I am trying to build a Gaussian HMM model with an absorbing state. Is there a way to specify the identity distribution of state 4, the absorbing state?
In my dataset values range from 20 to 100 and I have tried to give it the '999' value, but results are not convincing.
model = hmm.GaussianHMM(n_components=4, n_iter=5000, tol=1e-8,
covariance_type="diag", init_params="sc")
model.means_ = np.array([[70, 100], [70, 50], [50,20], [999, 999]])
model.transmat_ = np.array([[0.6, 0.2, 0.1, 0.1],
[0.1, 0.6, 0.1, 0.2],
[0, 0.2, 0.5, 0.3],
[0, 0, 0, 1]])
model.fit (X_train, lenghts)
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