//
//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.