I would to predict a pseudo-random binary sequence of 0's and 1's. I am thinking of using the HMM package in R.
I have a binary sequence like ... 0 1 0 0 1 1 0 1 x(n+1)? with thousands of values. What I would like is to get automatic estimation for x(n+1), computing their prob.matrix automatically every time.
The question is to know, if a HMM (or any other algorithm) can provide P > .5 for binary events that pass random tests, BUT are generated by deterministic algorithms, like LCG.
Something like that; http://www.stanford.edu/class/stats366/hmmR2.html BUT using a data file with the binary sequence, so prob.matrix can't be estimated before. thank you