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Change point detection in Time series

Project description

Change point detection in Time series


  • This package implements a mean shift model for change point detection in time series

  • This package also provides a python binding to some of the R functions in the changepoint package to detect change points.

Example Usage

import numpy as np from changepoint.mean_shift_model import MeanShiftModel ts = np.concatenate([np.random.normal(0, 0.1, 100), np.random.normal(10, 0.1, 100)]) model = MeanShiftModel() stats_ts, pvals, nums = model.detect_mean_shift(ts, B=1000)


  • numpy

  • scipy

  • rpy2

  • more_itertools

  • joblib

  • argpatse

(may have to be independently installed)


  1. cd changepoint

  2. pip install -r requirements.txt

  3. python install


0.1.0 (2015-02-20)

  • First release on PyPI.

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changepoint-0.1.1.tar.gz (14.4 kB view hashes)

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