Hidden Markov Model
Are there any plan to implement a Hidden Markov Model module that can handle vector observation timeseries?
Are there any plan to implement a Hidden Markov Model module that can handle vector observation timeseries?
No, I am aware of no such plans. I did all the HMM in Sage and don't currently plan to do vector valued time series.
You are very welcome. It was a lot of work, but should be reasonable fast *and* memory efficient. Plus you can read all the code, since it's a complete implementation. May I ask what you're using HMM's for?
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Asked: 2010-08-27 15:46:28 +0100
Seen: 410 times
Last updated: Aug 28 '10
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Did you review the following? http://www.sagemath.org/doc/reference/sage/stats/hmm/hmm.html Can you contrast a bit more? Not everyone has domain expertise in time-series.