hidden-markov
This is a implementation of hidden markov model in python. It's a code exsecise acompany hang li's excellent book 《统计学习方法》. It creat a HMM class,including forward and backward algorithm,unsupervized Baum-Welch method to estimate parameter,viterbi algorithm. The implementation cleverly use matrix theory,making code both short and fast.
这是一个隐马尔科夫模型的一个实现，包括前向，后向算法，鲍姆-韦尔奇方法和维特比算法。算法细节完全参考李航老师非常棒的《统计学习方法》。
happy coding!