JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection
MIT License
18 stars 5 forks source link

Collect and list more "Change Point Detection" methods. #11

Open Datseris opened 1 year ago

Datseris commented 1 year ago

Apparently, in the literature of nonlinear dynamics, there are two nomenclatures on regime shifts. One call them "regime transitions" or "regime shifts" or "tipping points". The other calls them "Change Points Detection". It's the same thing. But we were missing a lot of literature because, at least I, was not aware of the second nomenclature.

The following paper is a review on "change points".

A survey of methods for time series change point detection by Samaneh Aminikhanghahi & Diane J. Cook in Knowledge and Information Systems volume 51, pages339–367 (2017)

We should have a look, and little by little add methods from that paper to the list of issues here that request new methods (open new issue -> "new transition indicator").