hcp_pelt: Pruned exact linear time (PELT) method

In harbinger: A Unified Time Series Event Detection Framework

Pruned exact linear time (PELT) method

Description

Change-point detection method that focus on identifying multiple exact change points in mean/variance doi:10.1080/01621459.2012.737745. It wraps the BinSeg implementation available in the changepoint library.

Usage

hcp_pelt()

Value

hcp_pelt 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_pelt()

# 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.