Find structural breaks by fitting it rectangles to a time series. The algorithm is randomised; it uses a genetic algorithm. Therefore, the break point sequence found can be different in different executions of the method on the same data, especially when used on longer series of some thousand observations.
Find structural breaks by fitting it rectangles to a time series. The algorithm is randomised; it uses a genetic algorithms. Therefore, the break point sequence found can be different in different executions of the method on the same data, especially when used on longer series of some thousand observations.
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