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Time series for change point detection

Source: R/data.R
examples_changepoints.Rd

A list of time series for change point experiments.

  • simple: simple synthetic series with one change point.

  • sinusoidal: sinusoidal pattern with a regime change.

  • incremental: gradual change in mean/variance.

  • abrupt: abrupt level shift.

  • volatility: variance change.

#'

Usage

data(examples_changepoints)

Format

A list of time series for change point detection.

Source

Harbinger package

References

Harbinger package

Ogasawara, E., Salles, R., Porto, F., Pacitti, E. Event Detection in Time Series. 1st ed. Cham: Springer Nature Switzerland, 2025. doi:10.1007/978-3-031-75941-3

Examples

data(examples_changepoints)
# Select a simple change point series
serie <- examples_changepoints$simple
head(serie)
#>   serie event
#> 1  0.00 FALSE
#> 2  0.25 FALSE
#> 3  0.50 FALSE
#> 4  0.75 FALSE
#> 5  1.00 FALSE
#> 6  1.25 FALSE