Markov models are good for analyzing sequential data. Hence they should be suitable for time series modeling. But what are some limitations of Markov models to be used for time series prediction?

  • $\begingroup$ Do you mean forecasting or prediction? $\endgroup$
    – AdamO
    Feb 10, 2017 at 18:23
  • $\begingroup$ Forecasting and prediction are the same thing. $\endgroup$ Feb 10, 2017 at 18:36


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