detect_changepoints
Detect level shifts in time series data using CUSUM binary segmentation. Identifies mean changes with configurable significance threshold and segment constraints.
Instructions
Detect level shifts (mean changes) via CUSUM binary segmentation.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"series_id": "<series_id>"
},
"name": "detect_changepoints"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| series_id | Yes | ||
| threshold | No | CUSUM significance bound; 1.36 ~ 95%. | |
| max_changepoints | No | ||
| min_segment_length | No | Minimum points between changepoints. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| notes | Yes | ||
| method | Yes | ||
| series_id | Yes | ||
| threshold | Yes | ||
| changepoints | Yes | ||
| n_changepoints | Yes | ||
| min_segment_length | Yes |