How to detect the change point

   Hi,
    I want to detect the change point for example in the below data:

    -32526
    -32526
    -32526
    -32526
    -32526
    -32526
    -32526
    -32526
    -25123
    -25123
    -25123
    -25123
    0.25
    12562
    32526
    32526
    32526
    12326
    -32526
    -32526
    -32526
    -25123
    1203
    23562
    32526
    32526

its a time series data, and one data per sec.

I want to detect the change point, but there are small changes like 8 sec, but I want to catch if the change (in %) is >50% within 3~5 seconds. that is like at 12th second.

I use the below code, but don't know exactly how to catch what I want.

[~,~,data]=xlsread('findPeaksInput.xlsx');
data=cell2mat(data);
diff_data=diff(data);
diff_data=[0;diff_data];
diff_data=abs(diff_data);

[row,col]=find(diff_data>0);

kindly some one help, many thanks in advance,

Answer 1

[Steven Yeh]

You pretty much have it laid out:

diff_data=diff(data);
diff_data=[0;diff_data];
percentageChange = abs(diff_data)./abs(data);
index = find(percentageChange>.5);

plot(data)
hold on
plot(index, data(index), '*')

The code above can help you detect change greater than 50% comparing to the previous point. If you want to compare 3 to 5 seconds you need to modify the diff part:

compareToPreviousData = 3; % Then you can compare to data 3 seconds ago
index = detectChange(data, compareToPreviousData);
plot(data)
hold on
plot(index, data(index), '*')

function index = detectChange(data, numSec)
    diff_data = data(numSec+1:end) - data(1:end-numSec);
    size(diff_data)
    diff_data=[zeros(numSec, 1);diff_data];
    percentageChange = abs(diff_data)./abs(data);
    index = find(percentageChange>.5);
end