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I wonder what is the theoretical computational complexity of MHMM. Is it related to the number of alphabets in sequence mining?

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Mixture hidden markov model is not one algorithm. It's made of forward algo, viterbi algo and forward-backward algo.

The time complexity of computing the forward variable used in hidden markov models is O(N2T) In which N is the number of states and T is the length of the observations sequence.

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