detect_change_points

Function detect_change_points 

Source
pub fn detect_change_points(
    measurements: &[f64],
    config: &ChangePointConfig,
) -> Vec<usize>
Expand description

Detect change points in a time series using the PELT algorithm.

Returns indices where regime shifts are detected.

§Arguments

  • measurements - Time series data points
  • config - Configuration parameters for detection

§Returns

Vector of indices where change points are detected