Open dhuppenkothen opened 8 years ago
My unconsidered view is that (a) T^K should not be small -- T has normalization properties that T^2 also has and so does T^K. (b) Using T^K is equivalent to marginalizing out the missing time steps. But I am on thin ice on both points.
p.s. It might be something a tiny bit more complicated than just T^K but there is a simple formula.
We need to think about how to best set up the HMM. One of the important questions concern continuity: since we have around 10 minutes of observations per day, the observations are not continuously connected. Some possible solutions:
Here is a useful HMM reference.