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Find abrupt changes in data
returns a logical array whose elements are logical
TF
= ischange(
A
)
1
(
true
) when there is an abrupt
change
in
the mean of the corresponding elements of
A
.
You can use
ischange
functionality interactively by adding the
Find Change
Points
task to a live script.
specifies additional parameters for finding change points using one or more
name-value arguments. For example,
TF
= ischange(
___
,
Name,Value
)
ischange(A,'MaxNumChanges',m)
detects no more than
m
change points.
Create a vector of noisy data, and compute the abrupt changes in the mean of the data.
A = [ones(1,5) 25*ones(1,5) 50*ones(1,5)] + rand(1,15); TF = ischange(A)
TF = 1x15 logical array
0 0 0 0 0 1 0 0 0 0 1 0 0 0 0
To compute the mean of the data in between change points, specify a second output argument.
[TF,S1] = ischange(A); plot(A,'*') hold on stairs(S1) legend('Data','Segment Mean','Location','NW')
Create a vector of noisy data, and compute abrupt changes in the slope and intercept of the data. Setting a large detection threshold reduces the number of change points detected due to noise.
A = [zeros(1,100) 1:100 99:-1:50 50*ones(1,250)] + 10*rand(1,500); [TF,S1,S2] = ischange(A,'linear','Threshold',200); segline = S1.*(1:500) + S2; plot(1:500,A,1:500,segline) legend('Data','Linear Regime')
As an alternative to providing a threshold value, you also can specify the maximum number of change points to detect.
[TF,S1,S2] = ischange(A,'linear','MaxNumChanges',3);
Compute abrupt changes in the mean for each row of a matrix.
A = diag(25*ones(5,1)) + rand(5,5)
A = 5×5
25.8147 0.0975 0.1576 0.1419 0.6557
0.9058 25.2785 0.9706 0.4218 0.0357
0.1270 0.5469 25.9572 0.9157 0.8491
0.9134 0.9575 0.4854 25.7922 0.9340
0.6324 0.9649 0.8003 0.9595 25.6787
TF = ischange(A,2)
TF = 5x5 logical array
0 1 0 0 0
0 1 1 0 0
0 0 1 1 0
0 0 0 1 1
0 0 0 0 1
A
—
Input data
Input data, specified as a vector, matrix, multidimensional array, table, or timetable.
Data Types:
single
|
double
|
table
|
timetable
method
—
Change detection method
'mean'
(default) |
'variance'
|
'linear'
Change detection method, specified as one of these values:
'mean'
— Find abrupt changes in the mean of
the data.
'variance'
— Find abrupt changes in the
variance of the data.
'linear'
— Find abrupt changes in the slope
and intercept of the data.
dim
—
Operating dimension
Operating dimension, specified as a positive integer scalar. If no value is specified, then the default is the first array dimension whose size does not equal 1.
Consider an
m
-by-
n
input matrix,
ischange(A,1)
detects change points based
on the data in each column of
A
and returns
an
m
-by-
n
matrix.
ischange(A,2)
detects change points based
on the data in each row of
A
and returns an
m
-by-
n
matrix.
For table or timetable input data,
dim
is not supported
and operation is along each table or timetable variable separately.
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where
Name
is
the argument name and
Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example:
TF = ischange(A,'MaxNumChanges',5)
SamplePoints
—
Sample points
vartype
subscript
Sample points, specified as a vector of sample point values or one of
the options in the following table when the input data is a table. The
sample points represent the
x
-axis locations of the
data, and must be sorted and contain unique elements. Sample points do
not need to be uniformly sampled. The vector
[1 2 3
...]
is the default.
When the input data is a table, you can specify the sample points as a table variable using one of these options:
Indexing Scheme | Examples | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Variable name:
|
|||||||||||
Variable index:
|
|||||||||||
Function handle:
|
|||||||||||
Variable type:
Note
This name-value argument is not supported when the input data is a
Example:
Example:
Data Types:
|
Indexing Scheme | Values to Specify | Examples |
---|---|---|
Variable names |
|
|
Variable index |
|
|
Function handle |
|
|
Variable type |
Example:
|
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