Thanks for your response, I have been reading about structural breaks in time series data too. If my time series data had features, how would I go about doing this. Say for each day, I had other attributes like sale indicator, customer footfall in the store, web visits, etc, how would I then approach this problem. I was considering clustering but this could end up grouping days wierdly (e.g. days 1, 40, 80 and 90 are in Cluster 1, etc).
Is there an approach to structural breaks in time series with multiple attributes? Would love to try an open source implementation for this.
Grateful for suggestions.
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