Table of Contents

Interface IPELTAlgorithm

Namespace
SignalSharp.Detection.PELT
Assembly
SignalSharp.dll

Interface for the PELT algorithm implementation.

public interface IPELTAlgorithm

Properties

Options

Gets the options used to configure this PELT algorithm instance.

PELTOptions Options { get; }

Property Value

PELTOptions

Methods

Detect(double)

Detects the change points in the fitted signal using the specified penalty value.

int[] Detect(double penalty)

Parameters

penalty double

The penalty value to control the number of change points.

Returns

int[]

An array of indices representing the change points in the signal.

Fit(double[,])

Fits the PELT algorithm to the provided multi-dimensional time series data.

IPELTAlgorithm Fit(double[,] signalMatrix)

Parameters

signalMatrix double[,]

The multi-dimensional time series data to fit.

Returns

IPELTAlgorithm

The fitted IPELTAlgorithm instance.

Fit(double[])

Fits the PELT algorithm to the provided one-dimensional time series data.

IPELTAlgorithm Fit(double[] signal)

Parameters

signal double[]

The one-dimensional time series data to fit.

Returns

IPELTAlgorithm

The fitted IPELTAlgorithm instance.

FitAndDetect(double[,], double)

Fits the PELT algorithm to the provided multi-dimensional signal data and detects the change points using the specified penalty value.

int[] FitAndDetect(double[,] signalMatrix, double penalty)

Parameters

signalMatrix double[,]

The multi-dimensional time series data to be segmented.

penalty double

The penalty value to control the number of change points.

Returns

int[]

An array of indices representing the change points in the signal.

FitAndDetect(double[], double)

Fits the PELT algorithm to the provided one-dimensional signal data and detects the change points using the specified penalty value.

int[] FitAndDetect(double[] signal, double penalty)

Parameters

signal double[]

The one-dimensional time series data to be segmented.

penalty double

The penalty value to control the number of change points.

Returns

int[]

An array of indices representing the change points in the signal.