Markov Process, Hidden
Walter Zucchini, Iain L. MacDonald · Wiley StatsRef: Statistics Reference Online · 2014
Abstract Hidden Markov processes, more commonly known as hidden Markov models (HMMs), are a class of models for time series { X t , t = 0, 1, 2, …} in which the probability distribution of X t is determined by the unobserved (‘hidden’) state C t of an m ‐state Markov chain { C t , t = 0, 1, 2, …}.