Does the library support multivariate time series ?

[tchanda90]

I have a time series where there are at any given point 5 observables Eg. a patient visit- [blood pressure, temperature, blood sugar...]. Is it possible to give this multiple emission to the HMM? As I saw, there is only one emission variable. Please let me know if this is possible?

[lopatovsky]

Current version doesn't support multivariate time series.