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Stats model or any other machine learning python packages for doing sequence classification(that can be multi class) and sequence prediction (Both next step and regression).

PS : Input data will be n number of sequences with their respective target (class/regression)

Also each sequences having finite number of events like E1,E2 ..

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  • $\begingroup$ Are the sequences of fixed length? $\endgroup$
    – Shubham Panchal
    Commented May 17, 2019 at 8:26
  • $\begingroup$ nope. It will be of varying length. Can we pad.? $\endgroup$
    – IamTheRealFord
    Commented May 17, 2019 at 9:11

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Have you thought of using Conditional Random Fields? I had used it for my thesis some years ago and papers from Prof. Sunita Sarawagi were a great resource for me. You can use the CRFsuite library which also offers a python wrapper.

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  • $\begingroup$ Does this handles if target is regression.? Because i have already tried seqlearn, which uses HMM and classifies it. But the real problem here is conversion of class specific functions to regression value $\endgroup$
    – IamTheRealFord
    Commented May 17, 2019 at 9:17
  • $\begingroup$ Do you really have a regression problem to solve or is it more of a multi-class classification problem? $\endgroup$
    – mari
    Commented May 17, 2019 at 11:44
  • $\begingroup$ yes it involves regression too $\endgroup$
    – IamTheRealFord
    Commented May 17, 2019 at 19:18

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