get_cps

This function clusters alarms into groups and identifies the starting points of the alarm clusters.
If the next alarm occurs within a specified window size (<code>w</code>) from the current alarm,
it will be considered part of the current cluster. Otherwise, a new cluster will be formed.

Implements the algorithm introduced in Tian, Y., and Safikhani, A. (2024)
<doi:10.5705/ss.202024.0182>, "Sequential Change Point Detection in High-dimensional
Vector Auto-regressive Models". This package provides tools for detecting change points
in the transition matrices of VAR models, effectively identifying shifts in temporal
and cross-correlations within high-dimensional time series data.

Yuhan Tian

VARcpDetectOnline

Sequential Change Point Detection for High-Dimensional VAR
Models

Abolfazl Safikhani

get_cps function

<dl><dt>alarms</dt>
<dd>A numeric vector. The alarms raised during the monitoring process.</dd>
<dt>w</dt>
<dd>An integer. The window size used to group alarms into clusters.</dd></dl>

Arguments

Identify the Beginning of the Alarm Clusters — get_cps

<dl>

<dt>alarms</dt>
<dd>A numeric vector. The alarms raised during the monitoring process.</dd>


<dt>w</dt>
<dd>An integer. The window size used to group alarms into clusters.</dd>

</dl>

get_cps: Identify the Beginning of the Alarm Clusters

Description

Usage

Value

Arguments

Examples