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Change Point Detection Algorithms

Data Skeptic

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What Do You Learn in TheDefault Experiment?

In our work, we find a kind of an old method, bindary segmentation from the seventies, does quite well. And then there is one that's called pelt and the basian method. But i think the default experiment i sort of my favorite. Its one tat i'm really interested in. What do you learn in the default experiment? In the default experiment, we find that binary segmentation does quite well,. And thats followed quite closely by a number of methods such as the one that at most finds on change point.

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