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Hidden Markov Model

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

atfase gravatar image

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

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Did you review the following? Can you contrast a bit more? Not everyone has domain expertise in time-series.

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

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

William Stein gravatar image

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.

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

atfase gravatar imageatfase ( 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 gravatar imageWilliam Stein ( 2010-08-28 21:43:46 +0200 )edit

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

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Last updated: Aug 28 '10