Closed jscanass closed 1 year ago
@jscanass There is not a straightforward way to pre-specify the change direction in either of these detectors. For these detectors you will need to calculate all change points and then filter afterwards if you wish.
Hi there! In the detection tutorial notebook it is shown for the
CUSUMDetector
model a parameter,change_directions
, for specifying what type of change to be detected. What is the analogous parameter in the case ofBOCPDetector
, andRobustStatDetector
? Or in which other form I can specify an increase or decrease? A working example could be the same as the tutorial.