PELT Changepoint Simulator

▶ DRILL

300 days of synthetic Glados Therapeutics support call data. Three planted changepoints: a PortalPay billing crisis at day 75 (GLADOS-1142), its resolution at day 150 (GLADOS-1156), and a Neurotoxin Pro promo launch at day 225 (GLADOS-1189) — each with a distinct volume and entity signature. Switch between Poisson and Gaussian cost functions, tune the penalty, and watch PELT find all three — then interrogate each shift.

COST

strong signals agree — cost scale/sign differs by function even when CPs match

PENALTYβ=11.4

detected: day 76 (Mar 17), day 149 (May 29), day 226 (Aug 14)

daily calls7-day avg (top)segment meantrue CPPELT detectedtotal (bottom)

ENTITIES

TRUE CHANGEPOINT

day 75 — Mar 16

PELT: day 76 — offset 1d ✓

cost ← 54.3|-283.7 →

TRUE CHANGEPOINT

day 150 — May 30

PELT: day 149 — offset 1d ✓

cost ← -283.7|56.5 →

TRUE CHANGEPOINT

day 225 — Aug 13

PELT: day 226 — offset 1d ✓

cost ← 56.5|5.9 →

INTERROGATE CHANGEPOINT

# algorithmPELT (Pruned Exact Linear Time) — Killick et al. 2012 — O(n) amortised

# corpus300 days · seed 42 · Poisson(0.5 / 2.0 / 0.35 / 0.9) · 6 entities · 3 planted CPs

# penaltyauto = BIC (floored at 2·log n) · manual = β slider 1–35

# sourcegithub.com/ComandanteShche/karaul · Back in the Trenches, Part 1 · Part 2