This toolbox contains algorithms for modeling multivariate time series
with hidden Markov models. The software has been developed on a
Linux platform and has been used on Linux, UNIX (Solaris), and MacOS X.
A quick-start manual
basic information required to install and run the software.
Among the capabilities of the toolbox:
- Estimation of the model parameters (EM)
- Computation of the most likely values of latent variables
- Computation of the log-likelihood
- Simulation of the data given the parameters of the model
- Model selection via cross-validation
- Non-homogeneous HMM
- Mixture model
- Non-homogeneous mixture model
Among the emission distribution types:
- Conditionally independent variables or clusters of variables
- Tree-dependent (Chow-Liu trees and conditional Chow-Liu forests)
Current Untested Releases
Please read and accept the licensing terms
before downloading the software.
Changes are documented in the notes
file in the mvnhmm
A short manual
contains a brief
description of the software along with a few examples. A full
version of the manual will be available in the future. README
file contains the complete functionality of
Email Sergey Kirshner
with questions, comments, and bug reports.