Univariate Anomaly Detection - Change Points and Best Practices

To recap, in the previous lesson we discussed the two approaches to detect the anomalies in time-series data. In this lesson, we’ll explore the third scenario—detecting change points in the time-series data. We’ll take the same sample data set of the stock prices with their timestamp.

Detecting change points in the time-series data

Let’s explore how change points are detected in the time-series data.