Hidden Markov Model

cython

asked 2010-08-27 15:46:28 +0200

atfase
11 ●2

Are there any plan to implement a Hidden Markov Model module that can handle vector observation timeseries?

edit retag flag offensive close merge delete

Comments

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.

ccanonc ( 2010-08-27 17:29:45 +0200 )edit

add a comment

1 Answer

Sort by » oldest newest most voted

answered 2010-08-28 09:08:47 +0200

William Stein
2179 ●11 ●32 ●63 http://wstein.org/

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.

edit flag offensive delete link

Comments

Thanks for your response, also thanks for the HMM that is implemented.

atfase ( 2010-08-28 10:08:09 +0200 )edit

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?

William Stein ( 2010-08-28 21:43:46 +0200 )edit

add a comment

Your Answer

Please start posting anonymously - your entry will be published after you log in or create a new account.

Add Answer

Question Tools

1 follower

Stats

Asked: 2010-08-27 15:46:28 +0200

Seen: 366 times

Last updated: Aug 28 '10

Hidden Markov Model edit

Comments

1 Answer

Comments