Plot_Hidden_States.py

sns.set(font_scale=1.25)
style_kwds = {'xtick.major.size': 3, 'ytick.major.size': 3,
              'font.family':u'courier prime code', 'legend.frameon': True}
sns.set_style('white', style_kwds)

fig, axs = plt.subplots(model.n_components, sharex=True, sharey=True, figsize=(12,9))
colors = cm.rainbow(np.linspace(0, 1, model.n_components))

for i, (ax, color) in enumerate(zip(axs, colors)):
    # Use fancy indexing to plot data in each state.
    mask = hidden_states == i
    ax.plot_date(X_test.index.values[mask],
                 X_test["close"].values[mask],
                 ".-", c=color)
    ax.set_title("{0}th hidden state".format(i), fontsize=16, fontweight='demi')

    # Format the ticks.
    ax.xaxis.set_major_locator(YearLocator())
    ax.xaxis.set_minor_locator(MonthLocator())
    sns.despine(offset=10)

plt.tight_layout()