7.00.02 - ChangePointDetection - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)

The ChangePointDetection function detects change points in a stochastic process or time series, using retrospective change-point detection, implemented with these algorithms:

  • Search algorithm: binary search
  • Segmentation algorithm: normal distribution and linear regression

Use this function when the input data can be stored in memory and the application does not require a real-time response. If the input data cannot be stored in memory, or the application requires a real-time response, use the function RtChangePointDetection.