title: How to perform a Prediction with Matlabs Hidden Markov Model? (Statistics Toolbox)
body: <p>I have trained a HMM in matlab using the <a href="http://www.mathworks.de/de/help/stats/hmmtrain.html" rel="nofollow">hmmtrain-function</a> from the statistics package. </p>
  
  <p>Using <a href="http://www.mathworks.de/de/help/stats/hmmdecode.html" rel="nofollow">hmmdecode</a> and my given evidence between t_0 and t_1, I can do Filtering and Smoothing to compute the posterior distribution over the possible states between t_0 and t_1.</p>
  
  <p>Now I want to compute the posterior distribution over a future state later than t_1, given all evidence to date. In theroy, this means I have to apply the forward-algorithm on the markov chain.</p>
  
  <p>Do you know which matlab-function I can use to do this?  I suppose that there is something built-in in the statistics package, I just cannot find it.</p>