Segmented Sequence Prediction Using Variable-Order Markov Model Ensemble

Abstract

In recent years, sequence prediction, particularly in natural language processing tasks, has made significant progress due to advanced neural network architectures like Transformer and enhanced computing power. However, challenges persist in modeling and analyzing certain types of sequence data, such as human daily activities and competitive ball games. These segmented sequence data are characterized by short length, varying local dependencies, and coarse-grained unit states. These characteristics limit the effectiveness of conventional probabilistic graphical models and attention-based or recurrent neural networks in modeling and analyzing segmented sequence data. To address this gap, we introduce a novel generative model for segmented sequences, employing an ensemble of multiple variable-order Markov models (VOMMs) to flexibly represent state transition dependencies. Our approach integrates probabilistic graphical models with neural networks, surpassing the representation capabilities of single high-order or variable-order Markov models. Compared to end-to-end deep learning models, our method offers improved interpretability and reduces overfitting in short segments. We demonstrate the efficacy of our proposed method in two tasks: predicting tennis shot types and forecasting daily action sequences. These applications highlight the broad applicability of our segmented sequence modeling approach across diverse domains.