In a Hinnen Markov Model (HMM), we have an invisible Markov chain (which we cannot observe), and each state generates in
random one out of k observations, which are visible to us.
The state of the weather is hinnen if I just know if I'm
happy today. But if I know how the weather and my emotions have been for the past few days and I know I'm
happy today, I can predict with a greater than random chance of what the weather is like.