Initial segmentation

To automatically initialize the MR-HMM, a general-purpurpose time-series segmentation algorithm can be employed [50] to divide each time-series into segments of similar spectral content. The segmentation algorithm divides the data into segments of similar spectral content, based on autoregressive modeling [50]. This segmentation is, keep in mind, only for the purpose of initialization. We will describe softare for this purpose in Section 14.4.2

Baggenstoss 2017-05-19