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hmix (version 1.0.2)

Hidden Markov Model for Predicting Time Sequences with Mixture Sampling

Description

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.

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Version

Install

install.packages('hmix')

Monthly Downloads

147

Version

1.0.2

License

GPL-3

Maintainer

Giancarlo Vercellino

Last Published

September 10th, 2024

Functions in hmix (1.0.2)

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.
dummy_set

A simple data set with stock close prices