Library "MarkovChain"
Generic Markov Chain type functions.
---
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the
probability of each event depends only on the state attained in the previous event.
---
reference:
Understanding Markov Chains, Examples and Applications. Second Edition. Book by Nicolas...
Library "FunctionProbabilityViterbi"
The Viterbi Algorithm calculates the most likely sequence of hidden states *(called Viterbi path)*
that results in a sequence of observed events.
viterbi(observations, transitions, emissions, initial_distribution)
Calculate most probable path in a Markov model.
Parameters:
observations (int ) : array ....
Library "FunctionBaumWelch"
Baum-Welch Algorithm, also known as Forward-Backward Algorithm, uses the well known EM algorithm
to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed
feature vectors.
---
### Function List:
> `forward (array pi, matrix a, matrix b, array obs)`
> `forward (array pi, matrix a,...
Library "FunctionDynamicTimeWarping"
"In time series analysis, dynamic time warping (DTW) is an algorithm for
measuring similarity between two temporal sequences, which may vary in
speed. For instance, similarities in walking could be detected using DTW,
even if one person was walking faster than the other, or if there were
accelerations and decelerations...
