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CHMMPP: A c++ library for constrained Hidden Markov Models

SAND2024-13027O The CHMMPP: A c++ Library for Constrained Hidden Markov Models (HMM) software supports the analysis of multivariate time series data to detect patterns using HMM. Many applications involve the detection and characterization of hidden or latent states in a complex system using observable states and variables. This software supports inference of latent states integrating both an HMM and application-specific constraints that reflect known relationships in hidden states. The CHMMPP software supports application-specific and generic methods for constrained inference. This includes a framework for customized Viterbi methods, constrained inference of hidden states with A* and integer programming methods, and various constraint-informed methods for learning HMM model parameters. CHMMPP focuses on supporting generic methods that enable the agile expression of complex sets of constraints that naturally arise in many real-world applications.

Hart, William↗

A Markov model for X-band atmospheric antenna-noise temperatures

A five-state Markov model is suggested for the X-band antenna-noise temperatures based on data collected at Goldstone. The states of the model are determined by changes in the cloud and rain condition of the atmosphere so as to take advantage of the correlation observed between the antenna temperatures and changes in rain rates. Then an indication is given of how to obtain the estimates of the parameters of the model from the data.

Adeyemi, O. H.↗

Hidden Markov models and neural networks for fault detection in dynamic systems

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

Smyth, Padhraic↗

Noiseless compression using non-Markov models

Adaptive data compression techniques can be viewed as consisting of a model specified by a database common to the encoder and decoder, an encoding rule and a rule for updating the model to ensure that the encoder and decoder always agree on the interpretation of the next transmission. The techniques which fit this framework range from run-length coding, to adaptive Huffman and arithmetic coding, to the string-matching techniques of Lempel and Ziv. The compression obtained by arithmetic coding is dependent on the generality of the source model. For many sources, an independent-letter model is clearly insufficient. Unfortunately, a straightforward implementation of a Markov model requires an amount of space exponential in the number of letters remembered. The Directed Acyclic Word Graph (DAWG) can be constructed in time and space proportional to the text encoded, and can be used to estimate the probabilities required for arithmetic coding based on an amount of memory which varies naturally depending on the encoded text. The tail of that portion of the text which was encoded is the longest suffix that has occurred previously. The frequencies of letters following these previous occurrences can be used to estimate the probability distribution of the next letter. Experimental results indicate that compression is often far better than that obtained using independent-letter models, and sometimes also significantly better than other non-independent techniques.

Blumer, Anselm↗

An FPGA-based hardware accelerator supporting sensitive sequence homology filtering with profile hidden Markov models

Abstract Background Sequence alignment lies at the heart of genome sequence annotation. While the BLAST suite of alignment tools has long held an important role in alignment-based sequence database search, greater sensitivity is achieved through the use of profile hidden Markov models (pHMMs). Here, we describe an FPGA hardware accelerator, called HAVAC, that targets a key bottleneck step (SSV) in the analysis pipeline of the popular pHMM alignment tool, HMMER. Results The HAVAC kernel calculates the SSV matrix at 1739 GCUPS on a $$\sim$$ ∼ $3000 Xilinx Alveo U50 FPGA accelerator card, $$\sim$$ ∼ 227× faster than the optimized SSV implementation in nhmmer . Accounting for PCI-e data transfer data processing, HAVAC is 65× faster than nhmmer’s SSV with one thread and 35× faster than nhmmer with four threads, and uses $$\sim$$ ∼ 31% the energy of a traditional high end Intel CPU. Conclusions HAVAC demonstrates the potential offered by FPGA hardware accelerators to produce dramatic speed gains in sequence annotation and related bioinformatics applications. Because these computations are performed on a co-processor, the host CPU remains free to simultaneously compute other aspects of the analysis pipeline.

59 BASIC BIOLOGICAL SCIENCES↗

A method of hidden Markov model optimization for use with geophysical data sets

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

Markov model optimization geophysical data sets↗

CHMMPY: A python package for constrained Hidden Markov Models

SAND2025-11909O chmmpy software analyzes multivariate timeseries data to detect patterns. It uses a Hidden Markov Model (HMM) and application-specific constraints that reflect known relationships among hidden states to accomplish this. The chmmpy software provides a generic framework for expressing application-specific constraints and supporting constrained HMM inference using optimization solvers. chmmpy is available on GitHub. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William↗

Classification of Photovoltaic Failures with Hidden Markov Modeling, an Unsupervised Statistical Approach

Failure detection methods are of significant interest for photovoltaic (PV) site operators to help reduce gaps between expected and observed energy generation. Current approaches for field-based fault detection, however, rely on multiple data inputs and can suffer from interpretability issues. In contrast, this work offers an unsupervised statistical approach that leverages hidden Markov models (HMM) to identify failures occurring at PV sites. Using performance index data from 104 sites across the United States, individual PV-HMM models are trained and evaluated for failure detection and transition probabilities. This analysis indicates that the trained PV-HMM models have the highest probability of remaining in their current state (87.1% to 93.5%), whereas the transition probability from normal to failure (6.5%) is lower than the transition from failure to normal (12.9%) states. A comparison of these patterns using both threshold levels and operations and maintenance (O&M) tickets indicate high precision rates of PV-HMMs (median = 82.4%) across all of the sites. Although additional work is needed to assess sensitivities, the PV-HMM methodology demonstrates significant potential for real-time failure detection as well as extensions into predictive maintenance capabilities for PV.

classification↗

Hidden Markov Model: a shortest unique representative approach to detect the protein toxins, virulence factors and antibiotic resistance genes

Objective: Currently, next generation sequencing (NGS) is widely used to decode potential novel or variant pathogens both in emergent outbreaks and in routine clinical practice. However, the efficient identification of novel or diverged pathogenomic compositions remains a big challenge. It is especially true for short DNA sequence fragments from NGS, since sequence similarity searching is vulnerable to false negatives or false positives, as is mismatching or matching with unrelated proteins. Therefore, this study aimed to establish a bioinformatics approach that can generate unique motif sequences for profiling searching, resulting in high specificity and sensitivity. Results: In this study, we introduced a Shortest Unique Representative Hidden Markov Model (HMM) approach to identify bacterial toxin, virulence factor (VF), and antimicrobial resistance (AR) in short sequence reads. We first construct unique representative domain sequences of toxin genes, VFs, and ARs to avoid potential false positives, and then to use HMM models to accurately identify potential toxin, VF, and AR fragments. The benchmark shows this approach can achieve relatively high specificity and sensitivity if the appropriate cutoff value is applied. Our approach can be used to recognize the protein sequences of known toxins and pathogens, identifies their common characteristics and then searches for similar sequences in other organisms.

59 BASIC BIOLOGICAL SCIENCES↗

Improved Hidden-Markov-Model Method Of Detecting Faults

Method of automated, continuous monitoring to detect faults in complicated dynamic system based on hidden-Markov-model (HMM) approach. Simpler than another, recently proposed HMM method, but retains advantages of that method, including low susceptibility to false alarms, no need for mathematical model of dynamics of system under normal or faulty conditions, and ability to detect subtle changes in characteristics of monitored signals. Examples of systems monitored by use of this method include motors, turbines, and pumps critical in their applications; chemical-processing plants; powerplants; and biomedical systems.

Smyth, Padhraic J.↗

Performance evaluation of fault tolerant systems represented by Markov models

A method to evaluate the performance of fault tolerant systems whose configuration can be represented by time-invariant, discrete-time, discrete-state Markov models is introduced. Each state is assumed to be associated with a constant qualitative measure of the system's performance. The method first computes the moments of the performance probability mass function (PMF) and then finds an approximating function that has the same moments. The form of this function is a maximum entropy solution of the moment matching problem. A simple algorithm for calculating the necessary moments is derived and a method for finding the approximate performance PMF is suggested. After some modification, the method is applied to an example, the Inertial Upper Stage navigation system.

Missana, Jean-Olivier A. A.↗

Programs Help Create And Evaluate Markov Models

Pade Approximation With Scaling (PAWS) and Scaled Taylor Exponential Matrix (STEM) computer programs provide flexible, user-friendly, language-based interface for creation and evaluation of Markov models describing behaviors of fault-tolerant reconfigurable computer systems. Produce exact solution for probabilities of system failures and provide conservative estimates of numbers of significant digits in solutions. Also offer as part of bundled package with SURE and ASSIST, two other reliable analysis programs developed by Systems Validation Methods group at Langley Research Center.

Butler, Ricky W.↗

Search for Gravitational Waves From Scorpius X-1 in the Second Advanced LIGO Observing Run With an Improved Hidden Markov Model

We present results from a semi coherent search for continuous gravitational waves from the low-mass x-ray binary Scorpius X-1, using a hidden Markov model (HMM) to track spin wandering. This search improves on previous HMM-based searches of LIGO data by using an improved frequency domain matched filter, the J-statistic, and by analyzing data from Advanced LIGO’s second observing run. In the frequency range searched, from 60 to 650 Hz, we find no evidence of gravitational radiation. At 194.6 Hz, the most sensitive search frequency, we report an upper limit on gravitational wave strain (at 95% confidence) ofh95%0¼3.47×10−25when marginalizing over source inclination angle. This is the most sensitive search for Scorpius X-1, to date, that is specifically designed to be robust in the presence of spin wandering.

B P Abbott↗

Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

Buchholz, Peter↗

Determination of navigation FDI thresholds using a Markov model

A method for determining time-varying Failure Detection and Identification (FDI) thresholds for single sample decision functions is described in the context of a triplex system of inertial platforms. A cost function consisting of the probability of vehicle loss due to FDI decision errors is minimized. A discrete Markov model is constructed from which this cost can be determined as a function of the decision thresholds employed to detect and identify the first and second failures. Optimal thresholds are determined through the use of parameter optimization techniques. The application of this approach to threshold determination is illustrated for the Space Shuttle's inertial measurement instruments.

Walker, B. K.↗

Hidden Markov models for fault detection in dynamic systems

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Smyth, Padhraic J.↗