jumpavg 0.4.1

Library for locating changes in time series by grouping results.

Jumpavg library

Origins

This library was developed as anomaly detection logic for PAL of CSIT project of fd.io, one of LFN projects.

Currently still being primarily used in PAL's successor CSIT-DASH.

In order to make this code available in PyPI, the setuputils stuff has been added, and the code has been moved into a separate directory, in order to not intervere of otherwise tightly coupled CSIT code.

Usage

TODO.

Change log

TODO: Move into a separate file?

• 0.4.1: Fixed bug of not penalizing large stdev enough (at all for size 2 stats).

• 0.4.0: Added "unit" and "sbps" parameters so information content is reasonable even if sample values are below one.

• 0.3.0: Considerable speedup by avoiding unneeded copy. Dataclasses used. Mostly API compatible, but repr looks different.

• 0.2.0: API incompatible changes. Targeted to Python 3 now.

• 0.1.3: Changed stdev computation to avoid negative variance due to rounding errors.

• 0.1.2: First version published in PyPI.