How do I train HMM's for classification?

So I understand that when you train HMM's for classification the standard approach is: Separate your data sets into the data sets for each class Train one HMM per class On the test set compare the likelihood of each model to classify each window But how do I train the HMM on each class? Do I just concatenate the data pertaining to one class together? But isn't the time series data meant to be sequ

[zyxwv]

隠れマルコフモデルでクラス分類をする場合は、クラスごとにマルコフモデルを作り、最も尤度の高いものを分類結果とする