# HMMs for time series with trend breaks

**URL:** <https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006>\
**Category:** HMMs\
**Created:** [March 8, 2023, 2:38am UTC](https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006 "2023-03-08T02:38:14Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![jroberayalas](https://avatars.discourse-cdn.com/v4/letter/j/7feea3/32.png) [@jroberayalas](https://community.intuitivebayes.com/u/jroberayalas)\
**Post date:** [March 8, 2023, 2:38am UTC](https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006/1 "2023-03-08T02:38:14Z")

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Hey folks,

During the [Autoregressive and Normal Emission Hidden Markov Models](https://www.youtube.com/watch?v=VIBvNkeHhSc&list=PLEfTblCtQoU7fi-ckpdMtIn_7VE7RbQM9&index=4) video, @RavinKumar mentioned the applicability of HMMs to time series data where a different forecasting model could be applied depending on the current state. Does anyone know where can I find more information about it? I’m interested in cases where a time series with trend and weekly/yearly seasonality has trend changes. Something like what Prophet does for [Trend Changepoints](https://facebook.github.io/prophet/docs/trend_changepoints.html), but taking advantage of what HMMs and Dynamax can offer.

Any hints or references with code are highly appreciated.

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**Author:** ![RavinKumar](https://yyz1.discourse-cdn.com/flex007/user_avatar/community.intuitivebayes.com/ravinkumar/32/13_2.png) [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Post date:** [March 9, 2023, 1:16am UTC](https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006/2 "2023-03-09T01:16:55Z")

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On my phone, Kevin has examples in his book with plots. I believe its in the HMM chapter towards the middle. Will post screenshots later