Multi-Variate Non-homogeneous Hidden Markov Model toolbox contains algorithms for modeling multivariate time series with hidden Markov models.  The software has been developed on a Linux platform and has been used on Linux, UNIX (Solaris), and MacOS X.  A quick-start manual provides basic information required to install and run the software.

Among the capabilities of the toolbox:

Models implemented:

Among the emission distribution types:


The software is distributed under BSD license.

Download (version dated 01/08/2007)

Please read and accept the licensing terms before downloading the software.


A short manual contains a brief description of the software along with a few examples.  A full version of the manual will be available in the future.  README file contains the complete functionality of the toolbox.


The software is provided as is.  Unfortunately, at this time, I have no bandwidth to make modifications or to troubleshoot potential problems.