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Answers
some guys implemented a plugin for that (some time ago). Maybe a good point to start ?
http://hector.cs.ucf.edu/teamwork/?page_id=86
See: Salfner (2008): Event-based Failure Prediction-An Extended Hidden Markov Model Approach, Dissertation, Department of Computer Science, Humboldt University Berlin, Berlin, http://www.informatik.hu-berlin.de/Members/salfner/publications/index_html
And as described at http://code.google.com/p/rapidminerhmm/wiki/Usage just copy the downloaded .jar file into $RAPIDMINER$/lib/plugins and start RapidMiner. HMM operators should then be visible in RapidMiner under Modeling/HMM.Â