Find the change points in a set of series when the number of change points is unknown, varies per series…
Find the change points in a set of series when the number of change points is unknown, varies per series…: a task in rl-research-envs (Harbor dataset). You are given a collection of numeric series. Each series is piecewise stationary: it is generated by one distribution for a stretch of samples…
The task
You are given a collection of numeric series. Each series is piecewise stationary: it is generated by one distribution for a stretch of samples, then by a different one, and so on. Your job is to find the boundaries.