1
$\begingroup$

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?

$\endgroup$
2
  • $\begingroup$ 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

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.