增强的随机处理

Version 10 expands on the already extensive random process framework with new processes, including hidden Markov models. Hidden Markov models are typically used to infer the hidden internal state from emissions, as in communication decoding, speech recognition, and biological sequence analysis. The random process framework also adds advanced time series processes and transformations of existing processes, as well as significantly improves computation with slice distributionsthe bridge from random processes to random variablesoften giving definite conclusions about expected process behavior from models.

  • 支持标量和向量值隐马尔可夫过程. »
  • 支持离散和连续输出的隐马尔可夫过程.
  • 支持沉默状态的隐马尔可夫过程.
  • 使用维特比算法和其他解码方法从输出中找出隐藏状态序列. »
  • 从数据自动估计隐马尔可夫过程参数.
  • 组建作为其他过程变换的新过程. »
  • 支持非高斯白噪声过程. »
  • 支持有色高斯噪声过程.
  • 支持对时间序列的序列自相关测试. »
  • 大幅提高了对所有随机过程的进程时间片计算的支持.
  • 大幅提高了大部分随机过程的仿真性能.
  • 对多种过程的参数估计的坚固稳健性和性能提升.
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