changepoint

Definition

The moment at which the statistical behavior of a time series shifts — a change in mean, variance, or trend that persists. Changepoint detection is the task of locating such moments, used for monitoring equipment, catching regime shifts in demand, and flagging incidents in system telemetry. The distinction from an outlier matters: an outlier is one anomalous value, a changepoint marks a durable move to a new regime.

Explainers using this term

• Time-Series Anomaly Detection — The Math Behind the AlertsBayesian Online Changepoint Detection