private static HiddenMarkovModel<MultivariateNormalDistribution> createModel()
{
double[][][] sequences =
{
new double[][]
{
new double[] { 1, 2 },
new double[] { 6, 7 },
new double[] { 2, 3 },
},
new double[][]
{
new double[] { 2, 2 },
new double[] { 9, 8 },
new double[] { 1, 0 },
},
new double[][]
{
new double[] { 1, 3 },
new double[] { 8, 9 },
new double[] { 3, 3 },
},
};
var density = new MultivariateNormalDistribution(dimension: 2);
var model = new HiddenMarkovModel<MultivariateNormalDistribution>(new Forward(2), density);
var teacher = new BaumWelchLearning<MultivariateNormalDistribution>(model)
{
Tolerance = 0.0001,
Iterations = 0,
};
double logLikelihood = teacher.Run(sequences);
return model;
}
}