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In this paper we illustrate the optimal filtering of log returns of commodity prices in which both the mean and volatility are modulated by a hidden Markov chain with finite state space. The optimal estimate of the Markov chain and the parameters of the price model are given in terms of discrete-time recursive filters. We provide an application on a set of high frequency gold price data for the period...
Spelling speech recognition can be applied for several purposes including enhancement of speech recognition systems and implementation of name retrieval systems. This paper presents a Thai spelling analysis to develop a Thai spelling speech recognizer. The Thai phonetic characteristics, alphabet system and spelling methods have been analyzed. As a training resource, two alternative corpora, a small...
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