Markovian-type models are yet another option to exercise pattern discovery. The idea behind Hidden Markovian Models (HMMs) is both clever and very useful. Although some people would only recognize them for their ability to model time series, HMMs are also suitable for things such as speech recognition and computer vision.

In this chapter, readers will find a brief review of Markovian models and the HMM, a discussion about where HMMs can be applied, and of course, a practical guide, teaching the nuts and bolts of deploying HMMs through R.

In this chapter, we will cover the following topics:

• Markovian models basics
• Hidden Markovian Models (HMMs) basics
• Incorporate information about the past x prediction about the future
• Time series