LQM Registry / regime
Structural Break Detector
Exhaustive two-regime least-squares mean-shift scan with fit-improvement and standardized-shift diagnostics.
Model key
lq.regime.structural-breakVersion1.0.0
Runtimepython-process
Model contract
Inputs are explicit.
{
"type": "object",
"required": [
"values"
],
"properties": {
"values": {
"type": "array",
"items": {
"type": "number"
},
"minItems": 12
}
}
}Output contract
Outputs are explicit.
{
"type": "object",
"required": [
"break_detected",
"split_index",
"mean_shift",
"standardized_shift_z",
"fit_improvement"
]
}Default parameters
{
"min_segment": 5,
"min_improvement": 0.1000000000000000055511151231257827021181583404541015625
}Example input
{
"values": [
1,
1.100000000000000088817841970012523233890533447265625,
0.90000000000000002220446049250313080847263336181640625,
1.1999999999999999555910790149937383830547332763671875,
1,
1.100000000000000088817841970012523233890533447265625,
0.9499999999999999555910790149937383830547332763671875,
1.0500000000000000444089209850062616169452667236328125,
3,
3.20000000000000017763568394002504646778106689453125,
2.899999999999999911182158029987476766109466552734375,
3.100000000000000088817841970012523233890533447265625,
3.29999999999999982236431605997495353221893310546875,
3,
3.20000000000000017763568394002504646778106689453125,
3.100000000000000088817841970012523233890533447265625
]
}