Code of AR and HMM baseline

[zhou-zl18]

Thanks for your great work. But I don't quite understand your implementation of baselines AR and HMM:
(1) How do you train the HMM and use it to generate time series?
(2) In AR model, if I understand correctly, you randomly sample the first record R1 from the distribution of training data, and then autogressively use AR to predict the next record. But with p=3, the model need 3 past steps to predict the next step, so maybe you need to sample the first three records?
(3) Could you provide the code of these baselines?