Large-scale tiling array experiments are becoming increasingly common in genomics. In particular, the ENCODE project requires the consistent segmentation of many different tiling array datasets into active regions (e.g. finding transfrags from transcriptional data and putative binding sites from ChIP-chip experiments). Previously, such segmentation was done in an unsupervised fashion mainly based on characteristics of the signal distribution in the tiling array data itself. Here we propose a supervised framework for doing this. It has the advantage of explicitly incorporating validated biological knowledge into the model and allowing for formal training and testing.