'Hidden Markov Model for sequential data
Is it possible to predict next digit in a sequence using an hmm? For example I have the dataset as follows: [0, 3, 4, 1] [1, 3, 4, 2] etc.
After training my model with the data described above I want to be able to predict the next digit for every number that I get as input. i.e if 0 is the input I want to know how possible it is to get 1 or 2 or 3... after that. Also I don't know the transition matrix and the probabilities of each next state from the start. I guess I have to compute them too.
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