//Hidden Marcov model Analysis Command
//This command is used to analysis Hidden Marcov time series.
//As we assume that observed data are generated by Hidden value as below, 
//We discover hidden marcov parameters from observed data.   

//Syntax with options hmm time_data1 time_data2.. by Hidden_class/ obsClass:5 ; //Option obsClass //num of class of observation data (default=5) loop //num of Iteration of E_M step (default=100) outloop //num of time series about simulation by this output parametar.(default=num of input) // //Example // //Hidden Marcov analyis for stockdata. //read time sirease of daily stock data get stockdata.csv@;

We assume that Hidden has 3 class and Observed data can be divied by 5 class as below.

//Excecute Hidden Marcov hmm data1 by 3/ obsClass:5 ;

id is below

PI : Initial class on hidden marcov
MM : Probable transition Matrix of hidden marcov 3 classs
TR : Convert probable Matrix from hidden class to observed class
//View simulated data by Hidden marcov parameter. get score@ana;

//View time series of simulated data. plot line outMode;

View time series of simulated data by hidden marcov parameter

//View histgram of observed class. plot hist outMode;

View histgram of observed class from simulated time series data.