In recent years, there have been a large number of proposed approaches to detecting changes in mean. A natural question for an analyst is which method is most appropriate for their applications. Answering this question is difficult because current empirical studies often give conflicting conclusions. This paper aims to show the similarities and differences between different changepoint methods. We highlight that there are two aspects to estimating changepoints: estimating the number of changes and estimating their locations, and that comparisons should separately evaluate these two aspects. We perform an extensive comparison of different methods across a range of simulation scenarios and provide code and full results for an interested practitioner to extend this comparison to more methods or different scenarios.

中文翻译：

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相关和比较检测均值变化的方法

近年来，提出了许多方法来检测均值变化。对于分析师而言，自然的问题是哪种方法最适合他们的应用。回答这个问题很困难，因为当前的经验研究经常得出相互矛盾的结论。本文旨在说明不同变更点方法之间的异同。我们着重指出，估计变更点有两个方面：估计变更的数量和估计变更的位置，并且比较应该分别评估这两个方面。我们在一系列模拟方案中对不同方法进行了广泛的比较，并为感兴趣的从业人员提供了代码和完整结果，以将该比较扩展到更多方法或不同方案中。