Example implementation of a discrete 1st order Hidden Markov model with test
Clone or download
Latest commit 57a64e6 Sep 20, 2016
Type Name Latest commit message Commit time
Failed to load latest commit information.
HMM.py first commit Sep 20, 2016
HMM_test.py first commit Sep 20, 2016
README Update README Sep 20, 2016
md first commit Sep 20, 2016


HMM.py is an example implementation of 1st order discrete Hidden Markov model.
HMM_test.py perfroms a predictive test on the model with a varying test window.
The model's performance and implementation are discussed on my blog in more detail: