ACPA is an acronym for Abrupt Change Point Analysis. This analysis deals with the identification of multiple abrupt change points in a sequence of observations. The present implementation approach this analysis via hypothesis testing and is described in detail in the paper Finding multiple abrupt change points.

This program make use of a Pascal DLL due to the computationally intensive routine.

The ACPA program is an implementation of the theory in the article. The application is a good example how the results of highly theoretical research can be implemented in a practical sense. ACPA identifies changes or steps in a time series.

Article : Finding multiple abrupt change points. Computational Statistics & Data Analysis 22 (1996, 481-504)

ACPA Examples

Importing datasets

Showing the change points

Normalized residual plot