I am exploring the hidden markov model(HMM) to analyse the sequence of new cases and reproduction rate of covid-19. I have come across a scenarios where I need to generate a transition matrix for the continuous data.
X = [1.324,1.473,1.778,1.626,1.320,1.102,0.905,0.826,0.770,0.770,0.722,0.767,0.707,0.628,0.589,0.558,0.504, ...]
Markovian states (low, medium, high)
low -> 0<=X<=0.5
medium -> 0.5<X<=1.5
high -> 1.5<X<=2.0
How can I generate a Markov transformation matrix for continuous data using python or matlab(preferably python). I think matrix should be 3 be 3,showing the probability of moving from each state to the other 2 states.
I am new to python and finding difficulty to do this. Is there a library that I can use for this purpose. I came across Generating Markov transition matrix in Python which is a similar question but it is for discrete data. I want to do something similar for a continuous data.
