I would like to classify data coming from a sensor. In the literature Hidden Markov Model and SVM are used, but I would like to improve results with another methods.The picture how data and classes are as follows;

enter image description here

x is time axis and y is sensor outputs axis. The yellow is how signal looks like and it randomly changes in the range of red dashes. Green vertical lines are the boundaries for specific classes written in Red color.

The algorithm should make the classification online, I mean while data is coming to the algorithm, it should classify them immediately.

Could you please recommend possible machine learning algorithms for this type of classification?

  • $\begingroup$ Cross-posted: stats.stackexchange.com/q/266850/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted. $\endgroup$ – D.W. Mar 11 '17 at 16:51
  • $\begingroup$ I'm voting to close this question because it was cross-posted. $\endgroup$ – D.W. Mar 11 '17 at 16:51
  • $\begingroup$ I was not sure about that which community is more suitable for this question. Then I cross-posted. $\endgroup$ – Reiso Mar 11 '17 at 17:53