Change Point Analysis

Version: 2019b

Type: Features

Category: Analysis

Subcategory: Signal Processing

Jira: APPS-414

Download Change Point Analysis app from the page and install the app.

This app can be used to detect single and multiple changes within a given time series or sequence.

Features include:

  • Identify changes in mean, variance or both

  • Support multiple algorithms to detect change points

  • Specify the assumed test statistic / distribution of the data.

  • Specify penalty to identify changes