hcp_cf_arima {harbinger} | R Documentation |
Change-point detection is related to event/trend change detection. Change Finder ARIMA detects change points based on deviations relative to ARIMA model doi:10.1109/TKDE.2006.1599387. It wraps the ARIMA model presented in the forecast library.
hcp_cf_arima(sw_size = NULL)
sw_size |
Sliding window size |
hcp_cf_arima
object
library(daltoolbox)
#loading the example database
data(har_examples)
#Using example 6
dataset <- har_examples$example6
head(dataset)
# setting up change point method
model <- hcp_cf_arima()
# fitting the model
model <- fit(model, dataset$serie)
detection <- detect(model, dataset$serie)
# filtering detected events
print(detection[(detection$event),])