So I've got a system where at each point in time the emission and transition probabilities are different. I've got a method that estimates these already, I'd just like to throw them into an HMM library without having to take the time to code my own. However, the Matlab and SciKitLearn HMM tools both seem to assume static probs. Does anyone have a suggestion for one that allows changing probs? Thanks!
[link][2 comments]