Change point detection in Time series
Project description
Change point detection in Time series
Free software: BSD license
Documentation: https://changepoint.readthedocs.org.
Features
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)
Requirements
numpy
scipy
rpy2
more_itertools
joblib
argparse
(R may have be independently installed)
Installation
cd changepoint
pip install -r requirements.txt
python setup.py install
History
0.1.0 (2015-02-20)
First release on PyPI.
Project details
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