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HiddenMarkovModelTDistributionPredictTMultivariate Method (Double, MultivariateMixtureTMultivariate)
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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
Syntaxpublic double[] Predict<TMultivariate>(
double[][] observations,
out MultivariateMixture<TMultivariate> probabilities
)
where TMultivariate : DistributionBase, TDistribution, IMultivariateDistribution<double[]>
Public Function Predict(Of TMultivariate As {DistributionBase, TDistribution, IMultivariateDistribution(Of Double())}) (
observations As Double()(),
<OutAttribute> ByRef probabilities As MultivariateMixture(Of TMultivariate)
) As Double()
Request Example
View SourceParameters
- 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. - probabilities
- Type: Accord.Statistics.Distributions.MultivariateMultivariateMixtureTMultivariate
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
- TMultivariate
Return Value
Type:
Double
See Also