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Questions tagged [hidden-markov-models]

Hidden Markov Models are a model for understanding and predicting sequential data in statistics and machine learning, commonly used in natural language processing and bioinformatics.

Hidden Markov Models (HMM) are a model for understanding and predicting sequential data in statistics and machine learning, commonly used in natural language processing and bioinformatics. In HMM, the hidden state variable cannot be observed, but usually some output variable that dependent on the hidden state is visible.

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What is the difference between markov chains and hidden markov model?

What is the difference between markov chain models and hidden markov model? I've read in Wikipedia, but couldn't understand the differences.
good_evening
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Fitting a scikits.learn.hmm.GaussianHMM to variable length training sequences

I'd like to fit a scikits.learn.hmm.GaussianHMM to training sequences of different length. The fit method, however, prevents using sequences of different length by doing obs = np.asanyarray(obs) which only works on a list of equally shaped arrays.…
Christian
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What is the difference between Forward-backward algorithm and Viterbi algorithm?

What is the difference between Forward-backward algorithm on n-gram model and Viterbi algorithm on Hidden Markov model (HMM)? When I review the implementation of these two algorithms, only thing I found is that the transaction probability is coming…
user53670
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Hidden Markov Model for multiple observed variables

I am trying to use a hidden Markov model (HMM) for a problem where I have M different observed variables (Yti) and a single hidden variable (Xt) at each time point, t. For clarity, let us assume all observed variables (Yti) are categorical, where…
Zhubarb
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Issue in training hidden markov model and usage for classification

I am having a tough time in figuring out how to use Kevin Murphy's HMM toolbox Toolbox. It would be a great help if anyone who has an experience with it could clarify some conceptual questions. I have somehow understood the theory behind HMM but…
George Roy
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Hidden Markov Models with C++

I've been looking into implementations of Hidden Markov Models in C++ lately. I was wondering If I could use any of the existing HMM libraries written in C++ out there to use with Action Recognition (with OpenCV)? I'm tying to AVOID "re-inventing…
garak
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Decoding sequences in a GaussianHMM

I'm playing around with Hidden Markov Models for a stock market prediction problem. My data matrix contains various features for a particular security: 01-01-2001, .025, .012, .01 01-02-2001, -.005, -.023, .02 I fit a simple GaussianHMM: from…
datasci
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Hidden Markov Models

I want to get started on HMM's, but don't know how to go about it. Can people here, give me some basic pointers, where to look? More than just the theory, I like to do a lot of hands-on. So, would prefer resources, where I can write small code…
RD.
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Finding the top - k viterbi paths in HMM

I need to write an algorithm that finds the top-k viterbi paths in a HMM (using the regular viterbi algorithm to find the best path). I think I probably need to save a list V_t,N of size k for each state N that contains the top-K paths that end in…
John Smith
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How to find the most likely sequences of hidden states for a Hidden Markov Model

The Viterbi algorithm finds the most likely sequence of hidden states in a Hidden Markov Model. I am currently using the following awesome code by hhquark. import numpy as np def viterbi_path(prior, transmat, obslik, scaled=True,…
Simd
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Prediction step for time series using continuous hidden Markov models

I am trying to predict stock market using a Gaussian HMM. I am not getting how the prediction step is done after the model has been trained. I did not understand how exactly predicting the most likely state sequence can help to predict future…
Vibhav
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Any Matlab functions out there for handling Hidden Markov Models with continuous observation variables?

In the Matlab Statistics toolbox there are several functions for handling Hidden Markov Models (HMM), but they all work with discrete observation symbols. Does anyone know if there are toolboxes or functions (perhaps from a third party) that can…
robguinness
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hidden markov model thresholding

I have developed a proof of concept system for sound recognition using mfcc and hidden markov models. It gives promising results when I test the system on known sounds. Although the system, when an unknown sound is inputted returns the result with…
Radek
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Unsupervised HMM training in NLTK

I am just trying to do very simple unsupervised HMM training in nltk. Consider: import nltk trainer = nltk.tag.hmm.HiddenMarkovModelTrainer() from nltk.corpus import gutenberg emma = gutenberg.words('austen-emma.txt') m =…
highBandWidth
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What is the difference between K-means clustering and vector quantization?

What is the difference between K-means clustering and vector quantization? They seem to be very similar. I'm dealing with Hidden Markov Models and I need to extract symbols from feature vectors. In order to extract symbols, do I do vector…
garak
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