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Umbrella issue for --orig-edivisive and --min-segment related issues #152

Description

@henrikingo

We have a lot of activity from new contributors now, and some patches have either direct dependencies, or nevertheless makes sense to implement in a certain order. So I'm creating this ticket purely to be used as a parent ticket to those sub tasks, and to centralize any discussion across tickets that might be necessary. I will summarize the main point of each sub-task here:

#150 adds an option to define the minimum number of points that have to exist before a change point can be found.

  • This actually exists in "by the book" e-divisive and is necessary for some proof of convergence
  • MongoDB set this to a hard-coded 2 points. (In otjher words, minimum length of a window or sequence was 5)
  • The reason why this has been omitted in the Hunter version of the code base, is that this would prevent correctly finding both change points, if there are two changes closely after each other,.
  • In my opinion doing this on top of the split-merge version of the alorith doesn't make sense, since is the whole point with dividing the time into many small chunks series int

#154

  • Add a new "composition" of the e-divisive, from various features that already exist.
  • Short version: Like vanilla e-divisive, but using Student t-test in the end.
  • Based on hypothesis that the split-merge approach was largely needed and addressing the bug that was found and fixed by Sowiks and is discussed in Replacing signal_processing_algorithms with internal implementation #96

MERGED #141

  • fixes a bug in master that where the root cause is that we have 2 different ChangePoint classes now and with --orig-edivisive at some point they get mixed up and eventually crash the app.
  • deterministi e-divisive also hits this bug.

#151 I created this to highlight and understand the root cause behind #141.

  • In the meantime, I think Fix orig edivisive flow #141 is a good "workaround'ish" way to solve it. In fact I'd argue it nicely highlights where the root cause fix should look into thiis

Dependencies:

150 -depends-> (new e-divisive variant) -dep-> 141 and/or 151

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