Statistical Model

Change Point Detection

Identify exactly when something changed—before narratives form and mistakes compound.

Change Point Detection answers a question teams usually argue about endlessly: “When did this actually start going wrong (or right)?”

The Problem This Model Solves

Most teams notice problems after they’ve settled in. The real issue is that the moment of change is lost in noise, leading to post-hoc explanations and late fixes.

Without timing clarity, every diagnosis is suspect.

Questions This Model Answers

"When did performance materially change?"

"Was this shift sudden or gradual?"

"Did the change align with a campaign, budget move, or external event?"

"Are we reacting to noise or a real structural break?"

"Which metric changed first?"

How the Model Thinks (Without the Math)

Change Point Detection scans time series for Sudden shifts in level, Changes in trend slope, and Variance explosions.

It doesn’t assume everything evolves smoothly. It asks: “Did the system behave differently after this point?”

Think of it as: “Finding the crack in the dam—not the flood.”

Core Business Use Cases

1Creative Fatigue Detection

The Problem

Performance erodes quietly.

What It Reveals

Exact moment response changed.

Decision Enabled

Refresh creatives before scaling waste.

2Algorithm or Platform Change Diagnosis

The Problem

Performance shifts without explanation.

What It Reveals

Structural break aligned with platform updates.

Decision Enabled

Adjust strategy instead of blaming execution.

3Budget Change Impact Validation

The Problem

Budget increases don’t clearly show effect.

What It Reveals

Whether spend changes altered performance regime.

Decision Enabled

Keep or revert allocation confidently.

4Market Shock Attribution

The Problem

External events distort metrics.

What It Reveals

Timing of market-driven vs campaign-driven shifts.

Decision Enabled

Avoid misattributing blame or credit.

5Early Warning Signals

The Problem

Teams react only after KPIs crater.

What It Reveals

Leading change points before full impact.

Decision Enabled

Intervene while options still exist.

Powered by SpendSignal

How We Use This Model

SpendSignal uses Change Point Detection as a diagnostic trigger layer.

Specifically:

  • Alerting on structural shifts
  • Feeding regime changes into HMMs
  • Resetting baselines in State-Space models
  • Validating before/after analyses

This ensures SpendSignal doesn’t just explain outcomes—it timestamps causes.

Example Output

Instead of “ROAS declined over Q2”, you see:

  • Structural break detected on March 18
  • Coincides with creative refresh delay
  • Secondary break on April 2 after budget scale-up

The decision insight: "The problem started before we noticed—and here’s why."

Works Best When

  • Data is frequent (daily or weekly)
  • Multiple metrics are tracked
  • You need fast diagnosis

Be Cautious When

  • Data is extremely sparse
  • Noise dominates signal
  • You’re analyzing one-off events only

Frequently Asked Questions

Is this anomaly detection?

No. It detects structural change, not random outliers.

Can there be multiple change points?

Yes—and that’s usually the truth.

Does it explain why the change happened?

It tells you *when*. Other models explain *why*.

Stop Guessing. Start Knowing.

See how Change Point Detection changes your budget decisions with a live incrementality audit.

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