title: Hidden Markov Model for sequential data
body: <p>Is it possible to predict next digit in a sequence using an hmm? For example I have the dataset as follows:
  [0, 3, 4, 1]
  [1, 3, 4, 2] etc.</p>
  <p>After training my model with the data described above I want to be able to predict the next digit for every number that I get as input. i.e if 0 is the input I want to know how possible it is to get 1 or 2 or 3... after that.
  Also I don't know the transition matrix and the probabilities of each next state from the start. I guess I have to compute them too.</p>