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A fast implementation of change point detection algorithm(SST).

Project description

A fast implementation of Singular Spectrum Transformation for python.


fast computation


  1. Tsuyoshi Ide, Koji Tsuda, Change-Point Detection using Krylov Subspace Learning, SIAM International Conference on Data Mining, pp.515-520, 2007
  2. Tsuyoshi Ide, Speeding up Change-Point Detection using Matrix Compression (Japanse), Workshop on Information-Based Induction Sciences, 2006
  3. Tsuyoshi Ide, Masashi Sugiyama, Anomaly Detection and Change Detection (Japanse), Kodansha, 2015

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