Suppose there is a sequence of observations. for an example take
[1,2,3,5,5,5,2,3,2,3, ..., 3, 4]. (Those can be even real numbers). How do
I use the current implementation of HMM in Scikit-learn to predict the next
value of this observation sequence. I have 2 questions regarding this.
1. Given a sequence of observations, predicting the next observation(as
mentioned above)
2. Given many sequences of n observations and n+1 observations of those
sequences, can HMM be used to predict the (n+1)th observation of a new
sequence of n observations? If so how?
How do I use the HMM in Scikit-learn for the above tasks? I couldn't grasp
much about this from the documentation.
Thank you.
Maheshakya
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