用python实现了隐马尔科夫模型的概率计算和预测部分,主要是前向后向算法和维特比算法
输入包括状态转移矩阵A和观测矩阵B,初始状态概率向量pi以及观测序列
实现用前向算法和后向算法分别打印前向概率矩阵和后向概率矩阵,打印观测序列的概率
实现用维特比算法打印在观测序列下,概率最大的状态序列,并打印概率和状态序列
输入变量在类的init函数中指定,第一次写,注释比较多,代码也不是很规范,但是简单易懂,说明的功能都有实现
参考资料及测试数据来源于李航老师的统计学习方法一书
This project forked from eilene/hmm-python
用python实现了隐马尔科夫模型的概率计算和预测部分,主要是前向后向算法和维特比算法
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