Example implementation of a discrete 1st order Hidden Markov model with test
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HMM.py first commit Sep 20, 2016
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README

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:
https://codefying.com/2016/09/19/a-tutorial-on-hidden-markov-model-with-a-stock-price-example-part-2/