Auto HMM: Automatic Discrete and Continous HMM including Model selection

@article{tadayon2020comparative,
  title={Comparative analysis of the hidden markov model and lstm: A simulative approach},
  author={Tadayon, Manie and Pottie, Greg},
  journal={arXiv preprint arXiv:2008.03825},
  year={2020}
}

Instruction

For more information, please go over two example (HMM_testing and DHMM_testing files).

License

This software is released under the MIT liecense.

Owner

Chess_champion

Ph.D. from UCLA. Expert in machine learning and causal inference, Python, R, and MATLAB. want to learn more about me visit my personal website.

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Auto HMM: Automatic Discrete and Continous HMM including Model selection

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Overview

Auto_HMM

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Description

Python package to automatically perfoming model selection for discrete and continuous unsupervised HMM.

Citation

If you find this package useful or if you use it in your research or work please consider citing it as follows: