Package elki.timeseries

Class OfflineChangePointDetectionAlgorithm.Instance

  • Enclosing class:
    OfflineChangePointDetectionAlgorithm
    class OfflineChangePointDetectionAlgorithm.Instance
extends java.lang.Object
    Instance for a single data set.
    Author:
    Erich Schubert

    • Field Summary

      Fields 
      Modifier and Type Field Description
      (package private) double[] bstrap
      Temporary storage for bootstrap testing.
      (package private) double[] column
      Raw data column.
      (package private) int columnnr
      Current column number.
      (package private) DBIDArrayIter iter
      Iterator to reference data positions.
      (package private) ChangePoints result
      Result to output to.
      (package private) java.util.Random rnd
      Random generator.
      (package private) double[] sums
      Cumulative sum.

    • Constructor Summary

      Constructors 
      Constructor Description
      Instance​(java.util.Random rnd)
      Constructor.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      private double bootstrapConfidence​(int begin, int end, double thresh)
      Calculates the confidence for the most probable change point of the given timer series.
      private int multipleChangepointsWithConfidence​(int begin, int end)
      Performs multiple change point detection for a given time series.
      ChangePoints run​(Relation<DoubleVector> relation)
      Run the change point detection algorithm on a data relation.

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Field Detail

      • column

        double[] column
        Raw data column.

      • sums

        double[] sums
        Cumulative sum.

      • bstrap

        double[] bstrap
        Temporary storage for bootstrap testing.

      • columnnr

        int columnnr
        Current column number.

      • rnd

        java.util.Random rnd
        Random generator.

    • Constructor Detail

      • Instance

        public Instance​(java.util.Random rnd)
        Constructor.
        Parameters:
        rnd - Random generator

    • Method Detail

      • run

        public ChangePoints run​(Relation<DoubleVector> relation)
        Run the change point detection algorithm on a data relation.
        Parameters:
        relation - Data relation.
        Returns:
        Change points

      • multipleChangepointsWithConfidence

        private int multipleChangepointsWithConfidence​(int begin,
                                               int end)
        Performs multiple change point detection for a given time series. This method uses a kind of divide and conquer approach
        Parameters:
        begin - Interval begin
        end - Interval end
        Returns:
        Last change point position, or begin

      • bootstrapConfidence

        private double bootstrapConfidence​(int begin,
                                   int end,
                                   double thresh)
        Calculates the confidence for the most probable change point of the given timer series. Confidence is calculated with the help of bootstrapping.
        Parameters:
        begin - Subset begin
        end - Subset end
        thresh - Threshold
        Returns:
        confidence for most probable change point