Data Mining

19

Markov Chain Models and Hidden Markov Models

Markov chain models and hidden Markov models have been widely used to build models and make inferences of sequential data patterns. In this chapter, Markov chain models and hidden Markov models are described. A list of data mining software packages that support the learning and inference of Markov chain models and hidden Markov models is provided. Some applications of Markov chain models and hidden Markov models are given with references.

19.1  Markov Chain Models

A Markov chain model describes the first-order discrete-time stochastic process of a system with the Markov property that the probability the system state at time n does not depend on previous system states leading to the system ...