change-point-detection

Features and purpose

Use when segmenting time-series into regimes, detecting structural breaks, or constructing context sets for few-shot learning. Covers GP-CPD algorithms, Matérn kernels, likelihood ratio tests, regime identification, market state transitions, volatility regime changes, and trend reversals in financial markets.

Quick start

Follow the repository instructions for this skill and your agent. Review the files and dependencies before adding it to your workflow.