People have been trying to predict the stock marketsince its inception and financial investors have made it theirprofession. What makes predicting the stock market such ahard task is its seemingly random dependency on everythingfrom Elon Musks tweets to future earnings. Machine learninghandles this apparent randomness with ease and we will try itout by implementing a Hidden Markov Model. We will modeltwo different stocks, Tesla, Inc. and Coca-Cola Company, andtry using the forecasted prices as a template for a simple tradingalgorithm. We used an approach of calculating the log-likelihoodof preceding observations and correlated it with the log-likelihoodof all the preceding subsequences of equivalent size by turningthe time window by one day in the past. The results show thatmodeling two stocks of different volatility is possible, but usingthe result as a template for trading came back inconclusive withless than 50 percent successful trades for both of the modelledstocks. / Människor har försökt förutsäga aktiemarknaden sedan starten och finansiella investerare har gjort det till sitt yrke. Det som gör att förutsäga aktiemarknaden till en så svår uppgift är dess till synes slumpmässiga beroende av allt från Elon Musks tweets till framtida intäkter. Maskininlärning hanterar denna uppenbara slumpmässighet med lätthet och vi kommer att testa det genom att implementera en Hidden Markov-modell. Vi kommer att modellera två olika aktier, Tesla, Inc. och Coca-Cola Company, och försöka använda de prognostiserade priserna som bas för en enkel algoritm att handla på. Vi använde ett tillvägagångssätt för att beräkna log-sannolikheten för föregående observationer och korrelerade den med logsannolikheten för alla föregående följder av motsvarande storlek genom att vrida tidsfönstret med en dag tidigare. Resultaten visar att det är möjligt att modellera två aktier med olika volatilitet, men att använda resultatet som en mall för handel kom tillbaka de med mindre än 50 procent framgångsrika affärer för båda modellerna. / Kandidatexjobb i elektroteknik 2021, KTH, Stockholm

<p>This thesis presents the design and implementation of a source code generator for dealing with Bayesian statistics. The specific focus of this case study is to produce usable source code for handling Hidden Markov Models (HMMs) from a Domain Specific Language (DSL).</p> <p>Domain specific languages are used to allow domain experts to design their source code from the perspective of the problem domain. The goal of designing in such a way is to increase the development productivity without requiring extensive programming knowledge.</p> / Master of Applied Science (MASc)

NIBP is a prototype member of a novel protein family. It forms a novel subcomplex of NIK-NIBP-IKKB and enhances cytokine-induced IKKB-mediated NFKB activation. It is also named TRAPPC9 as a key member of trafficking particle protein (TRAPP) complex II, which is essential in trans-Golgi networking (TGN). The signaling pathways and molecular mechanisms for NIBP actions remain largely unknown. The aim of this research is to identify potential proteins interacting with NIBP, resulting in the regulation of NFKB signaling pathways and other unknown signaling pathways. At the laboratory of Dr. Wenhui Hu in the Department of Neuroscience, Temple University, sixteen partner proteins were experimentally identified that potentially bind to NIBP. NIBP is a novel protein with no entry in the Protein Data Bank. From a computational and bioinformatics standpoint, we use prediction of secondary structure and protein disorder as well as homology-based structural modeling approaches to create a hypothesis on protein-protein interaction between NIBP and the partner proteins. Structurally, NIBP contains three distinct regions. The first region, consisting of 200 amino acids, forms a hybrid helix and beta sheet-based domain possibly similar to Sybindin domain. The second region comprised of approximately 310 residues, forms a tetratrico peptide repeat (TPR) zone. The third region is a 675 residue long all beta sheet and loops zone with as many as 35 strands and only 2 helices, shared by Gryzun-domain containing proteins. It is likely to form two or three beta sheet sandwiches. The TPR regions of many proteins tend to bind to the peptides from disordered regions of other proteins. Many of the 16 potential binding proteins have high levels of disorder. These data suggest that the TPR region in NIBP most likely binds with many of these 16 proteins through peptides and other domains. It is also possible that the Sybindin-like domain and the Gryzun-like domain containing beta sheet sandwiches bind to some of these proteins. / Bioengineering

Interpretation of electroencephalograms (EEGs) is a process that is still dependent on the subjective analysis of the examiner. The interrater agreement, even for relevant clinical events such as seizures, can be low. For instance, the differences between interictal, ictal, and post-ictal EEGs can be quite subtle. Before making such low-level interpretations of the signals, neurologists often classify EEG signals as either normal or abnormal. Even though the characteristics of a normal EEG are well defined, there are some factors, such as benign variants, that complicate this decision. However, neurologists can make this classification accurately by only examining the initial portion of the signal. Therefore, in this thesis, we explore the hypothesis that high performance machine classification of an EEG signal as abnormal can approach human performance using only the first few minutes of an EEG recording. The goal of this thesis is to establish a baseline for automated classification of abnormal adult EEGs using state of the art machine learning algorithms and a big data resource – The TUH EEG Corpus. A demographically balanced subset of the corpus was used to evaluate performance of the systems. The data was partitioned into a training set (1,387 normal and 1,398 abnormal files), and an evaluation set (150 normal and 130 abnormal files). A system based on hidden Markov Models (HMMs) achieved an error rate of 26.1%. The addition of a Stacked Denoising Autoencoder (SdA) post-processing step (HMM-SdA) further decreased the error rate to 24.6%. The overall best result (21.2% error rate) was achieved by a deep learning system that combined a Convolutional Neural Network and a Multilayer Perceptron (CNN-MLP). Even though the performance of our algorithm still lags human performance, which approaches a 1% error rate for this task, we have established an experimental paradigm that can be used to explore this application and have demonstrated a promising baseline using state of the art deep learning technology. / Electrical and Computer Engineering

yes / This paper describes a technique for automatic recognition of off-line printed Arabic text using Hidden Markov Models. In this work different sizes of overlapping and non-overlapping hierarchical windows are used to generate 16 features from each vertical sliding strip. Eight different Arabic fonts were used for testing (viz. Arial, Tahoma, Akhbar, Thuluth, Naskh, Simplified Arabic, Andalus, and Traditional Arabic). It was experimentally proven that different fonts have their highest recognition rates at different numbers of states (5 or 7) and codebook sizes (128 or 256). Arabic text is cursive, and each character may have up to four different shapes based on its location in a word. This research work considered each shape as a different class, resulting in a total of 126 classes (compared to 28 Arabic letters). The achieved average recognition rates were between 98.08% and 99.89% for the eight experimental fonts. The main contributions of this work are the novel hierarchical sliding window technique using only 16 features for each sliding window, considering each shape of Arabic characters as a separate class, bypassing the need for segmenting Arabic text, and its applicability to other languages.

The goal of this thesis is to enable a robot to actively collaborate with a person to move an object in an efficient, smooth and robust manner. For a robot to actively assist a person it is key that the robot recognizes the actions or phases of a collaborative tasks. This requires the robot to have the ability to estimate a person’s movement intent. A hurdle in collaboratively moving an object is determining whether the partner is trying to rotate or translate the object (the rotation versus translation problem). In this thesis, Hidden Markov Models (HMM) are used to recognize human intent of rotation or translation in real-time. Based on this recognition, an appropriate impedance control mode is selected to assist the person. The approach is tested on a seven degree-of-freedom industrial robot, KUKA LBR iiwa 14 R820, working with a human partner during manipulation tasks. Results show the HMMs can estimate human intent with accuracy of 87.5% by using only haptic data recorded from the robot. Integrated with impedance control, the robot is able to collaborate smoothly and efficiently with a person during the manipulation tasks. The HMMs are compared with a switching function based approach that uses interaction force magnitudes to recognize rotation versus translation. The results show that HMMs can predict correctly when fast rotation or slow translation is desired, whereas the switching function based on force magnitudes performs poorly.

Threat assessment and reliable motion-prediction of surrounding vehicles are some of the major challenges encountered in autonomous vehicles' safe decision-making. Predicting a threat in advance can give an autonomous vehicle enough time to avoid crashes or near crash situations. Most vehicles on roads are human-driven, making it challenging to predict their intentions and movements due to inherent uncertainty in their behaviors. Moreover, different driver behaviors pose different kinds of threats. Various driver behavior predictive models have been proposed in the literature for motion prediction. However, these models cannot be trusted entirely due to the human drivers' highly uncertain nature. This thesis proposes a novel trust-based driver behavior prediction and stochastic reachable set threat assessment methodology for various dangerous situations on the road. This trust-based methodology allows autonomous vehicles to quantify the degree of trust in their predictions to generate the probabilistically safest trajectory. This approach can be instrumental in the near-crash scenarios where no collision-free trajectory exists. Three different driving behaviors are considered: Normal, Aggressive, and Drowsy. Hidden Markov Models are used for driver behavior prediction. A "trust" in the detected driver is established by combining four driving features: Longitudinal acceleration, lateral acceleration, lane deviation, and velocity. A stochastic reachable set-based approach is used to model these three different driving behaviors. Two measures of threat are proposed: Current Threat and Short Term Prediction Threat which quantify present and the future probability of a crash. The proposed threat assessment methodology resulted in a lower rate of false positives and negatives. This probabilistic threat assessment methodology is used to address the second challenge in autonomous vehicle safety: crash avoidance decision-making. This thesis presents a fast, proactive decision-making methodology based on Stochastic Model Predictive Control (SMPC). A proactive decision-making approach exploits the surrounding human-driven vehicles' intent to assess the future threat, which helps generate a safe trajectory in advance, unlike reactive decision-making approaches that do not account for the surrounding vehicles' future intent. The crash avoidance problem is formulated as a chance-constrained optimization problem to account for uncertainty in the surrounding vehicle's motion. These chance-constraints always ensure a minimum probabilistic safety of the autonomous vehicle by keeping the probability of crash below a predefined risk parameter. This thesis proposes a tractable and deterministic reformulation of these chance-constraints using convex hull formulation for a fast real-time implementation. The controller's performance is studied for different risk parameters used in the chance-constraint formulation. Simulation results show that the proposed control methodology can avoid crashes in most hazardous situations on the road. / Master of Science / Unexpected road situations frequently arise on the roads which leads to crashes. In an NHTSA study, it was reported that around 94% of car crashes could be attributed to driver errors and misjudgments. This could be attributed to drinking and driving, fatigue, or reckless driving on the roads. Full self-driving cars can significantly reduce the frequency of such accidents. Testing of self-driving cars has recently begun on certain roads, and it is estimated that one in ten cars will be self-driving by the year 2030. This means that these self-driving cars will need to operate in human-driven environments and interact with human-driven vehicles. Therefore, it is crucial for autonomous vehicles to understand the way humans drive on the road to avoid collisions and interact safely with human-driven vehicles on the road. Detecting a threat in advance and generating a safe trajectory for crash avoidance are some of the major challenges faced by autonomous vehicles. We have proposed a reliable decision-making algorithm for crash avoidance in autonomous vehicles. Our framework addresses two core challenges encountered in crash avoidance decision-making in autonomous vehicles: 1. The outside challenge: Reliable motion prediction of surrounding vehicles to continuously assess the threat to the autonomous vehicle. 2. The inside challenge: Generating a safe trajectory for the autonomous vehicle in case of future predicted threat. The outside challenge is to predict the motion of surrounding vehicles. This requires building a reliable model through which future evolution of their position states can be predicted. Building these models is not trivial, as the surrounding vehicles' motion depends on human driver intentions and behaviors, which are highly uncertain. Various driver behavior predictive models have been proposed in the literature. However, most do not quantify trust in their predictions. We have proposed a trust-based driver behavior prediction method which combines all sensor measurements to output the probability (trust value) of a certain driver being "drowsy", "aggressive", or "normal". This method allows the autonomous vehicle to choose how much to trust a particular prediction. Once a picture is painted of surrounding vehicles, we can generate safe trajectories in advance – the inside challenge. Most existing approaches use stochastic optimal control methods, which are computationally expensive and impractical for fast real-time decision-making in crash scenarios. We have proposed a fast, proactive decision-making algorithm to generate crash avoidance trajectories based on Stochastic Model Predictive Control (SMPC). We reformulate the SMPC probabilistic constraints as deterministic constraints using convex hull formulation, allowing for faster real-time implementation. This deterministic SMPC implementation ensures in real-time that the vehicle maintains a minimum probabilistic safety.

Since the 1950s, hidden Markov models (HMMS) have seen widespread use in electrical engineering. Foremost has been their use in speech processing, pattern recognition, artificial intelligence, queuing theory, and communications theory. However, recent years have witnessed a renaissance in the application of HMMs to the analysis and simulation of digital communication systems. Typical applications have included signal estimation, frequency tracking, equalization, burst error characterization, and transmit power control. Of special significance to this thesis, however, has been the use of HMMs to model fading channels typical of wireless communications. This variegated use of HMMs is fueled by their ability to model time-varying systems with memory, their ability to yield closed form solutions to otherwise intractable analytic problems, and their ability to help facilitate simple hardware and/or software based implementations of simulation test-beds. The aim of this thesis is to employ and exploit hidden Markov fading models within an iterative (turbo) decoding framework. Of particular importance is the problem of channel estimation, which is vital for realizing the large coding gains inherent in turbo coded schemes. This thesis shows that a Markov fading channel (MFC) can be conceptualized as a trellis, and that the transmission of a sequence over a MFC can be viewed as a trellis encoding process much like convolutional encoding. The thesis demonstrates that either maximum likelihood sequence estimation (MLSE) algorithms or maximum <I> a posteriori</I> (MAP) algorithms operating over the trellis defined by the MFC can be used for channel estimation. Furthermore, the thesis illustrates sequential and decision-directed techniques for using the aforementioned trellis based channel estimators <I>en masse</I> with an iterative decoder. / Master of Science

Changes in gene expression programs play a central role in cancer. Chromosomal aberrations such as deletions, duplications and translocations of DNA segments can lead to highly significant positive correlations of gene expression levels of neighboring genes. This should be utilized to improve the analysis of tumor expression profiles. Here, we develop a novel model class of autoregressive higher-order Hidden Markov Models (HMMs) that carefully exploit local data-dependent chromosomal dependencies to improve the identification of differentially expressed genes in tumor. Autoregressive higher-order HMMs overcome generally existing limitations of standard first-order HMMs in the modeling of dependencies between genes in close chromosomal proximity by the simultaneous usage of higher-order state-transitions and autoregressive emissions as novel model features. We apply autoregressive higher-order HMMs to the analysis of breast cancer and glioma gene expression data and perform in-depth model evaluation studies. We find that autoregressive higher-order HMMs clearly improve the identification of overexpressed genes with underlying gene copy number duplications in breast cancer in comparison to mixture models, standard first- and higher-order HMMs, and other related methods. The performance benefit is attributed to the simultaneous usage of higher-order state-transitions in combination with autoregressive emissions. This benefit could not be reached by using each of these two features independently. We also find that autoregressive higher-order HMMs are better able to identify differentially expressed genes in tumors independent of the underlying gene copy number status in comparison to the majority of related methods. This is further supported by the identification of well-known and of previously unreported hotspots of differential expression in glioblastomas demonstrating the efficacy of autoregressive higher-order HMMs for the analysis of individual tumor expression profiles. Moreover, we reveal interesting novel details of systematic alterations of gene expression levels in known cancer signaling pathways distinguishing oligodendrogliomas, astrocytomas and glioblastomas.

Changes in gene expression programs play a central role in cancer. Chromosomal aberrations such as deletions, duplications and translocations of DNA segments can lead to highly significant positive correlations of gene expression levels of neighboring genes. This should be utilized to improve the analysis of tumor expression profiles. Here, we develop a novel model class of autoregressive higher-order Hidden Markov Models (HMMs) that carefully exploit local data-dependent chromosomal dependencies to improve the identification of differentially expressed genes in tumor. Autoregressive higher-order HMMs overcome generally existing limitations of standard first-order HMMs in the modeling of dependencies between genes in close chromosomal proximity by the simultaneous usage of higher-order state-transitions and autoregressive emissions as novel model features. We apply autoregressive higher-order HMMs to the analysis of breast cancer and glioma gene expression data and perform in-depth model evaluation studies. We find that autoregressive higher-order HMMs clearly improve the identification of overexpressed genes with underlying gene copy number duplications in breast cancer in comparison to mixture models, standard first- and higher-order HMMs, and other related methods. The performance benefit is attributed to the simultaneous usage of higher-order state-transitions in combination with autoregressive emissions. This benefit could not be reached by using each of these two features independently. We also find that autoregressive higher-order HMMs are better able to identify differentially expressed genes in tumors independent of the underlying gene copy number status in comparison to the majority of related methods. This is further supported by the identification of well-known and of previously unreported hotspots of differential expression in glioblastomas demonstrating the efficacy of autoregressive higher-order HMMs for the analysis of individual tumor expression profiles. Moreover, we reveal interesting novel details of systematic alterations of gene expression levels in known cancer signaling pathways distinguishing oligodendrogliomas, astrocytomas and glioblastomas.