Make sure you have pip, you can install pip with
$ sudo apt-get install python-pip
Install ipython with
$ sudo pip install ipython
Install jupyter (Previously IPyton Notebook)
$ sudo pip install jupyter
Following https://github.com/hmmlearn/hmmlearn to install hmmlearn. The steps are:
Install numpy scipy and scikit-learn
$ sudo pip install numpy scipy scikit-learn
Clone the hmmlearn repo
$ git clone https://github.com/hmmlearn/hmmlearn.git
Install hmmlearn
$ cd hmmlearn
$ sudo python setup.py install
Install matplotlib for visualization
sudo apt-get install python-matplotlib
$ ipython notebook
At the folder of the .ipynb files.