Structural breaks in time series data indicate changes in long-term statistical trends. These may be detected with the help of simple machine learning/data analysis models such as regression. We use R to create the model and detect structural breaks in national economic GDP time series data.
r-structural-breaks-with-ml.Rproj- rstudio project metadata.mlw_breakpoints.r- project source code.
The project results had been analyzed and described in the project report which you may read below or on Overleaf.
