Skip to content

inputs to ARHMM #419

Description

@sarathnayar
  1. When I fit ARHMM, should I explicitly provide the inputs (lagged emissions), or can I omit this argument, and the model creates this from the emissions?

arhmm = LinearAutoregressiveHMM(num_states, emission_dim, num_lags=num_lags)
fitted_params, lps = arhmm.fit_em(params, props, emissions, inputs=inputs)

  1. For a lag > 1, is there a special consideration of how the emissions and/or inputs should be arranged?
  2. Can I use ARHMM with exogenous inputs?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Fields

    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions