Duration and Interval Hidden Markov Model for Sequential Data Analysis
  Analysis of sequential event data has been recognized as one of the essential
tools in data modeling and analysis field. In this paper, after the examination
of its technical requirements and issues to model complex but practical
situation, we propose a new sequential data model, dubbed Duration and Interval
Hidden Markov Model (DI-HMM), that efficiently represents "state duration" and
"state interval" of data events. This has significant implications to play an
important role in representing practical time-series sequential data. This
eventually provides an efficient and flexible sequential data retrieval.
Numerical experiments on synthetic and real data demonstrate the efficiency and
accuracy of the proposed DI-HMM.
