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Signal Processing Mathematica Statistics and Probability

Example of Hidden Markov Model

Posted 10 years ago

I am looking for a Mathematica implementation of a hidden Markov model, does anyone know where to find one? Thank you in advance!!

POSTED BY: michael garrett

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Posted 10 years ago

This may be of help: http://mathematica.stackexchange.com/questions/26887/mathematica-code-for-hidden-markov-models-hmm which points to this: http://www.ams.sunysb.edu/~frey/QuantitativeFinance/Resources/TutorialsWorkshops/ where there is a downloadable Mathematica notebook on hidden Markov models. Also note that in version 10 of Mathematica there will be the functions. http://reference.wolfram.com/language/ref/HiddenMarkovProcess.html http://reference.wolfram.com/language/ref/FindHiddenMarkovStates.html though you'd have to wait until version 10 is released... I hope that there is something here that you can make use of....

POSTED BY: David Reiss

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