Starting with a large value for TMAX in each level of the hierarchy (see, by way of example, the simplified code of my 10 Feb. 2011 blog) run for a time* and then reduce TMAX to the largest value of DURATION(Z) that has been observed plus a tiny bit.**
* how long? seeing how many cases/patterns? 'til DURATION doesn't increase?
** how much? measured by a standard deviation for DURATION?