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michael garrett

Example of Hidden Markov Model

michael garrett
Posted 9 years ago
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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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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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