Namespace SignalSharp.CostFunctions.Cost
Classes
- ARCostFunction
Represents a cost function based on fitting an Autoregressive (AR) model for the PELT method.
- BernoulliLikelihoodCostFunction
Represents a cost function based on the Binomial (specifically Bernoulli) negative log-likelihood for the PELT algorithm. This cost function is sensitive to changes in the probability of success in binary (0/1) data.
- BinomialLikelihoodCostFunction
Represents a cost function based on the Binomial negative log-likelihood for the PELT algorithm. This cost function is suitable for detecting changes in the success probability of binomial data (k successes out of n trials).
- CostFunctionBase
Provides a base implementation of the IPELTCostFunction interface.
- GaussianLikelihoodCostFunction
Represents a cost function based on the Gaussian negative log-likelihood for the PELT algorithm. This cost function is sensitive to changes in both the mean and the variance of the signal.
- L1CostFunction
Represents a cost function using the L1 norm for the Piecewise Linear Trend Change (PELT) method.
- L2CostFunction
Represents a cost function using the L2 norm (Euclidean distance) for the Piecewise Linear Trend Change (PELT) method.
- PoissonLikelihoodCostFunction
Represents a cost function based on the Poisson negative log-likelihood for the PELT algorithm. This cost function is sensitive to changes in the rate (mean) of events in count data.
- RBFCostFunction
Represents a cost function using the Radial Basis Function (RBF) kernel for the Piecewise Linear Trend Change (PELT) method.
Interfaces
- ILikelihoodCostFunction
Optional interface for PELT cost functions that can provide likelihood-based metrics and parameter counts necessary for information criteria (BIC, AIC, AICc).
- IPELTCostFunction
Defines the interface for cost functions used in the Piecewise Linear Trend Change (PELT) algorithm.