n_comps = 6 model = GaussianHMM(n_comps) model.fit([new_x]) hidden_states = model.predict(new_x) new_test = np.asarray(test_set) predictions = [] chunk = train_set[2500:] '''find prob for each test point, compare to expected, then re-fit HMM with it''' for idx, x in enumerate(chunk): _, pst_prob = model.score_samples([x]) max_ind = pst_prob.argmax() trn = model._get_transmat()[max_ind] '''Get the max one for now. Maybe use some other method later one''' max_trn = trn.argmax() cov = model._get_covars()[max_trn] mns = model._get_means()[max_trn] rd = np.random.multivariate_normal(mns, cov) int_rd = [int(x) for x in rd] predictions += [int_rd] # retrain HMM with new data point moving_idx = 30-idx mov_train_set = [] if moving_idx < 1: