Man pages for connorbrubaker/rulsif.ts
Time Series Change Point Detection Using Relative Unconstrained Least Squares Importance Fitting (RULSIF)

comp_distSquared euclidean distance for matrices
comp_medianCompute median squared euclidean distance
gaussian_kernelGaussian kernel function
RelULSIFRelative unconstrained least squares importance fitting
sigma_lambda_grid_searchGrid search via cross validation on sigma and lambda...
sliding_windowMatrix of subsequences (sliding window)
ts_detectChange point detection
ts_plotPlot change point detection results
connorbrubaker/rulsif.ts documentation built on Dec. 19, 2021, 6:02 p.m.