突变点检测：Standard Normal Homogeneity Test

    private static int SNHT_change_point_detection(double[] data) {
        double avg = Arrays.stream(data).average().getAsDouble();;
        double sigma= 0;
        for (int i = 0; i < data.length; i++) {
            sigma+= Math.pow(data[i] - avg, 2);
        }
        sigma = Math.sqrt(sigma/(data.length-1));

        int n=data.length;
        double max=0;
        int index = 0;
        for (int x = 1; x <= n; x++) {
            double sum=0;
            for (int x1 = 0; x1 < x; x1++) {
                sum += ((data[x1] - avg) / sigma);
            }
            if (sum == 0) {
                continue;
            }
            sum = x * Math.pow(sum / x, 2);

            double sum1=0;
            for (int x1 = x; x1 < n; x1++) {
                sum1 += ((data[x1] - avg) / sigma);
            }
            if (sum1 == 0) {
                continue;
            }
            sum1 = (n - x) * Math.pow(sum1 / (n - x), 2);
            sum += sum1;
            if (max < sum) {
                max = sum;
                index = x;
            }
        }
        return index;
    }