Class CUSUMOptions

Namespace

SignalSharp.Detection.CUSUM

Assembly

SignalSharp.dll

Represents the configuration options for the Cumulative Sum (CUSUM) algorithm.

public record CUSUMOptions : IEquatable<CUSUMOptions>

Inheritance

object

CUSUMOptions

Implements

IEquatable<CUSUMOptions>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Remarks

These options allow customization of the CUSUM algorithm's behavior, including the expected mean, expected standard deviation, slack factor, and threshold factor. Adjusting these parameters enables fine-tuning of the change detection sensitivity and robustness to noise in the data.

Properties

ExpectedMean

The expected mean value of the process. This is the average value around which the time series data is expected to fluctuate. The default is 0.

public double ExpectedMean { get; init; }

Property Value

double

ExpectedStandardDeviation

The expected standard deviation (σ) of the process. This represents the expected variability in the data. The default is 1.

public double ExpectedStandardDeviation { get; init; }

Property Value

double

SlackFactor

The slack factor, which determines the slack allowed in the process before a change is detected. It is multiplied by the expected standard deviation to compute the slack value. The default is 0.

public double SlackFactor { get; init; }

Property Value

double

ThresholdFactor

The threshold factor for change detection, which sets the sensitivity of the algorithm. It is multiplied by the expected standard deviation to compute the threshold value. A higher threshold factor makes the algorithm less sensitive to small changes. The default value is 5.

public double ThresholdFactor { get; init; }

Property Value

double