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[ENH] Further Improve HMM Estimator #3099

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miraep8 opened this issue Jul 26, 2022 · 0 comments
Open
1 of 8 tasks

[ENH] Further Improve HMM Estimator #3099

miraep8 opened this issue Jul 26, 2022 · 0 comments

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@miraep8
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miraep8 commented Jul 26, 2022

Currently HMM Estimator has been implemented (#2855) ! :) However there are some changes/improvements I plan to add. Will add and check things off as I get to them:

  • add Baum-Welch logic to _fit so that the parameters which are used in the Viterbi algorithm can be dynamically extracted from the data.
  • Expand support to multi-dimensional data (should be a simple extension!)
  • Move beyond the assumption of equal time spacing
  • Add support for partially observed data
  • For a "fitted" HMM add the option to "sample" from the model.
  • Write a wrapper for hmmlearn
  • write an example use case/notebook of how to use it
  • Look at implementing other statistical methods eg CRF

FYI @lmmentel

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enhancement Adding new functionality module:annotation
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