MODELO DE MARKOV
Un ejemplo para generar una cadena en un HMM
T
Sea Q = {1,2,3,F}
1
A ij
=
1
2
3
= {a,b,c}
3
0.2 0.5 0.3 0.0
0.1 0.0 0.9 0.0
0.0 0.0 0.4 0.6
a
b
c
0.0
0.3
0.7
0.2
iNI
C
P(q1) {1,0,0,0}
1.0
0.0
0.0
0.4
0.1
0.5
0.0 0.3 0.7
0.3 0.6 0.1
1.0 0.0 0.0
Bij 12
= 3
0.3
0.6
0.1
0.9
0.6
0.3
P(y1, qt) = P(yt|qt) P(qt|q t-1) P(y1 , q t-1))
P(cab, qt) = (P1.B1,c)
(1x0.7)
UNIV. CALLISAYA TOLA YOVANA JHANET
Un ejemplo para generar una cadena en un HMM
a
b
c
0.0
0.3
0.7
0.3
0.6
0.1
1.0
0.0
0.0
0.4
0.2
1
iNIC
0.5
0.9
0.6
0.3
P(y , q ) = P(yt|qt) P(qt|q t-1) P(y1 , q t-1))
1
P(cab, q ) = (P .B ,c) (A , .B , )
1
12
(1x0.7)
a
b
c
0.0
0.3
0.7
0.3
0.6
0.1
0.2
iNIC
2b
(0.5 x 0.6)
1.0
0.0
0.0
0.4
0.1
0.5
0.9
0.3
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t-1
t-1
P(cab, q ) = (P1.B1,c) (A1,2.B2,b) (A2,3.B3,a)
t
(1x0.7)
(0.5 x 0.6)
UNIV. CALLISAYA TOLA YOVANA JHANET
(0.9 x 1)
0.6
a
b
c
0.0
0.3
0.7
0.3
0.6
0.1
0.2
1
iNIC
1.0
0.0
0.0
0.4
0.1
0.5
0.9
0.6
0.3
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t-1
t-1
P(cab, q ) = (P1.B1,c) (A1,2.B2,b) (A2,3.B3,a) A3,F
t
(1x0.7)
0.0
0.3
0.7
a
b
c
0.3
0.6
0.1
0.2
iNIC
(0.6 x 1)
(0.5 x 0.6) (0.9 x 1)
1.0
0.0
0.0
0.4
0.1
0.5
0.9
0.6
0.3
t-1
P(y , q ) = P(yt|qt) P(qt|q t-1) P(y1 , q t-1))
1
P(cab, q ) = (P .B ,c) (A , .B , ) (A , .B , ) A ,
t
(1x0.7)
UNIV. CALLISAYA TOLA YOVANA JHANET
12
2b
(0.5 x 0.6)
23
3a
(0.9 x 1)
3F
(0.6 x 1)
+ (P .B ,c)
1
(1x0.7)
0.0
0.3
0.7
a
b
c
0.3
0.6
0.1
0.2
0.4
0.1
iNIC
1.0
0.0
0.0
0.5
0.9
0.6
0.3
t-1
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t
t
t-1
t-1
P(cab, q ) = (P .B ,c) (A , .B , ) (A , .B , ) A ,
1
12
(1x0.7)
0.0
0.3
0.7
a
b
c
(0.5 x 0.6)
3a
3F
(P .B ,c) (A , .B , )
1
(1x0.7)
12
0.4
0.5
0.9
0.6
0.3
t-1
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t
t
t-1
t-1
P(cab, q ) = (P .B ,c) (A , .B , ) (A , .B , ) A , + (P .B ,c)(A1,2.B2,b)(A2,3.B3,a)
t
(1x0.7)
12
2b
(0.5 x 0.6)
23
(0.9 x 1)
UNIV. CALLISAYA TOLA YOVANA JHANET
3a
3F
(0.6 x 1)
(1x0.7) (0.2 x 0.3)
2b
(0.2 x 0.3)
1.0
0.0
0.0
0.1
1
23
(0.9 x 1) (0.6 x 1)
0.3
0.6
0.1
0.2
iNIC
2b
(0.3 x 1)
0.0
0.3
0.7
a
b
c
0.3
0.6
0.1
0.2
1
iNIC
1.0
0.0
0.0
0.4
0.1
0.5
0.9
0.6
0.3
t-1
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t-1
t-1
P(cab, q ) = (P .B ,c) (A , .B , ) (A , .B , ) A , + (P .B ,c)(A , .B , )(A , .B , )
t
1 1
1 1
12 2b
23 3a
3F
12 2b
23 3a A ,
(1x0.7)
0.0
0.3
0.7
a
b
c
0.3
0.6
0.1
0.2
iNI
C
(0.9 x 1)
(0.5 x 0.6)
(0.6 x 1)
(0.6 x 1)
3F
(1x0.7)
1.0
0.0
0.0
0.4
0.1
0.5
(0.2 x 0.3) (0.3 x 1)
0.9
0.6
0.3
t-1
P(y , q ) = P(y |q ) P(q |q ) P(y , q ))
1
t-1
t-1
P(cab, q ) = (P .B ,c) (A , .B , ) (A , .B , ) A , + (P .B ,c)(A , .B , )(A , .B , ) A ,
t
1 1
12 2b
23 3a
3F
1 1
12 2b
23 3a
(1x0.7)
(0.5 x 0.6)
(0.9 x 1) (0.6 x 1)
(1x0.7)
(0.2 x 0.3)
3F
(0.3 x 1) (0.6 x 1)
0.1134
+0.00756
UNIV. CALLISAYA TOLA YOVANA JHANET
0.12
VITERBI - MARKOV
0.0
0.3
0.7
Ini
0.3
0.6
0.1
1.0
0.0
0.0
0.0
0.3
0.7
0.3
0.6
0.1
UNIV. CALLISAYA TOLA YOVANA JHANET
Ini
1
2
3
1.0
0.0
0.0
1*0.3
0.0
0.3
0.7
Ini
0.3
0.3
0.6
0.1
0.0
0.0
1.0
0.0
0.0
t
Ini
0.3
0.6
0.1
UNIV. CALLISAYA TOLA YOVANA JHANET
(0.3)*(0.2*0.7)
1
0.3
0.0
F
1.0
0.0
0.0
0.0
0.3
0.7
0.0
(0.3)*(0.5*0.1)
t
Ini
0.0
0.3
0.7
0.3
0.6
0.1
0.3
0.0
0.0
(0.3)*(0.3*0.0)
F
1.0
0.0
0.0
Ini
0.0
0.3
0.7
0.3
0.6
0.1
0.3
0.0
3
F
1.0
0.0
0.0
UNIV. CALLISAYA TOLA YOVANA JHANET
0.0
0.042
0.015
0.000
(0.042)*(0.2*0.3
)
Ini
0.3
0.042
0.0
0.015
0.0
0.000
(0.042)*(0.5*0.6)
Ini
1
3
F
UNIV. CALLISAYA TOLA YOVANA JHANET
1
0.3
0.042
0.0
0.015
0.0
0.000
(0.042)*(0.3*0.0)
Ini
0.3
0.042
(0.042)*(0.2*0.3)
0.015
(0.042)*(0.5*0.6)
(0.042)*(03*0.0 )
Ini
0.3
0.042
0.0
0.015
0.0
0.000
F
UNIV. CALLISAYA TOLA YOVANA JHANET
0.0025
0.0126
0.000
Ini 1
0.3
0.042
0.0
0.015
0.0
0.000
0.0025
0.0126*(0.1*0.0)
0.0126
0.000
Ini
0.3
0.042
0.0
0.015
0.0
0.000
UNIV. CALLISAYA TOLA YOVANA JHANET
0.0025
0.0126
0.000
0.0126*(0.0*0.3)
Ini 1
0.3
0.042
0.0
0.015
0.0
0.000
0.000
0.0025
0.0126
0.0126*(0.9*1.0)
Ini
UNIV. CALLISAYA TOLA YOVANA JHANET
0.3
0.0
0.0
0.0025
0.00
0.015
0.0126
0.0004
0.000
0.000
0.0113
0.042
Ini
0.3
0.042
0.0
0.015
0.0
0.000
F
UNIV. CALLISAYA TOLA YOVANA JHANET
0.0025
0.00
0.00
0.0126
0.0004
0.00
0.000
0.0113
0.0045
0.0027