svpChange

MaRDI QIDQ7369173CRANFDO

Authors Vincent Runge, Gaetano Romano, Alexandre Combeau

Last update 30 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.0

Description

Provides methods for detecting multiple change-points and segmenting univariate time series using Smallest Valid Partitioning (SVP). SVP searches for a partition with the smallest number of segments whose segments satisfy a user-defined or built-in validity test. Among partitions with the same number of segments, it minimizes a within-segment sum-of-squared-errors criterion.

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