Here I have a time series (the dots represent measured data, and the line connecting the dots was just added by excel)
It clearly goes across 3 different states
- First is approximately linear, with some noise
- Then goes oscillatory
- Then turns into a smooth curve (all with noise)
The question is, what kind of mathematical tools would be appropriate to detect the changes of state?
I want to automate (code) the detection of the points were the changes of state occur.
I do not want to assume previos knowledge about what the time series represent, to avoid bias.