Issues With Scoring Using hmmlearn in Python

Good afternoon! Having trouble with t+1 price estimation using Hidden Markov Models, this article is the guide It takes a sample from training data, adds a possible t+1 outcome, and scores the model with hmmlearn.hmm.score. The scores vary but the location of the max (np.argmax) is always at the same location, regardless of the data sample. I know it is a pretty vague question, but I figured if anyone could find the error it would be you all! Thank you in advance for any guidance!

Submitted February 26, 2020 at 02:26PM by conhardy

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