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使用连续隐马尔可夫模型的时间序列预测步骤

我正在尝试使用高斯 HMM 预测股市。我不知道模型训练后预测步骤是如何完成的。我不明白准确预测最可能的状态序列如何有助于预测未来价值。

One of the question asked suggest this method: "Use the Viterbi algorithm with the (partial) sequence to obtain the most likely hidden-state-sequence. Take the emission distribution of the last hidden state in this sequence and predict e.g. the mean of that distribution (which often is Gaussian)."

I did not get what he says after predicting most likely state sequence.

I have trained my model using functions available with hmmlearn in python. I have also applied Viterbi algorithm …

python time-series hidden-markov-models hmmlearn

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