changefinder
Online Change-Point Detection Library based on ChangeFinder Algorithm.
Requirements
Python 3.8 or later
numpy >= 1.20
scipy >= 1.7
statsmodels >= 0.13
Install
pip install .
Usage
import changefinder
cf = changefinder.ChangeFinder(r=0.1, order=1, smooth=7)
for x in data:
score, predict = cf.update(x)
ChangeFinderARIMA offers the same update interface using an ARIMA model instead of SDAR for the first and second stage.
Test
pip install .[test] pytest
License
This code is licensed under MIT License.
1 maintainer
Metadata
1 maintainer
Release files for changefinder 0.4
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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|---|---|---|---|---|
| changefinder-0.4-py3-none-any.whl | Python 3 | none | any | Details for changefinder-0.4-py3-none-any.whl |
Total release size: 16.4 kB
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| Size | 10.9 kB |
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