To automatically initialize the MR-HMM, a general-purpurpose
time-series segmentation algorithm can be employed 
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 .
This segmentation is, keep in mind, only for the
purpose of initialization.
We will describe softare for this purpose in Section 14.4.2