Advanced✓ Mathematical
◆ The PatternFinding where the rules change
A changepoint is where the statistical properties of a series abruptly shift — a new mean, variance, or trend slope. PELT (Pruned Exact Linear Time) finds optimal changepoints efficiently. BOCPD (Bayesian Online Changepoint Detection) detects them in real-time.
// Interactive — changepoint detection
Sensitivity50
# Python — changepoint detection with ruptures import ruptures as rpt algo = rpt.Pelt(model="rbf").fit(signal) breakpoints = algo.predict(pen=10) rpt.display(signal, breakpoints)
Pattern bridge: Changepoint detection is the formal version of regime detection in markets — finding when bull turns to bear. In ML production systems, drift detection is exactly a changepoint problem on model inputs.