Modeling: Identification of change points

[kunalbhutani]

To look at differences in trends that might indicative of a change. Find changepoint that show a difference in mean or variance after a time point.

[kunalbhutani]

Using the R package: http://www.jstatsoft.org/v58/i03/paper

[kunalbhutani]

Example of Median Stability

Example of Median Agreeing with Z-score instead of Raw

Since we are going to manually tagging these anyways, these distinctions might not matter.

[kunalbhutani]

It would be interesting to see multivariate changepoints in terms of maybe certain pathways. This can be explored through another R-package: http://arxiv.org/pdf/1309.3295.pdf