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cusum_note.md

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define change_direction == 'increase' or 'decrease'

decide initial time series data region

decide initial change point (取 'cumulative sum of (ts_int - mean) 之最大/最小處' 與 'ts_int 之總數量-1' 之小者)

在最大限制回圈內 計算change point 前後兩段數據的平均值及兩平均的平均, 來獲得 ts_int 的 cumulative sum 並以此cusum之最大/最小值重新判定change point