kumulant

Adwin

@Serializable
@SerialName(value = "Adwin")
data class Adwin(val delta: Double = 0.002, val maxBucketsPerSize: Int = 5) : SeriesStatSpec<AdwinResult> (source)

Spec for AdwinStat: ADWIN2 adaptive-windowing change detector.

Constructors

Adwin

constructor(delta: Double = 0.002, maxBucketsPerSize: Int = 5)(source)

Properties

delta

Confidence parameter for the Hoeffding-bound cut test.

maxBucketsPerSize

Maximum number of buckets per power-of-two size class before merging upward.