uses the given criterion crit to find the hidden states.
- 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 , "ViterbiDecoding" maximizes the probability of a state sequence as a whole , whereas "PosteriorDecoding" maximizes the probability of a state value at each time .
Introduced in 2014