Transition probability matrices that illustrate how HMM
can transfer from any one state to another, and emission
matrices, that illustrate the sequence of these states, were
calculated for each month based on the seven states of dry,
normal and wet conditions; and for all SPI time steps, i.e.
for SPI 3, SPI 6, SPI 9, and SPI 12. The final output time
series was either 1, 2, 3 or 4 months ahead of the original
time series. For each rainfall station, forecasts of SPI values
were made using HMM for the various lead times. As an
example, Fig. 5 shows the comparison between observed and
forecasted SPI values for one of the 22 stations, namely Bahir
Dar, for different combinations of the timescales