Argument | Category | Description |
---|---|---|
ValueColumn | Required | Specifies the name of the input table column that contains the time series data. |
Accumulate | Required | Specifies the names of the input table columns to copy to the output table. Tip: To identify change points in the output table, specify the columns that appear in partition_exp and order_by_exp.
|
SegmentationMethod | Optional | Specifies one of these segmentation methods:
|
SearchMethod | Optional | Specifies the search method, binary segmentation. This is the default and only possible value. |
MaxChangeNum | Optional | Specifies the maximum number of change points to detect. The default value is 10. |
Penalty | Optional | Specifies the penalty function, which is used to avoid over-fitting. Possible values are:
For BIC:
For AIC:
For threshold, the specified value is compared to: ln(L 1)−ln(L 0) L 1 and L 2 are the maximum likelihood estimation of hypotheses H 1 and H 0. For normal distribution, the definition of Log(L 1 ) and Log(L 0) are in Background. p is the number of additional parameters introduced by adding a change point. p is used in the information criterion BIC or AIC. p 1 and p 0 represent this parameter in hypotheses H 1 and H 0 separately. |
OutputOption | Optional | Specifies the output table columns. Refer to the Output section. The default value is 'CHANGEPOINT'. |