Hidden Markov Model Plugin

The Hidden Markov Model plugin implements a discrete-time, discrete-space hidden Markov model (HMM)[#!rabiner!#]. Its allows users to build a HMM, estimate its parameters (given some observation sample), produce forecasts, etc. Its basic code was implemented during the work [#!flavio2003!#] and, later, was adapted to the MTK paradigm by [#!fernando2006!#].



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Guilherme Dutra Gonzaga Jaime 2010-10-27