. Historically, these models are estimated with a very small number of regimes (states), because the number of parameters to be estimated grows quickly with the number of regimes and the optimization becomes difficult. The objective of this thesis is to propose a general framework to construct HMMs with a richer state space and a higher level of volatility persistence. In the first part, this thesis studies a general class of high-dimensional HMMs, called factorial HMMs, and derives its theoretical properties. In these models, the volatility is linked to a high-dimensional Markov chain built by multiplying lower-dimensional Markov chains, called components. We discuss how previously proposed models based on two-dimensional components adhere to the factorial HMM framework. Furthermore, we propose a new process---the Multifractal Discrete Stochastic Volatility (MDSV) process---which generalizes existing factorial HMMs to dimensions larger than two. The particular parametrization of the MDSV model allows for enough flexibility to reproduce different decay rates of the autocorrelation function, akin to those observed on financial data. A framework is also proposed to model financial log-returns and realized variances, either separately or jointly. An empirical analysis on 31 financial indices reveals that the MDSV model outperforms the realized EGARCH model in terms of fitting and forecasting performance. Our MDSV model requires us to pre-specify the number of components and assumes that there is no uncertainty on that number. In the second part of the thesis, we propose the infinite Factorial Hidden Markov Volatility (iFHMV) model as part of a Bayesian framework to let the data drive the selection of the number of components and take into account the uncertainty related to the number of components in the fitting and forecasting procedure. We also develop an algorithm inspired by the Indian Buffet Process (IBP) to estimate the iFHMV model on financial log-returns. Empirical analyses on two financial indices and two stocks show that the iFHMV model outperforms popular benchmarks in terms of forecasting performance.

The use of autonomous robots in our society is increasing every day and a robot is no longer seen as a tool but as a team member. The robots are now working side by side with us and provide assistance during dangerous operations where humans otherwise are at risk. This development has in turn increased the need of robots with more human-awareness. Therefore, this master thesis aims at contributing to the enhancement of human-aware robotics. Specifically, we are investigating the possibilities of equipping autonomous robots with the capability of assessing and detecting activities in human teams. This capability could, for instance, be used in the robot's reasoning and planning components to create better plans that ultimately would result in improved human-robot teamwork performance. we propose to improve existing teamwork activity recognizers by adding intangible features, such as stress, motivation and focus, originating from human behavior models. Hidden markov models have earlier been proven very efficient for activity recognition and have therefore been utilized in this work as a method for classification of behaviors. In order for a robot to provide effective assistance to a human team it must not only consider spatio-temporal parameters for team members but also the psychological.To assess psychological parameters this master thesis suggests to use the body signals of team members. Body signals such as heart rate and skin conductance. Combined with the body signals we investigate the possibility of using System Dynamics models to interpret the current psychological states of the human team members, thus enhancing the human-awareness of a robot. / Användningen av autonoma robotar i vårt samhälle ökar varje dag och en robot ses inte längre som ett verktyg utan som en gruppmedlem. Robotarna arbetar nu sida vid sida med oss och ger oss stöd under farliga arbeten där människor annars är utsatta för risker. Denna utveckling har i sin tur ökat behovet av robotar med mer människo-medvetenhet. Därför är målet med detta examensarbete att bidra till en stärkt människo-medvetenhet hos robotar. Specifikt undersöker vi möjligheterna att utrusta autonoma robotar med förmågan att bedöma och upptäcka olika beteenden hos mänskliga lag. Denna förmåga skulle till exempel kunna användas i robotens resonemang och planering för att ta beslut och i sin tur förbättra samarbetet mellan människa och robot. Vi föreslår att förbättra befintliga aktivitetsidentifierare genom att tillföra förmågan att tolka immateriella beteenden hos människan, såsom stress, motivation och fokus. Att kunna urskilja lagaktiviteter inom ett mänskligt lag är grundläggande för en robot som ska vara till stöd för laget. Dolda markovmodeller har tidigare visat sig vara mycket effektiva för just aktivitetsidentifiering och har därför använts i detta arbete. För att en robot ska kunna ha möjlighet att ge ett effektivt stöd till ett mänskligtlag måste den inte bara ta hänsyn till rumsliga parametrar hos lagmedlemmarna utan även de psykologiska. För att tyda psykologiska parametrar hos människor förespråkar denna masteravhandling utnyttjandet av mänskliga kroppssignaler. Signaler så som hjärtfrekvens och hudkonduktans. Kombinerat med kroppenssignalerar påvisar vi möjligheten att använda systemdynamiksmodeller för att tolka immateriella beteenden, vilket i sin tur kan stärka människo-medvetenheten hos en robot. / <p>The thesis work was conducted in Stockholm, Kista at the department of Informatics and Aero System at Swedish Defence Research Agency.</p>