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HiddenMarkovModelTDistributionPredictTUnivariate Method (Double, Double, MixtureTUnivariate)

Predicts the next observation occurring after a given observation sequence.

Namespace:  Accord.Statistics.Models.Markov
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
public double Predict<TUnivariate>(
	double[] observations,
	out double logLikelihood,
	out Mixture<TUnivariate> probabilities
)
where TUnivariate : DistributionBase, TDistribution, IUnivariateDistribution<double>
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Parameters

observations
Type: SystemDouble
A sequence of observations. Predictions will be made regarding the next observations that should be coming after the last observation in this sequence.
logLikelihood
Type: SystemDouble
The log-likelihood of the given sequence, plus the predicted next observation. Exponentiate this value (use the System.Math.Exp function) to obtain a likelihood value.
probabilities
Type: Accord.Statistics.Distributions.UnivariateMixtureTUnivariate
The continuous probability distribution describing the next observations that are likely to be generated. Taking the mode of this distribution might give the most likely next value in the observed sequence.

Type Parameters

TUnivariate

Return Value

Type: Double
See Also