Kernel: Python 3 (Ubuntu Linux)
Sampling from HMM
This script shows how to sample points from a Hiden Markov Model (HMM): we use a 4-components with specified mean and covariance.
The plot show the sequence of observations generated with the transitions between them. We can see that, as specified by our transition matrix, there are no transition between component 1 and 3.
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Automatically created module for IPython interactive environment
Prepare parameters for a 4-components HMM Initial population probability
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