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What *stable* Python library can I use to implement Hidden Markov Models? I need it to be reasonably well documented, because I've never really used this model before.

Alternatively, is there a more direct approach to performing a time-series analysis on a data-set using HMM?

There's an alternative implementation of sklearn HMM that appears to have active contributions that can be found here: https://github.com/hmmlearn/hmmlearn I haven't used it before, so I can't speak to how good it is, but, looking at the examples, it appears to be fairly straightforward.

– Kyle. – 2015-10-16T18:46:10.860