2024 JSM Proceedings
Published July 19, 2024 | Version v1
Journal article Open

tidychangepoint: a unified framework for analyzing changepoint detection in univariate time series

Authors/Creators

  • 1. ROR icon Smith College
  • 2. ROR icon Universidad EAFIT

Description

We present tidychangepoint, a new R package for changepoint detection analysis. tidychangepoint leverages existing packages like changepoint, GA, tsibble, and broom to provide tidyverse-compliant tools for segmenting univariate time series using various changepoint detection algorithms. In addition, tidychangepoint also provides model-fitting procedures for commonly-used parametric models, tools for computing various penalized objective functions, and graphical diagnostic displays. tidychangepoint wraps both deterministic algorithms like PELT, and also flexible, randomized, genetic algorithms that can be used with any compliant model-fitting function and any penalized objective function. By bringing all of these disparate tools together in a cohesive fashion, tidychangepoint facilitates comparative analysis of changepoint detection algorithms and models.

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Additional details

Dates

Submitted
2024-07-19

Software

Repository URL
https://github.com/beanumber/tidychangepoint
Programming language
R
Development Status
Active

References

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