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(A) Graphical model for first-order conventional HMM. (B) Graphical model for a first-order forward-directed ARHMM. (C) Graphical model for a first-order backward-directed ARHMM. S means state, O means observation. This figure is taken from Rezaei Tabar et al. (2019). HMM, hidden Markov model; ARHMM, autoregressive HMM.