arXiv subjects

Carlos Puerto-Santana

Publications and source records attributed to Carlos Puerto-Santana.

3 recordsLinked to original sources

arXiv2026

Classifying Transient Regimes in Dynamic Systems through Properties of Spatial Curves and Stochastic Processes: A Data-Driven Approach

This article proposes a novel methodology for the classification of transient and stationary regimes in dynamic systems. Several sensor-based solutions for regime classification in the literature require the setting of several parameters, or are not suitable for scenarios involving multivariate systems that may contain periodic signals. The proposed method introduces a spatial curve representation of the considered system based on its sample mathematical moments. Then, by connecting concepts of stability theory, geometrical properties of spatial curves and stationary stochastic processes, two regime classifiers are designed using the arc length and the curvatures of the proposed curve. Both classifiers are capable of describing and detecting transient regimes, considering behaviors such as: multivariate asymptotically, marginally stability, and cyclostationarity. Furthermore, a quantitative comparison in performance and computation resources of the proposed classifiers against existing classifiers in the literature illustrates that the proposed regime classifier based on the arc length outperforms other techniques in classifying transient regimes for simulated linear, non-linear, and discontinuous multivariate systems under the specified studied conditions.

eess.SY↗

arXiv2023

Context-specific kernel-based hidden Markov model for time series analysis

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the computation of precision matrices and have a lot of unnecessary parameters. As a consequence, such models often perform better when it is assumed that all variables are independent, a hypothesis that may be unrealistic. Hidden Markov models based on kernel density estimation are also capable of modeling non-Gaussian data, but they assume independence between variables. In this article, we introduce a new hidden Markov model based on kernel density estimation, which is capable of capturing kernel dependencies using context-specific Bayesian networks. The proposed model is described, together with a learning algorithm based on the expectation-maximization algorithm. Additionally, the model is compared to related HMMs on synthetic and real data. From the results, the benefits in likelihood and classification accuracy from the proposed model are quantified and analyzed.

stat.ML↗

arXiv2020

Autoregressive Asymmetric Linear Gaussian Hidden Markov Models

In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil this dynamical requirement and provide a framework where the trend of the process can be expressed as a latent variable. In this paper, we modify these recent asymmetric hidden Markov models to have an asymmetric autoregressive component, allowing the model to choose the order of autoregression that maximizes its penalized likelihood for a given training set. Additionally, we show how inference, hidden states decoding and parameter learning must be adapted to fit the proposed model. Finally, we run experiments with synthetic and real data to show the capabilities of this new model.

cs.LG↗