C library for the NUNC change detection algorithm.
...
#include <nunc.h>
...
int main()
{
...
nunc nuncProcessor;
if (nuncInit(&nuncProcessor, 350, 3))
{
return 1;
}
float threshold = nuncThreshold(&nuncProcessor, 0.3, 200);
cost *maxCost = (cost *)malloc(sizeof(cost));
nuncPush(&nuncProcessor, SOME_DATAPOINT, maxCost);
if (maxCost->value > threshold)
{
printf("changepoint at index: %d (cost: %f)\n", maxCost->index, maxCost->value);
}
free(maxCost);
nuncFree(&nuncProcessor);
...
}To create a NUNC processor, you must first decide on a window size and the number of quantiles to use in the cost calculation.
To get a calculated threshold value, you will need to the configuration options of a NUNC processor along with a probability and number of datapoints. The resulting value provides a suitiable threshold value will aim to produce only false alerts at the given probability per X datapoints.