This tutorial explains how to automatically locate trend change points in large collections of time series by combining grid search with piecewise regression, covering the underlying theory, cost functions, implementation in R and Python, and practical constraints to avoid over‑fitting.
This article shows how to turn change‑point detection into an optimization problem by exhaustively searching knot configurations with grid search, selecting the best model using a penalised likelihood criterion (BIC), and applying piecewise regression to automatically locate trend breakpoints, illustrated with R and Python code on California natural‑gas consumption data.
The article demonstrates, with Python code, how applying class_weight—first using the default logistic regression, then the balanced option, and finally manually tuned weights via grid search—can raise the F1 score from 0 to about 0.16 on imbalanced data, and discusses further techniques such as feature engineering and threshold adjustment.
