FindHiddenMarkovStates

FindHiddenMarkovStates[data,hmm]
finds the most likely hidden states of the HiddenMarkovProcess hmm corresponding to the emissions data.

FindHiddenMarkovStates[data,hmm,crit]
uses the given criterion crit to find the hidden states.

DetailsDetails

  • FindHiddenMarkovStates is also known as hidden state decoding and Viterbi decoding.
  • The emissions data can be either a list or a TemporalData object.
  • FindHiddenMarkovStates returns the hidden state path in the same form as the emissions data. If there are multiple paths in data, there will be multiple state paths returned.
  • Possible values for criterion crit include:
  • "ViterbiDecoding"maximize likelihood for hidden state sequence (default)
    "PosteriorDecoding"maximize likelihood for hidden state at each time
  • Given an emission sequence , maximizes the probability of a state sequence as a whole TemplateBox[{Probability, paclet:ref/Probability}, RefLink, BaseStyle -> InlineFormula][x(0)=i_0∧...∧x(n)=i_(n){y(0)=y_0,...,y(n)=y_(n)},...], whereas maximizes the probability of a state value at each time TemplateBox[{Probability, paclet:ref/Probability}, RefLink, BaseStyle -> InlineFormula][x(t)=i{y(0)=y_0,...,y(n)=y_(n)},...].
Introduced in 2014
(10.0)