Fig. 1

Possible courses of included historical data. Each subplot a) to d) represents one group of scenarios of courses within historical data. Points in time are on the x-axis, parameter values on the y-axis. Scenario a) shows a course with no change. Steady changes b) and stepwise changes c) each include increase and decrease of parameter values within the historical data. Scenario d) represents a partly dropped course which readjusts to previous parameter values after a while. The values may drop down to zero. These hypothetical time courses were provided. For scenarios a) and b), one would not expect any change points. In contrast, one would predict finding change points for scenarios c) and d). Example simulations for c) and d) can be found in Figs. 3 and 4