Login
Login

Finding the current state from HMM

Home 21090308 Forums Applications Trading Strategies (Algo Quant) Finding the current state from HMM

  • This topic is empty.
Viewing 1 post (of 1 total)
  • Author
    Posts
  • #1902
    Ryu
    Member

    In the SuanShu example, MarkovModel.java, I found the following code is to train the parameters A and B

    for (int i = 1; i <= nIterations; ++i) { model_0 = new HmmTrainByEM().train(model_0, observations); }

    How can I find the best estimated states from the trained model, such like by Viterbi algorithm, in algoquant? That means if there are 100 observations to train the matrices A and B, is there a method in model_0 to provide the best fit states for those 100 observations? Thanks a lot.

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.