Does the library support multivariate time series ?
Opened this issue · 1 comments
tchanda90 commented
I have a time series where there are at any given point 5 observables Eg. a patient visit- [blood pressure, temperature, blood sugar...]. Is it possible to give this multiple emission to the HMM? As I saw, there is only one emission variable. Please let me know if this is possible?
lopatovsky commented
Current version doesn't support multivariate time series.