Description
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 provides
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
(Viterbi)
- Computation of the log-likelihood
- Simulation of the data given the parameters of the model
- Model selection via cross-validation
Models implemented:
- HMM
- Non-homogeneous HMM
- Mixture model
- Non-homogeneous mixture model
Among the emission distribution types:
- Conditionally independent variables or clusters of variables
- Multinomial
- Tree-dependent (Chow-Liu trees and conditional Chow-Liu forests)
Previous Release
mvnhmm-06242005.tar.gz (06/24/2005)
Current Untested Releases
mvnhmm-04232006.tar.gz (04/23/2006)
mvnhmm-06132006.tar.gz (06/13/2006)
mvnhmm-06232006.tar.gz (06/23/2006)
Please read and accept the
licensing terms
before downloading the software.
Changes are documented in the
notes file in the
mvnhmm directory.
Documentation
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
the toolbox.
Contact
Email
Sergey Kirshner
with questions, comments, and bug reports.