「baum-welch」の検索結果

Fit hidden Markov models using the Baum-Welch (EM) algorithm with model selection, Viterbi decoding for state sequences, and forward-backward probabilities. Use when observations are generated by unobservable latent states, you need to segment a time series into latent regimes (market regimes, speech phonemes, biological sequences), compute sequence probabilities, decode the most likely hidden state path, or compare models with different numbers of hidden states.

日本語の概要は準備中です。原文の説明を表示しています。