Example of Hidden Markov Model

Questions
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1

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

Thank you in advance!!

2

This may be of help:

[http://mathematica.stackexchange.com/questions/26887/mathematica-code-for-hidden-markov-models-hmm

](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/

](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…