Algorithms for change point detection in time series.
Class Summary Class Description ChangePointSingle Change Point ChangePointsChange point detection result Used by change or trend detection algorithms TODO: we need access to the data labels / timestamp information! OfflineChangePointDetectionAlgorithmOff-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. OfflineChangePointDetectionAlgorithm.ParParameterization class. SigniTrendChangeDetectionSigni-Trend detection algorithm applies to a single time-series. SigniTrendChangeDetection.ParParameterization class.