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Q:Calculating future states

Q:计算未来的状态

I am working with HMM to predict the future states of a sequence. Using forward algorithm I can calculate following probability.

And I need a way to calculate the prediction probability;

for an example when h=2, it is ;

Is there any library or code in java (or matlab) which provides calculation algorithm for prediction probability :

我正在用HMM来预测序列的未来状态。利用正演算法可以计算出如下概率。

我需要一种方法来计算预测概率;

对于一个例子,当H = 2时,它是;

有没有在任何java库或代码(或Matlab)为预测概率提供了计算算法:

java  matlab  probability  prediction  hidden-markov-models