The best replacement for hmm is crf.

The best alternatives to hmm are rated as following:
★★★★★  crf
★★★★  dbn
★★★★  hmm
★★★★  hmmm
★★★  mmm
★★★  umm
★★  hum
★  kalman filter
★  neural network
★  hm
  hmmn

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hmm
crf
dbn