title: Using HIdden Markov Model for prediction
body: <p>Suppose there is a sequence of observations,e.g. <code>[1,2,3,5,5,5,2,3,2,3, ..., 3, 4]</code>. I am trying to use the current implementation of HMM in Scikit-learn to predict the next value of this observation sequence. I have 2 questions regarding this.</p>
  
  <ol>
  <li><p>Given a sequence of observations, how do I predict the next observation(as mentioned above)?</p></li>
  <li><p>Given many sequences of n observations and n+1 observations of those sequences, can HMM be used to predict the (n+1)th observation of a new sequence of n observations? If so how?</p></li>
  </ol>
  
  <p>I couldn't grasp much about this from the documentation.</p>
  
  <p>I found a likely <a href="https://stackoverflow.com/questions/7628696/hidden-markov-model-predicting-next-observation">duplicate</a>, but it doesn't specify on how to use HMM in Scikit-learn to predict the next value in a sequence.</p>