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.
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 |