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changepoint-detection

Changepoint detection methods

Dependencies

MATLAB findchangepts

findchangepts requires MATLAB's Signal Processing Toolbox.

Compiling gfpop

Before running the gfpop algorithm, you must compile the mex file, gfpop_mex.cpp, located in the gfpop folder. Compile the file using mex:

mex gfpop_mex.cpp

File descriptions

The row, column, and "both" algorithms are run with the following scripts:

findchangepts:

  • rows: matlabChptsRows
  • columns: matlabChptsCols
  • both: matlabChptsBoth

gfpop:

  • rows: gfpopRows
  • columns: gfpopCols
  • both: gfpopBoth

timingAnalysisScript records the runtimes of each algorithm.

changepointAnalysis computes performance metrics for all the algorithms.

testingScript was used to develop and tune the algorithms.