andraderivatatest
Andraderivatatest is a statistical method used to analyze a univariate data series to evaluate the behavior of its derivative over time and to detect changes in trend that may not be visible from the level alone. The term is not widely standardized and may appear in limited sources as a hypothetical approach to derivative-based analysis.
The method combines two elements: estimation of derivatives through finite differences or smoothing-based derivative estimation, and
In practice, practitioners compute first (and sometimes second) derivatives within moving windows, fit a baseline to
Interpretation emphasizes that Andraderivatatest signals changes in the rate of change rather than changes in the
Applications include financial and economic time series analysis, climate and environmental data, engineering signals, and biomedical
Relation to existing methods: it complements traditional change-point detection by focusing on derivative behavior; it relates
See also: change-point detection, derivative estimation, monotonicity tests, nonparametric regression.