Hidden Markov Model predicting next observation
问题 I have a sequence of 500 observations of the movements of a bird. I want to predict what the 501st movement of the bird would be. I searched the web and I guess this can be done by using HMM, however I do not have any experience on that subject. Can anyone explain the steps of an algorithm used to solve this problem? 回答1: x1-x2-x3-x4-x5......x500-x501 | | | | | | y1 y2 y3 y4 y5 y500 x - actual state y - observations P(y_i|x_i) - how you think the observation depends on the actual state P(x_i