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- When I fit ARHMM, should I explicitly provide the inputs (lagged emissions), or can I omit this argument, and the model creates this from the emissions?
arhmm = LinearAutoregressiveHMM(num_states, emission_dim, num_lags=num_lags)
fitted_params, lps = arhmm.fit_em(params, props, emissions, inputs=inputs)
- For a lag > 1, is there a special consideration of how the emissions and/or inputs should be arranged?
- Can I use ARHMM with exogenous inputs?
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