隐马尔科夫模型c#语言算法实现,HMM隐马尔科夫模型（三）C#调用示例 | 春小麦...

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TestHMMCS.cs

using System;

using Splash;

namespace SplashCheck

{

class TestHMMCS

{

enum Weather { Sunny, Cloudy, Rainy }; // 隐藏状态(天气)

enum Seaweed { Dry, Dryish, Damp, Soggy }; // 观察状态(海藻湿度)

static void Main(string[] args)

{

// 测试前向算法和后向算法

CheckForwardAndBackward();

Console.WriteLine();

// 测试维特比算法

CheckViterbi();

Console.WriteLine();

// 测试HMM学习算法

CheckBaumWelch();

}

// 测试前向算法和后向算法

static void CheckForwardAndBackward()

{

// 状态转移矩阵

Double[,] A = {

{0.500, 0.375, 0.125},

{0.250, 0.125, 0.625},

{0.250, 0.375, 0.375}

};

// 混淆矩阵

Double[,] B =

{

{0.60, 0.20, 0.15, 0.05},

{0.25, 0.25, 0.25, 0.25},

{0.05, 0.10, 0.35, 0.50}

};

// 初始概率向量

Double[] PI = { 0.63, 0.17, 0.20 };

// 观察序列

Int32[] OB = { (Int32)Seaweed.Dry, (Int32)Seaweed.Damp, (Int32)Seaweed.Soggy };

// 初始化HMM模型

HMM hmm = new HMM(A.GetLength(0), B.GetLength(1));

hmm.A = A;

hmm.B = B;

hmm.PI = PI;

// 观察序列的概率

Console.WriteLine("------------前向算法：双精度运算-----------------");

Double Probability = hmm.Forward(OB);

Console.WriteLine("Probability =" + Probability.ToString("0.###E+0"));

Console.WriteLine();

// 观察序列的概率

Console.WriteLine("------------后向算法：双精度运算-----------------");

Probability = hmm.Backward(OB);

Console.WriteLine("Probability =" + Probability.ToString("0.###E+0"));

}

// 测试维特比算法

static void CheckViterbi()

{

// 状态转移矩阵

Double[,] A = {

{0.500, 0.250, 0.250},

{0.375, 0.125, 0.375},

{0.125, 0.675, 0.375}

};

// 混淆矩阵

Double[,] B =

{

{0.60, 0.20, 0.15, 0.05},

{0.25, 0.25, 0.25, 0.25},

{0.05, 0.10, 0.35, 0.50}

};

// 初始概率向量

Double[] PI = { 0.63, 0.17, 0.20 };

// 观察序列

Int32[] OB = { (Int32)Seaweed.Dry, (Int32)Seaweed.Damp, (Int32)Seaweed.Soggy, (Int32)Seaweed.Dryish, (Int32)Seaweed.Dry };

// 初始化HMM模型

HMM hmm = new HMM(A.GetLength(0), B.GetLength(1));

hmm.A = A;

hmm.B = B;

hmm.PI = PI;

// 找出最有可能的隐藏状态序列

Double Probability;

Console.WriteLine("------------维特比算法：双精度运算-----------------");

Int32[] Q = hmm.Viterbi(OB, out Probability);

Console.WriteLine("Probability =" + Probability.ToString("0.###E+0"));

foreach (Int32 Value in Q)

{

Console.WriteLine(((Weather)Value).ToString());

}

Console.WriteLine();

Console.WriteLine("------------维特比算法：对数运算-----------------");

Q = hmm.ViterbiLog(OB, out Probability);

Console.WriteLine("Probability =" + Probability.ToString("0.###E+0"));

foreach (Int32 Value in Q)

{

Console.WriteLine(((Weather)Value).ToString());

}

}

static void CheckBaumWelch()

{

// 状态转移矩阵

Double[,] A = {

{0.500, 0.250, 0.250},

{0.375, 0.125, 0.375},

{0.125, 0.675, 0.375}

};

// 混淆矩阵

Double[,] B =

{

{0.60, 0.20, 0.15, 0.05},

{0.25, 0.25, 0.25, 0.25},

{0.05, 0.10, 0.35, 0.50}

};

// 初始概率向量

Double[] PI = { 0.63, 0.17, 0.20 };

// 观察序列

Int32[] OB = { (Int32)Seaweed.Dry, (Int32)Seaweed.Damp, (Int32)Seaweed.Soggy, (Int32)Seaweed.Dryish, (Int32)Seaweed.Dry };

// 初始化HMM模型

HMM hmm = new HMM(A.GetLength(0), B.GetLength(1));

// 数组克隆，避免损坏原始数据

hmm.A = (Double[,])A.Clone();

hmm.B = (Double[,])B.Clone();

hmm.PI = (Double[])PI.Clone();

// 前向-后向算法

Console.WriteLine("------------Baum-Welch算法-----------------");

Double LogProbInit, LogProbFinal;

Int32 Iterations = hmm.BaumWelch(OB, out LogProbInit, out LogProbFinal);

Console.WriteLine("迭代次数 = {0}", Iterations);

Console.WriteLine("初始概率 = {0}", Math.Exp(LogProbInit));

Console.WriteLine("最终概率 = {0}", Math.Exp(LogProbFinal));

Console.WriteLine();

// 打印学习后的模型参数

Console.WriteLine("新的模型参数：");

Console.WriteLine("PI");

for (Int32 i = 0; i < hmm.N; i++)

{

if (i == 0)

Console.Write(hmm.PI[i].ToString("0.000"));

else

Console.Write(" " + hmm.PI[i].ToString("0.000"));

}

Console.WriteLine();

Console.WriteLine();

Console.WriteLine("A");

for (Int32 i = 0; i < hmm.N; i++)

{

for (Int32 j = 0; j < hmm.N; j++)

{

if (j == 0)

Console.Write(hmm.A[i, j].ToString("0.000"));

else

Console.Write(" " + hmm.A[i, j].ToString("0.000"));

}

Console.WriteLine();

}

Console.WriteLine();

Console.WriteLine("B");

for (Int32 i = 0; i < hmm.N; i++)

{

for (Int32 j = 0; j < hmm.M; j++)

{

if (j == 0)

Console.Write(hmm.B[i, j].ToString("0.000"));

else

Console.Write(" " + hmm.B[i, j].ToString("0.000"));

}

Console.WriteLine();

}

Console.WriteLine();

}

}

}