run_hmm
Fit a Gaussian Hidden Markov Model to discover hidden regimes in data, returning state sequences, transition matrices, and Gaussian parameters for unsupervised pattern analysis.
Instructions
Fit a Gaussian Hidden Markov Model.
Unlike the regression functions, HMMs are unsupervised — there is no
target column. The function discovers *n_states* hidden regimes in the
data and returns the decoded state sequence, transition matrix, and
per-state Gaussian parameters.Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| kwargs | Yes |