ContinuousHiddenMarkovModel.h

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#ifndef GRT_CONTINUOUS_HIDDEN_MARKOV_MODEL_HEADER
#define GRT_CONTINUOUS_HIDDEN_MARKOV_MODEL_HEADER

#include "HMMEnums.h"
#include "../../Util/GRTCommon.h"
#include "../../CoreModules/MLBase.h"

GRT_BEGIN_NAMESPACE

class ContinuousHiddenMarkovModel : public MLBase {
public:
 ContinuousHiddenMarkovModel(const UINT downsampleFactor = 5,const UINT delta = 1,const bool autoEstimateSigma = true,const Float sigma = 10.0);
 
 ContinuousHiddenMarkovModel(const ContinuousHiddenMarkovModel &rhs);
 
 virtual ~ContinuousHiddenMarkovModel();
 
 ContinuousHiddenMarkovModel& operator=(const ContinuousHiddenMarkovModel &rhs);
 
 virtual bool predict_(VectorFloat &x);
 virtual bool predict_(MatrixFloat &obs);
 
 virtual bool train_(TimeSeriesClassificationSample &trainingData);
 
 virtual bool reset();
 
 virtual bool clear();
 
 virtual bool saveModelToFile( std::fstream &file ) const;
 
 virtual bool loadModelFromFile( std::fstream &file );
 
 virtual bool print() const;
 
 UINT getNumStates() const { return numStates; }
 
 UINT getClassLabel() const { return classLabel; }
 
 Float getLoglikelihood() const { return loglikelihood; }
 
 Float getPhase() const { return phase; }
 
 Vector< UINT > getEstimatedStates() const { return estimatedStates; }
 
 MatrixFloat getAlpha() const { return alpha; }
 
 bool setDownsampleFactor(const UINT downsampleFactor);
 
 bool setModelType(const UINT modelType);
 
 bool setDelta(const UINT delta);
 
 bool setSigma(const Float sigma);
 
 bool setAutoEstimateSigma(const bool autoEstimateSigma);
 
protected:
 
 Float gauss( const MatrixFloat &x, const MatrixFloat &y, const MatrixFloat &sigma, const unsigned int i,const unsigned int j,const unsigned int N );
 
 UINT downsampleFactor;
 UINT numStates; 
 UINT classLabel; 
 UINT timeseriesLength; 
 bool autoEstimateSigma;
 Float sigma;
 Float phase;
 MatrixFloat a; 
 MatrixFloat b; 
 VectorFloat pi; 
 MatrixFloat alpha;
 VectorFloat c;
 CircularBuffer< VectorFloat > observationSequence; 
 MatrixFloat obsSequence;
 Vector< UINT > estimatedStates; 
 MatrixFloat sigmaStates; 

 UINT modelType; 
 UINT delta; 
 Float loglikelihood; 
 Float cThreshold; 
 
};

GRT_END_NAMESPACE

#endif