I have a series of values and I'm trying to model a HMM for each state. There is currently 1 state for each of the models and I have two models that I'm trying to simulate.
For example:
obs[0] = {1, 2, 0.9, 4.1, ..., 8.1, 9.0, .... N}
obs[1] = {1, 4, 1, 1, 1, ...., 4, 3, 1, 1, ... N}
Now I want to create a model for each of the sequences and then determine the viterbi score for each. I'm confused to how to even generate the models, though, since these are just double values and I don't know the emissions etc.
What I am hopefully hoping for is something like this:
1
2
p0:
1.000000
a:
1.000000
mu:
20.721460 6.474166
cov:
3576.301595 0.000000 0.000000 26737.119734
From here, we are given the probabilities.
