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More documentation about custom changepoints

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Ben Letham 2018-05-30 12:37:47 -07:00
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notebooks/trend_changepoints.ipynb
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@ -328,7 +328,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"If you wish, rather than using automatic changepoint detection you can manually specify the locations of potential changepoints with the `changepoints` argument."
"If you wish, rather than using automatic changepoint detection you can manually specify the locations of potential changepoints with the `changepoints` argument. Slope changes will then be allowed only at these points, with the same sparse regularization as before. One could, for instance, create a grid of points as is done automatically, but then augment that grid with some specific dates that are known to be likely to have changes. As another example, the changepoints could be entirely limited to a small set of dates, as is done here:"
]
},
{