Hmm Datamining

Hidden Markov models (HMMs) are discussed in this lecture. HMMs can model time-varying processes where the current state depends on previous states. The states are "hidden" and can only be observed through visible output states that have probabilities associated with each hidden state. An example of an HMM for a coin toss experiment with two hidden states (heads and tails) that produce visible heads and tails outputs is presented.