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Questions tagged [markov-hidden-model]

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Estimation of hidden Markov Model from multiple time series

I've been using the depmixS4 package in R to estimate a single hidden Markov Model from 30 different time series (i.e., 30 different people). Initially, I took the clumsy approach of fitting a model ...
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1answer
143 views

Fitting a Hidden Markov model with Pyro

Hi everybody, I am trying to fit an HMM (hidden markov model) with the pyro, a probabilistic programming library. I generated a dataset to test my model with those rules hidden states : $z_{t+1} = ...
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Code or Package to cluster sequences (or time series) of different lengths based on HMM?

Is there any existing code or packages in Python, R, Java, Matlab, or Scala that implements the sequence clustering algorithms in any of the following 2 papers? 1) 'Clustering Sequences with Hidden ...
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1answer
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Statistical machine translation word alignment for FR-ENG and ENG-FR: what is p(e) and p(f)?

I'm currently trying to implement this paper, but am struggling to understand some of the math here. I'm pretty sure I understand how to implement the E-step, but for the M-step, I'm confused on how ...
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1answer
172 views

GPS route matching

We have a mobile application which records many of the sensors on a users mobile to a database (time,GPS location, activity (e.g. walking,still), network connectivity status) etc. The user is ...
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1answer
243 views

HMMLearn Predict Next Observed Event

From my understanding you can use the transition matrix to predict the probability of going from the last predicted hidden state(state t), to the t+1 hidden state. My confusion is how in code format ...
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0answers
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Why are observation probabilities modelled as Gaussian distributions in HMM?

HMM is a statistical model with unobserved (i.e. hidden) states used for recognition algorithms (speech, handwriting, gesture, ...). What distinguishes DHMM form CHMM is the transition probability ...
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1answer
161 views

Unequal length observation sequences when training Hidden Markov model

I want to train a sequence classifier with Hidden Markov Model. The length of observation sequences is not fixed. I tried some HMM packages such as Matlab's HMM toolbox and Kevin Murphy's library. All ...
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1answer
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What is the complexity of Mixture Hidden Markov Models (MHMM)?

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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Occurence of identical rows in emission matrix using BWA

I'm trying to understand and implement a heuristic that is described in a certain paper on Intention Mining. It says: "Figure 4.20 shows that above ten possible strategies, BWA always gives the ...
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1answer
39 views

How to set the parameters of a Hidden Markov Model that'll be used to correct the mistakes by a previous classifier?

Say we've previously used a neural network or some other classifier C with $N$ training samples $I:=\{I_1,...I_N\}$ (that has a sequence or context, but is ignored by C) the, belonging to $K$ classes. ...
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1answer
203 views

depmixS4 - How to fit HMM usgin multiple sequences of observation

Is there any R package that supports fitting an HMM using multiple sequences of observations? to the best of my knowledge depmixS4 does not support this feature
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3answers
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Markov Chains for sequential data

I am new to Markov chains and HMM and I am looking for help in developing a program (in python) that predicts the next state based on 20 previous states (lets say 20 states in last 20 months). I have ...
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3answers
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Hidden Markov Model on R Studio

Is there any detailed materials that can help explain how to set up HMM on R Studio?