hcp_amoc: At most one change (AMOC) method

In harbinger: A Unified Time Series Event Detection Framework

At most one change (AMOC) method

Description

Change-point detection method that focus on identify one change point in mean/variance doi:10.1093/biomet/57.1.1. It wraps the amoc implementation available in the changepoint library.

Usage

hcp_amoc()

Value

hcp_amoc object

Examples

library(daltoolbox)

#loading the example database
data(examples_changepoints)

#Using simple example
dataset <- examples_changepoints$simple
head(dataset)

# setting up change point method
model <- hcp_amoc()

# fitting the model
model <- fit(model, dataset$serie)

# execute the detection method
detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])

harbinger documentation built on June 22, 2024, 7:38 p.m.