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mSSA_cpd
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mSSA_cpd
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# Change Point Detection via Multivariate Singular Spectrum Analysis This is the code submission associated with the paper "Change Point Detection via Multivariate Singular Spectrum Analysis" ## Requirements * python 3.7 * python packages in `requirements.txt` * R [for binseg algorithm only] ## Hardware Requirements * GPU device [for klcpd algorithm only] ## Datasets We provide the synthetic and benchmark datasets used in the experiments. The datasets can be be found in the `data` folder. ## Running CPD To run change point detection experiments use the notebook `run_experiment.ipynb`. Make the following selections: * `algorithm` from {"binseg", "microsoft_ssa", "klcpd", "bocpdms", "mssa", "mssa_mw"} * `dataset` from {"energy", "mean", "mixed", "frequency", "beedance", "hasc", "occupancy", "yahoo"} * `time_series` from {"all", <time_series> [check `config.py` for naming]} * `params_type` from {"default", "best", "custom" [define params dict for this option]}
