Detecting the Change Points in a Time Series

Dr. Dataman
Jun 18 · 9 min read

Suppose you wear an iWatch to monitor your heart rate. You run for a quarter mile, walk for ten minutes, then run for another quarter mile. The heart rate data will show a cluster of high heart rate, following by a cluster of low heart rate, then back to high rate like Figure 1. When a data analyst analyzes the heart rate data, the changes in the time series reveal there are changes in the underlying activities…