MATLAB: What is the math going on behind the findchangepts function

findchangeptsmaths

Hello,

I am using the "findchangepts" function of the signal processing toolbox and I am quite happy with the results. I was just wondering if there exists a detailed description of this function of how it works?

Cheers, Jakob

Best Answer

When you read the documentation part of a given function....the references for the function will be mentioned. YOu may check for that. In the present function, these are the references :

[1] Lavielle, Marc. "Using penalized contrasts for the change-point problem." Signal Processing. Vol. 85, August 2005, pp. 1501–1510.

[2] Killick, Rebecca, Paul Fearnhead, and Idris A. Eckley. "Optimal detection of changepoints with a linear computational cost." Journal of the American Statistical Association. Vol. 107, No. 500, 2012, pp. 1590–1598.

Related Solutions

MATLAB: Additional findchangepts function output

#1 Maybe something like:

    function y = fitchangepts(x, icp, statistic)
    y = nan(size(x));
    K = length(icp);
    nseg = K+1;
    istart = [1; icp(:)];
    istop = [icp(:)-1; length(x)];
    if strcmp(statistic,'mean') || strcmp(statistic,'std')
      for s=1:nseg
        ix = (istart(s):istop(s))';
        y(ix) = mean(x(ix));
      end
    elseif strcmp(statistic,'rms')
      for s=1:nseg
        ix = (istart(s):istop(s))';
        y(ix) = rms(x(ix));
      end
    else % linear
      for s=1:nseg
        ix = (istart(s):istop(s))';
        y(ix) = polyval(polyfit(ix,x(ix),1),ix);
      end
    end

Test it:

load engineRPM.mat
plot(fitchangepts(x,findchangepts(x,'Statistic','linear','MinThreshold',var(x)/2),'linear'))

MATLAB: Mismatch between file and format string.

Hi,

use readtable, then extract the data from the variable CLOSE (=column named CLOSE) in ascending order:

data = readtable('semga.csv');
CLOSE = data.CLOSE(1191:1376);

Note that your table has only 1376 entries, since the first row are variable names. So i changed

(1192:1377)

(1191:1376)

If needed use flip function, to get the order you want:

CLOSE = flip(CLOSE)

Best regards

Stephan

Best Answer

Related Solutions

MATLAB: Additional findchangepts function output

MATLAB: Mismatch between file and format string.

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