Hidden Markov Model for Predicting Time Sequences with Mixture Sampling


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Documentation for package ‘hmix’ version 1.0.2

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hmix-package hmix: an algorithm for time series analysis that leverages hidden Markov models, cluster analysis, and mixture distributions to segment data, detect patterns and predict future sequences.
dummy_set A simple data set with stock close prices
hmix hmix: an algorithm for time series analysis that leverages hidden Markov models, cluster analysis, and mixture distributions to segment data, detect patterns and predict future sequences.