A generic method for inferring a dynamical hidden Markov model from a time series is proposed. Under reasonable hypothesis, the model is updated in constant time whenever a new measurement arrives.
翻译:提出了从时间序列中推断动态隐藏的马尔科夫模型的通用方法,在合理的假设下,当新的测量到达时,该模型将随时更新。