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In [1]:



    


from __future__ import print_function

import datetime

import numpy as np
from matplotlib import cm, pyplot as plt
from matplotlib.dates import YearLocator, MonthLocator
try:
    from matplotlib.finance import quotes_historical_yahoo_ochl
except ImportError:
    # For Matplotlib prior to 1.5.
    from matplotlib.finance import (
        quotes_historical_yahoo as quotes_historical_yahoo_ochl
    )

from hmmlearn.hmm import GaussianHMM


print(__doc__)



    


















    






Automatically created module for IPython interactive environment










    






/root/anaconda2/lib/python2.7/site-packages/matplotlib/cbook.py:136: MatplotlibDeprecationWarning: The finance module has been deprecated in mpl 2.0 and will be removed in mpl 2.2. Please use the module mpl_finance instead.
  warnings.warn(message, mplDeprecation, stacklevel=1)

















In [20]:



    


# quotes = quotes_historical_yahoo_ochl(
#     "INTC", datetime.date(1995, 1, 1), datetime.date(2012, 1, 6))

# # Unpack quotes
# dates = np.array([q[0] for q in quotes], dtype=int)
# close_v = np.array([q[2] for q in quotes])
# volume = np.array([q[5] for q in quotes])[1:]

# # Take diff of close value. Note that this makes
# # ``len(diff) = len(close_t) - 1``, therefore, other quantities also
# # need to be shifted by 1.
# diff = np.diff(close_v)
# dates = dates[1:]
# close_v = close_v[1:]

# Pack diff and volume for training.
X = np.concatenate((np.random.randint(0,10,size=(50,1)), np.random.randn(50,2)), axis=-1)
#



    











In [21]:



    


X .shape



    


















    
Out[21]:








(50, 3)

















In [22]:



    


model = GaussianHMM(n_components=4, covariance_type="diag", n_iter=1000).fit(X)

# Predict the optimal sequence of internal hidden state
hidden_states = model.predict(X)



    


















    






/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function distribute_covar_matrix_to_match_covariance_type is deprecated; The function distribute_covar_matrix_to_match_covariance_typeis deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/hmmlearn/base.py:459: RuntimeWarning: divide by zero encountered in log
  np.log(self.startprob_),
/root/anaconda2/lib/python2.7/site-packages/hmmlearn/base.py:468: RuntimeWarning: divide by zero encountered in log
  np.log(self.startprob_),
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/sklearn/utils/deprecation.py:77: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20.
  warnings.warn(msg, category=DeprecationWarning)
/root/anaconda2/lib/python2.7/site-packages/hmmlearn/base.py:451: RuntimeWarning: divide by zero encountered in log
  n_samples, n_components, np.log(self.startprob_),

















In [23]:



    


hidden_states



    


















    
Out[23]:








array([1, 3, 3, 3, 3, 3, 3, 3, 0, 2, 2, 2, 2, 1, 3, 0, 2, 1, 0, 2, 2, 2,
       2, 2, 1, 1, 3, 0, 2, 2, 1, 3, 0, 2, 1, 1, 3, 0, 2, 2, 1, 1, 0, 2,
       2, 1, 3, 3, 3, 3])

















In [24]:



    


model.transmat_



    


















    
Out[24]:








array([[1.35640669e-05, 3.81427284e-15, 9.99986435e-01, 1.18513093e-09],
       [1.75296043e-01, 3.03581102e-01, 2.28163449e-05, 5.21100038e-01],
       [1.67143684e-09, 4.26729402e-01, 5.73270596e-01, 3.85510952e-19],
       [3.55590285e-01, 2.71871592e-09, 3.72653053e-12, 6.44409712e-01]])

















In [ ]:

Content source: luoshao23/ML_algorithm

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