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I have a single time series, unevenly spaced. I would like to perform change point detection on it. Does it mean a non-parametric method is needed? Any pointers to which method would be valid? Also, it has only 70 data points. The 'change point' package in R implements PELT, SegNeigh & BinSeg, any opinions?

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  • $\begingroup$ What are you looking for changes in? If it is the trend then unevenly spaced data matters more than for changes in a flat mean. $\endgroup$
    – adunaic
    Jun 6, 2017 at 8:57

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