ChangePointDetection - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
dita:mapPath
uce1497542673292.ditamap
dita:ditavalPath
AA-notempfilter_pdf_output.ditaval
dita:id
B700-1022
lifecycle
previous
Product Category
Software

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.