Gate 6: PELT Breaks in the Train Tail

PELT reports that the best split of a residual improves the fit by 12.0, and the penalty is 15.58. What is the result?

• A change point that is significant at about 77%
• No change point: the improvement does not pay for the penalty
• A change point, because any improvement counts

Which change point fails Gate 6 on a 180-day training window?

• Day 120, because it is in the second half of train
• Any change point, wherever it falls
• Day 155, because it is in the last 30 days of train