Algorithms for change point detection in time series.
|Class and Description|
Single Change Point
Change point detection result Used by change or trend detection algorithms TODO: we need access to the data labels / timestamp information!
Off-line change point detection algorithm detecting a change in mean, based on the cumulative sum (CUSUM), same-variance assumption, and using bootstrap sampling for significance estimation.
Signi-Trend detection algorithm applies to a single time-series.
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