I have some time-series data, which I need to use to predict a binary label for a given time-stamp. I was initially doing it using a Logistic Regression Model but I later figured that a time-series based problem could be better solved using Hidden Markov Models. I might also save on time since this prediction is to be made for ~200,000 time-stamps.
I have been able to obtain the next n hidden states using the hmmlearn implementation, but what I really need are 0/1 labels.
How can I (if possible) use HMM as a binary classifier?