anyway, so I looked up the references on HMM in the YouKnowWho thread.  the chinese dude's MS thesis sucks.  Poorly written.  but, we live in world in which info is not vetted out by "experts". so be it. a better paper, although it doesn't do the job of educating someone about HMM in finance, is the paper cited in wikipedia; it's the tutorial on HMM and speech recognition. at least it's readable. 

so, this is the math art thread, so, I'll go ahead and just ask that you include the cover sheet on the fax, as it were. 

but really, so, what does HMM remind me of? Or, shall I say, Of what does it remind me?  It reminds me of fiber bundles.  the reason I say that is that, as far as I can see, it's a choice of a transition matrix for each point in a "base space" of hidden events.  so, if you had a stochastic process (Xt) on a base space M, then a HMM is a section s:M->E where E is a fiber bundle over M with fiber equal to the monoid of markov generator matrices of a given dimension.  if we believe that a classifying space theory exists for monoids, (and it's clear how to construct such a classifying space using formal chains that represent polyhedra that are glued to a CW-complex), then that section defined on a manifold comprising the "hidden state space" is the pull back of some section on the universal bundle covering the classifying space of the monoid of the space of markov generators.

you understand.

ps. to be slightly concrete; seasonality of something could be modeled as some dynamical system on the circle plus noise as the process on hidden states and the HMM would be a choice of generator matrix over each point on the circle.

Here's a Koch Snowflake (a fractal curve):

An example of a domain that has a finite area and whose boundary has infinite length.

'Mini Math Sculptures'

http://www.thinkgeek.com/geektoys/science/93d5/

If I ever get my office cleaned up, I might buy these as decoration

-t.

I sort of like this artist http://www.martynchik-walera.com/

the work below is very reminiscent of a night in amsterdam laying on a nice comfy bed.