julzerinos / r-structural-breaks-with-ml

Detecting structural breaks in time series data using statistical analysis and regression models in R.

Detecting Structural Breaks with Statistical Analysis in R

In a nutshell

Structural breaks in time series data indicate changes in long-term statistical trends. These may be detected with the help of simple machine learning/data analysis models such as regression. We use R to create the model and detect structural breaks in national economic GDP time series data.

Key project files

1. r-structural-breaks-with-ml.Rproj - rstudio project metadata.
2. mlw_breakpoints.r - project source code.

The project report

The project results had been analyzed and described in the project report which you may read below or on Overleaf.