Change Points Detection with Spectral Clustering
Calculate the affinity matrix based on the similarity matrix
Estimate the number of possible clusters
Converts the time series to position and value matrix
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Calculate Gaussian Kernel
Calculate the eigenvector of the affinity matrix
Calculate Similarity Matrix
Get the Factor of the cluster position in relation to the matrix of ei...
Get the Product of the cluster position in relation to the matrix of e...
Clustering with the smallest eigenvectors from eigenvector Matrix
Calculate change points with spectral cluster
Calculate change point based on spectral clustering with the option to automatically calculate the number of clusters if this information is not available.