Accord.Tests.Statistics.Models.Fields.MultivariateMarkovFunctionTest.CreateModel2 C# (CSharp) Method

        public static HiddenMarkovClassifier<MultivariateNormalDistribution> CreateModel2()
        {
            // Create a Continuous density Hidden Markov Model Sequence Classifier
            // to detect a multivariate sequence and the same sequence backwards.
            double[][][] sequences = new double[][][]
            {
                new double[][] 
                { 
                    // This is the first  sequence with label = 0
                    new double[] { 0, 1 },
                    new double[] { 1, 2 },
                    new double[] { 2, 3 },
                    new double[] { 3, 4 },
                    new double[] { 4, 5 },
                }, 

                new double[][]
                {
                        // This is the second sequence with label = 1
                    new double[] { 4,  3 },
                    new double[] { 3,  2 },
                    new double[] { 2,  1 },
                    new double[] { 1,  0 },
                    new double[] { 0, -1 },
                }
            };

            // Labels for the sequences
            int[] labels = { 0, 1 };


            var density = new MultivariateNormalDistribution(2);

            // Creates a sequence classifier containing 2 hidden Markov Models with 2 states
            // and an underlying multivariate mixture of Normal distributions as density.
            var classifier = new HiddenMarkovClassifier<MultivariateNormalDistribution>(
                2, new Ergodic(2), density);

            // Configure the learning algorithms to train the sequence classifier
            var teacher = new HiddenMarkovClassifierLearning<MultivariateNormalDistribution>(
                classifier,

                // Train each model until the log-likelihood changes less than 0.0001
                modelIndex => new BaumWelchLearning<MultivariateNormalDistribution>(
                    classifier.Models[modelIndex])
                {
                    Tolerance = 0.0001,
                    Iterations = 0,

                    FittingOptions = new NormalOptions() { Diagonal = true }
                }
            );

            // Train the sequence classifier using the algorithm
            double logLikelihood = teacher.Run(sequences, labels);

            return classifier;
        }