Purpose
This app can be used to detect single and multiple changes within a given time series or sequence.
Installation
The app requires R software and package (changepoint).
- Install R or upgrade it before installing the App (Minimum required version 3.4.1. Please download R from here.).
- Download the cpa.opx file, then drag-and-drop onto the Origin workspace.
- The App will start downloading dependent R packages automatically. Wait a few minutes until the download is completed.
Note: If auto download fails, a pop-up dialog will ask you to copy 2 lines of commands from Results Log and run them in R to complete package download.
If you reinstall or upgrade R after installing the app, it would not work properly. Please reinstall the app.
Operation
- Activate a worksheet with XY columns or a graph with XY data plots.
- Click the icon in the Apps Gallery window to open the dialog. Select a dataset as input.
- Change settings under the Options node:
- Identify Changes In: Identify changes in mean, variance or both.
- Method: Algorithm used to detect change points. If Binary Segmentation or Segment Neighborhood is selected, you should also specify maximum number of change points.
- Assumed Test Statistic: The assumed test statistic / distribution of the data.
- Penalty: Value used to ascertain what are important changes and what are not.
- Penalty Value: Type I error for Asymptotic, number to be evaluated for manual penalties.
- Minimum Segment Length: Minimum number of data points between changes (default is 1).
- Click Preview to show change points.
- Click OK to output report sheet.