This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series. A general yet structuring methodological strategy is adopted to organize this vast body of work. More precisely, detection algorithms considered in this review are characterized by three elements: a cost function, a search method and a constraint on the number of changes. Each of those elements is described, reviewed and discussed separately. Implementations of the main algorithms described in this article are provided within a Python package called ruptures.
This article presents a method for step detection from accelerometer and gyrometer signals recorded with Inertial Measurement Units (IMUs). The principle of our step detection algorithm is to recognize the start and end times of the steps in the signal thanks to a predefined library of templates. The algorithm is tested on a database of 1020 recordings, composed of healthy subjects and patients with various neurological or orthopedic troubles. Simulations on more than 40,000 steps show that the template-based method achieves remarkable results with a 98% recall and a 98% precision. The method adapts well to pathological subjects and can be used in a medical context for robust step estimation and gait characterization.
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