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Hidden Markov Models are used for modelling systems that are assumed to be Markov processes with hidden (i.e. unobserved) states.

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How do I do multiscale HMM classification?

I'm using hidden Markov models to classify some accelerometer data. I take the Fourier transform of the raw data at a given window length, and then train an HMM for each class, and every test instance …
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