An implementation of change point detection algorithm.
Project description
Implementation of Singular Spectrum Transformation for python.
What is SST?
A change point detection algorithm  
Features
#### fast computation
efficient algorithm using lanczos method
[Numba](http://numba.pydata.org/)
Installation
TODO
TODO
upload to PyPI
implement efficient tridiag matrix decomposition
online evaluation
References
TODO 1. Tsuyoshi Ide et al., Change-Point Detection using Krylov Subspace Learning 2. Tsuyoshi Ide, Speeding up Change-Point Detection using Matrix Compression (Japanse)
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Source Distribution
fastsst-0.0.1.tar.gz
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