Segmentation of a data sequence

Provided are systems, methods and techniques for hierarchically segmenting a sequence of records, by specifying windows, each window encompassing a portion of the sequence. For each specified window, a function of the data records within that specified window is calculated in order to generate a function value for the window. The function values are then used to define a hierarchical arrangement in which the sequence is divided into a plurality of segments and the segments are divided into smaller segments.