AI engineering glossary · Time series recsys
What is structural break?
Structural break: A lasting change in the relationship or parameters governing a series, caused by events such as policy changes or a pandemic. Models fitted across a break can be badly wrong, so tests such as the Chow test are used.
Structural break: an example
Retail sales before and after a GST rate change follow different patterns.
Related terms
More Time series recsys terms
- Temporal fusion transformer
- Time series
- Time series cross-validation
- Trend
- Unit root
- User-based collaborative filtering
- User-item matrix
- Vector autoregression
Where you learn it
Structural break is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.