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HMM notes
2022-07-07 01:13:00 【twt10512】
You need to know three elements :
1、 Hidden state probability of the first day , The first day was far away Sunny probability 0.67, The probability of rainy days far away on the first day 0.33.
2、 The emission probability of the hidden state , a sunny day 0.8 Happy , a sunny day 0.2 angry . rain 0.4 Happy , rain 0.6 angry .
3、 State transition matrix , Sunny to sunny 0.8, Sunny to rainy 0.2. Rainy days to sunny days 0.4, Rainy days to rainy days 0.6.
viterbi algorithm : According to the dominant state sequence mood -> Invisible state sequence The weather
consider Max( The weather sequence is in 6 Probability of sunny days , The weather sequence is in 6 Probability of rainy days )
Dependent on the weather sequence in the 5 Probability of sunny days , The weather sequence is in 5 Probability of rainy days
The weather sequence is in 5 Probability of sunny days from Max( The weather sequence is in 4 Probability of sunny days To The weather sequence is in 5 Probability of sunny days
The weather sequence is in 4 Probability of rainy days To The weather sequence is in 5 Probability of sunny days ) Select the maximum probability route by The weather sequence is in 5 Probability of sunny days , Other low probability routes are not considered )
The weather sequence is in 5 Probability of rainy days from Max( The weather sequence is in 4 Probability of sunny days To The weather sequence is in 5 Probability of rainy days
The weather sequence is in 4 Probability of rainy days To The weather sequence is in 5 Probability of rainy days ) Select the maximum probability route by The weather sequence is in 5 Probability of sunny days , Other low probability routes are not considered )
Do this from the next day to the last day .
Because the first day is known .
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