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I want to train a Hidden Markov model for a time series. I tried using Matlab but it is discrete in nature. Can anyone share some good libraries for building continuous HMM on time series. As I am new to HMM, it would be thankful if a code snippet for creating HMM for a time series from the library is shared

Eskapp
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shaifali Gupta
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There is a Matlab library for continuous HMMs (Gaussian assumption) developed by K. Murphy. Here is the documentation which includes examples (codes snippets) and here is the most recent version of the codes to download.

Eskapp
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