This library implements Hidden Markov Models (HMM) for time-inhomogeneous Markov processes. This means that, in contrast to many other HMM implementations, there can be different states and a different transition matrix at each time step.
This library provides an implementation of
- The Viterbi algorithm, which computes the most likely sequence of states.
- The forward-backward algorithm, which computes the probability of all state candidates given the entire sequence of observations. This process is also called smoothing.
This library was initially created for HMM-based map matching according to the paper "NEWSON, Paul; KRUMM, John. Hidden Markov map matching through noise and sparseness. In: Proceedings of the 17th ACM SIGSPATIAL international conference on advances in geographic information systems. ACM, 2009. S. 336-343."
The offline-map-matching project demonstrates how to use the hmm-lib for map matching but does not provide integration to any particular map.
Besides map matching, the hmm-lib can also be used for other applications.
This library is licensed under the Apache 2.0 license.
Except for testing, there are no dependencies to other libraries.
To use this library, add the following to your pom.xml:
<dependency> <groupId>com.bmw.hmm</groupId> <artifactId>hmm-lib</artifactId> <version>1.1.0-SNAPSHOT</version> </dependency>
If you want to use snapshots, add
<repositories> ... <repository> <id>hmm-lib-snapshots</id> <url>https://raw.github.com/bmwcarit/hmm-lib/mvn-snapshots/</url> <snapshots> <enabled>true</enabled> <updatePolicy>always</updatePolicy> </snapshots> </repository> </repositories>
Contributions are welcome! For bug reports, please create an issue. For code contributions (e.g. new features or bugfixes), please create a pull request.
- Add forward-backward algorithm, which performs smoothing on the hidden state variables.
- The Viterbi algorithm now optionally returns smoothing probabilities for the states of the
most likely sequence.
- API redesign to allow calling the Viterbi algorithm iteratively. This gives the library user increased flexibility and optimization opportunities when computing transition and observation probabilities. Moreover, the new API enables better handling of HMM breaks.
- Add support for transition descriptors. For map matching, this allows retrieving the paths between matched positions (the entire matched route) after computing the most likely sequence.
- Reduce memory footprint from O(t*n²) to O(t*n) or even O(t) in many applications, where t is the number of time steps and n is the number of candidates per time step.
- 0.2.0: Extend HmmProbabilities interface to include the observation
- 0.1.0: Initial release