ChangePoint Program

ChangePoint is an MS Visual C++ program  for change-point detection in time series based on sequential application of singular-spectrum analysis (SSA). The program is well documented and contains comprehensive help. Visualisation of results on each step of analysis is an important feature of the program; this enables the user to control the change-point detection procedure and turn the parameters in the course of analysis.

Installation

  1. Download ch_point.zip file.
  2. Use WinZip to unzip ch_point.zip into a folder, say, C:\Programm Files\ChangePoint\
  3. Double click on ChangePoint.exe
  4. Report any bugs to MoskvinaV1@cf.ac.uk

 

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