hmmlearn is a scikit-learn offspring implementing unsupervised learning and inference in Hidden Markov Models.
hmmlearn is a scikit-learn offspring implementing unsupervised learning and inference in Hidden Markov Models.
Questions tagged [hmmlearn]
130 questions
0
votes
2 answers
Why I get different values everytime I run the function hmmlearn.hmm.GaussianHMM.fit()
I have a program.
n = 6
data=pd.read_csv('11.csv',index_col='datetime')
volume = data['TotalVolumeTraded']
close = data['ClosingPx']
logDel = np.log(np.array(data['HighPx'])) - np.log(np.array(data['LowPx']))
logRet_1 =…
inaMinute
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1 answer
Error in model prediction using hmmlearn
Hi I have a dataframe test, I am trying to predict using a Gaussian HMM with hmmlearn.
When I do this:
y = model.predict(test)
y
I get the hmm working fine producing and array of states
however if i do this:
for i in range(0,len(test)):
y =…
azuric
- 2,679
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0
votes
1 answer
hmmlearn doesn't converge on a simple input
import numpy as np
from hmmlearn.hmm import MultinomialHMM
startprob_prior = np.array([0.5, 0.5]) # guess
transmat_prior = np.array([[0.9, 0.1], [0.3, 0.7]]) # guess
#data is binary, 0\1 with bursts of 1's
x =…
Hanan Shteingart
- 8,480
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votes
1 answer
HMMlearn GMMHMM error
I am trying to initialize several GMM's for use with the GMMHMM's gmms_ attribute. Each GMM instance has a different mean, weight and co-variance and serves as a component of a 5-component mixture for the GMMHMM. The mean, weight and co-variance are…
Dider
- 367
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0
votes
1 answer
HMMlearn Gaussian Mixture: set mean, weight and variance of each mixture component
I am using the HMMlearn module to generate a HMM with a Gaussian Mixture Model.
The problem is I want to initialize the mean, variance and weight of each mixture component before I fit the model to any data.
How would I go about doing this?
Dider
- 367
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0
votes
1 answer
missing data in hmmlearn from scikit-learn
i'm running a simple HMM using scikit-learn's hmmlearn module. it works for fully observed data, but it fails when i pass it observations with missing data. small example:
import numpy as np
import hmmlearn
import hmmlearn.hmm as hmm
transmat =…
mvd
- 1,167
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0
votes
1 answer
python GMMHMM clarification
I am reading about gaussian mixture hmms and I want to implement one. I am using the hmmlearn package and I know it has been deprecated from scikit-learn. In the documentation it says that in the GMMHMM constructor it requires: "gmms (array of GMM…
notArefill
- 786
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votes
1 answer
Hidden Markov package in Python or R
I want to build a Hidden Markov model (HMM), that must contain these properties:
More than one subject need to be fitted, because I make use of panel/longitudinal data
Discrete distributions
Multivariate output/emission
The transition…
Joep van der Plas
- 30
- 6
-1
votes
1 answer
Numpy error in hmmlearn
I am using hmmlearn library to create HMM. While running the code it gave an error ttributeError: 'module' object has no attribute 'broadcast_to'.
I am running GMMHMM as
model1 = GMMHMM(n_components=4, n_mix=64, covariance_type='diag',…
shaifali Gupta
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-2
votes
2 answers
Fit function hmmlearn doesn't work: fit() takes 2 positional arguments but 3 were given
I am trying to run a hidden markov model, however the fit function doesn't work properly.
Code:
import numpy as np
from hmmlearn import hmm
X1 = [[0.5], [1.0], [-1.0], [0.42], [0.24]]
X2 = [[2.4], [4.2], [0.5], [-0.24]]
X = np.concatenate([X1,…
Joep van der Plas
- 30
- 6