Hidden Markov Chain Random Probabilities
1 visualizzazione (ultimi 30 giorni)
Mostra commenti meno recenti
Hi friends, I am working on a fx forecasting algorithm, which uses discrete hidden markov chain to predict next day's return (rise fall zero).
What ı understood from hmm is that it should converge to the best sequence. I assign random prorabilities on state, observation, distribution matrixes, and end up with different sequences. this is also the case when ı use ready matlab functions.. can u please clarify what ı miss here?
0 Commenti
Risposte (0)
Vedere anche
Categorie
Scopri di più su Markov Chain Models in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!