Predict function with multivariate HMM new api

[Manish Mahendru]

Hi Cesar,

Thank you for creating & supporting this wonderful library. I am working with "multivariate" model and have gotten to a point where I can train an HMM and use "Decode" to identify states and "Decide" to classify given the observations. Now I am trying to use predict (to predict next set of observations) but hitting a wall saying "System.NotSupportedException" occurred in Accord.Statistics.dll.....I am sure I am missing something here, by any chance do you have any insights or an example of usage for predict?

        Dim density = New MultivariateNormalDistribution(10)
        Dim model = New HiddenMarkovModel(Of MultivariateNormalDistribution, Double())(New Ergodic(4, True), density)

        Dim learning = New BaumWelchLearning(Of MultivariateNormalDistribution, Double())(model) With { _
            .Tolerance = 0.000001, _
            .Iterations = 0, _
            .FittingOptions = New NormalOptions() With { _
            .Regularization = 0.000001 _
            } _
        }

        ' Fit the model
        learning.Learn(sequences)

       'test(0)(10)(10) <-last 10 observations with 10 variables.....
       Dim test_states As Integer() = model.Decide(tests(0))  -> tests(0) 
       nextObservation = model.Predict(tests(0)) -> this is where I get error
        
Thanks,
Manish