Hidden Markov Model Matlab Code
I am currently working on a method of predicting/projecting cyclic price action, based upon, and to test it I am using implementation of a in the Octave statistics package hosted at.Basically I measure the ( using either the above linked sinewave indicator code or ) and use the vector of measured dominant cycle periods as input to the hmmestimate function. Using the output from this, the hmmgenerate function is then used to generate a new period vector, these periods are converted to a slowly, periodically varying sine wave, and is added to the signal to produce a final signal upon which of my proposed indicator can be conducted. A typical plot of the varying, dominant cycle periods looks like.
Hidden Markov Model Tutorial
Hidden Markov Model (HMM) Toolbox for Matlab Hidden Markov Model (HMM) Toolbox for MatlabWritten by Kevin Murphy, 1998.Last updated: 8 June 2005.Distributed under theThis toolbox supports inference and learning forHMMs with discrete outputs (dhmm's), Gaussian outputs (ghmm's),or mixtures of Gaussians output (mhmm's).The Gaussians can be full, diagonal, or spherical (isotropic).It also supports discrete inputs, as in a POMDP.The inference routines support filtering, smoothing, and fixed-lagsmoothing.For a more recent version of this toolkit, please see.