What is Hidden Markov model (HMM)?
A hidden Markov model (HMM) is a statistical model for sequences in which the actual states are hidden and can only be inferred from observable signals. It describes the probability of one state following another and of each state producing a given observation. HMMs were long the standard in speech recognition and part-of-speech tagging; today they are still used, for example, in bioinformatics and time-series analysis.