I understand Naive Bayes classifier and already have made a few implementaions.
What I dont understand is, considering that I have a training dataset with all the X observations and Y states, what stops me from plugging in the previous state($Y_{n-1}$) as a feature($X_n$) on the Naive Bayes? Would that transform it into a hidden markov chain?
I'm pretty sure the answer is no, but I can't understand why.