change-point-detection
About
This skill detects structural breaks in time-series data, segmenting it into distinct regimes using Gaussian Process change-point detection (GP-CPD) and likelihood ratio tests. It is primarily used for identifying market state transitions, volatility changes, and constructing context sets for few-shot learning. Developers should activate it for financial analysis, regime-aware modeling, or when segmenting any time-series into stationary periods.
Quick Install
Claude Code
Recommendednpx skills add mattnigh/skills_collection -a claude-code/plugin add https://github.com/mattnigh/skills_collectiongit clone https://github.com/mattnigh/skills_collection.git ~/.claude/skills/change-point-detectionCopy and paste this command in Claude Code to install this skill
GitHub Repository
Frequently asked questions
What is the change-point-detection skill?
change-point-detection is a Claude Skill by mattnigh. Skills package instructions and resources that Claude loads on demand, so Claude can perform change-point-detection-related tasks without extra prompting.
How do I install change-point-detection?
Use the install commands on this page: add change-point-detection to Claude Code as a plugin, or clone its repository into your skills directory, then restart Claude so it picks up the skill.
What category does change-point-detection belong to?
change-point-detection is in the Testing category, tagged testing.
Is change-point-detection free to use?
Yes. change-point-detection is listed on AIMCP and free to install. It runs inside Claude, so no separate service account is required to use the skill itself.
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