HMM - Matlab for data set to detect anomaly


I have a dataset of oil temperatures. The time series consist of 100 hours of measurement at every second. There is an anomaly in the data that I would like to detect using Hidden Markov Models (HMM). In Matlab I used hmmgenerate, however I'm not able to link my data to the assumed probabilities. Instead random states and sequences are generated. Could anyone help me?


Posted 2017-02-03T12:25:10.417

Reputation: 9

I'm not familiar with Matlab HMM, but from looking at the documentation, perhaps hmmtrain would better suit your objective?

– Hobbes – 2017-02-03T16:02:57.040

Welcome to DataScience SE. If you can post some code and some output it would be helpful for people. – Stereo – 2017-02-03T20:48:01.630

No answers