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Package for training Mixture Transition Distribution (MTD) models

Project description

# mtd-learn: Package for training Mixture Transition Distribution (MTD) models

## Installation

` pip install mtdlearn `

## Communication GitHub [Issues]( for bug reports, feature requests and questions.

## Contribution Any contribution is welcome! Please follow this [branching model](

## License MIT License (see [LICENSE](

## References 1. Introduction to MTD model [The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series]( by André Berchtold and Adrian Raftery 2. Paper with estimation algorithm implemented in the package [An EM algorithm for estimation in the Mixture Transition Distribution model ]( by Sophie Lèbre and Pierre-Yves Bourguinon.

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