DetectChangePoint

Detects change point in numeric expression using ML.NET IidChangePointEstimator and specified confidence.

The result value is set by argument:

'Alert' - 0 or 1 (indicates a spike alert for a given data point)

'Score' - value for a given data point

'P-Value' - probability (the closer the p-value is to 0, the more likely the data point is an anomaly)

'Martingale ' - value is used to identify how 'weird' a data point is, based on the sequence of P-values

Syntax

DetectChangePoint(numericExpression, confidence, string changePointDetection)

 

Example:

DetectChangePoint("oil production" in "m3", 95, "Alert") 

DetectChangePoint("oil production" in "m3", 97, "Score")

DetectChangePoint("oil production" in "m3", 99, "P-Value")

DetectChangePoint("oil production" in "m3", 93, "Martingale")