![]() ![]() A signal model is a model that attempts to describe some process that emits signals. This short sentence is actually loaded with insight! A statistical model estimates parameters like mean and variance and class probability ratios from the data and uses these parameters to mimic what is going on in the data. In part 2 I will demonstrate one way to implement the HMM and we will test the model by using it to predict the Yahoo stock price!Ī Hidden Markov Model (HMM) is a statistical signal model. I will motivate the three main algorithms with an example of modeling stock price time-series. ![]() Part 1 will provide the background to the discrete HMMs. What is a Hidden Markov Model and why is it hiding? Can you see me? This tutorial is on a Hidden Markov Model. ![]()
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