title: Fitting a scikits.learn.hmm.GaussianHMM to variable length training sequences
body: <p>I'd like to fit a scikits.learn.hmm.GaussianHMM to training sequences of different length. The fit method, however, prevents using sequences of different length by doing </p>
  
  <pre><code>obs = np.asanyarray(obs)
  </code></pre>
  
  <p>which only works on a list of equally shaped arrays. 
  Does anyone have a hint on how to proceed?</p>