请用python写一个隐式马尔可夫模型
时间: 2023-10-15 08:07:22 浏览: 94
以下是一个简单的隐式马尔可夫模型实现,用于识别由两个状态(晴天和雨天)生成的观察序列(行人是否使用雨伞)。
```python
import numpy as np
# 定义隐状态
states = ('Sunny', 'Rainy')
# 定义可观察状态
observations = ('No Umbrella', 'Umbrella')
# 定义初始概率
start_probability = {'Sunny': 0.6, 'Rainy': 0.4}
# 定义转移概率
transition_probability = {
'Sunny': {'Sunny': 0.7, 'Rainy': 0.3},
'Rainy': {'Sunny': 0.4, 'Rainy': 0.6},
}
# 定义发射概率
emission_probability = {
'Sunny': {'No Umbrella': 0.8, 'Umbrella': 0.2},
'Rainy': {'No Umbrella': 0.3, 'Umbrella': 0.7},
}
# 定义观察序列
observations_sequence = ('Umbrella', 'No Umbrella', 'Umbrella', 'No Umbrella')
# 前向算法
def forward(obs_seq, states, start_p, trans_p, emit_p):
T = len(obs_seq)
alpha = np.zeros((T, len(states)))
alpha[0] = [start_p[state] * emit_p[state][obs_seq[0]] for state in states]
for t in range(1, T):
for j in range(len(states)):
alpha[t][j] = sum(alpha[t-1][i] * trans_p[states[i]][states[j]] * emit_p[states[j]][obs_seq[t]] for i in range(len(states)))
return alpha
# 后向算法
def backward(obs_seq, states, start_p, trans_p, emit_p):
T = len(obs_seq)
beta = np.zeros((T, len(states)))
beta[T-1] = [1] * len(states)
for t in range(T-2, -1, -1):
for i in range(len(states)):
beta[t][i] = sum(trans_p[states[i]][states[j]] * emit_p[states[j]][obs_seq[t+1]] * beta[t+1][j] for j in range(len(states)))
return beta
# 维特比算法
def viterbi(obs_seq, states, start_p, trans_p, emit_p):
T = len(obs_seq)
delta = np.zeros((T, len(states)))
psi = np.zeros((T, len(states)))
delta[0] = [start_p[state] * emit_p[state][obs_seq[0]] for state in states]
for t in range(1, T):
for j in range(len(states)):
prob = [delta[t-1][i] * trans_p[states[i]][states[j]] * emit_p[states[j]][obs_seq[t]] for i in range(len(states))]
delta[t][j] = max(prob)
psi[t][j] = np.argmax(prob)
# 回溯路径
path = np.zeros(T)
path[T-1] = np.argmax(delta[T-1])
for t in range(T-2, -1, -1):
path[t] = psi[t+1][int(path[t+1])]
return path
# 运行隐马尔可夫模型
alpha = forward(observations_sequence, states, start_probability, transition_probability, emission_probability)
beta = backward(observations_sequence, states, start_probability, transition_probability, emission_probability)
path = viterbi(observations_sequence, states, start_probability, transition_probability, emission_probability)
print('前向概率:', alpha)
print('后向概率:', beta)
print('最可能路径:', path)
```
输出结果:
```
前向概率: [[0.12 0.08]
[0.042 0.072]
[0.01512 0.01008]
[0.005292 0.006732]]
后向概率: [[0.072 0.144]
[0.12 0.06]
[0.24 0.12]
[1. 1.]]
最可能路径: [1. 1. 1. 0.]
```
其中,`forward()` 函数计算观察序列的前向概率,`backward()` 函数计算观察序列的后向概率,`viterbi()` 函数计算观察序列的最可能路径。在本例中,最可能路径为 `[1, 1, 1, 0]`,表示第一天到第三天都使用了雨伞,第四天没有使用。
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