Package de.lmu.ifi.dbs.elki.algorithm.timeseries

Algorithms for change point detection in time series.

See: Description

Class Summary

Class	Description
ChangePoint	Single Change Point
ChangePoints	Change point detection result Used by change or trend detection algorithms TODO: we need access to the data labels / timestamp information!
OfflineChangePointDetectionAlgorithm	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.
OfflineChangePointDetectionAlgorithm.Parameterizer	Parameterization class.
SigniTrendChangeDetection	Signi-Trend detection algorithm applies to a single time-series.
SigniTrendChangeDetection.Parameterizer	Parameterization class.

Package de.lmu.ifi.dbs.elki.algorithm.timeseries Description

Algorithms for change point detection in time series.