Changepoint detection with Pruned Exact Linear Time.
Usage
Python
from pelt import predict
predict(signal, penalty=20, segment_cost_function="l1", jump=10, minimum_segment_length=2)
Rust
use std::num::NonZero;
use pelt::{Pelt, SegmentCostFunction};
// Setup the structure for calculating changepoints
let pelt = Pelt::new()
.with_jump(NonZero::new(5).expect("Invalid number"))
.with_minimum_segment_length(NonZero::new(2).expect("Invalid number"))
.with_segment_cost_function(SegmentCostFunction::L1);
// Do the calculation on a data set
let penalty = 10.0;
let result = pelt.predict(&signal[..], penalty)?;
Run locally
# Install maturin inside a Python environment
python3 -m venv .env
source .env/bin/activate
pip install maturin numpy
# Create a Python package from the Rust code
maturin develop
# Open an interpreter
python
>>> from pelt import predict
>>> import numpy as np
>>> signal = np.array([np.sin(np.arange(0, 1000, 10))]).transpose()
>>> predict(signal, penalty=20)
Benchmarks
Python
Comparison with ruptures:
| Cost Function | Data Points | Data Dimension | Mean pelt |
Mean ruptures |
Times Faster |
|---|---|---|---|---|---|
| L2 | 100 | 1D | 2.042 μs | 3.110 ms | 1523.1x |
| L2 | 100 | 2D | 2.420 μs | 3.148 ms | 1300.9x |
| L2 | 1000 | 1D | 106.783 μs | 190.108 ms | 1780.3x |
| L2 | 1000 | 2D | 55.815 μs | 104.357 ms | 1869.7x |
| L2 | 10000 | 1D | 20.407 ms | 12.859 s | 630.2x |
| L2 | 10000 | 2D | 2.317 ms | 1.797 s | 775.6x |
| L1 | 100 | 1D | 11.245 μs | 5.041 ms | 448.3x |
| L1 | 100 | 2D | 21.587 μs | 5.350 ms | 247.8x |
| L1 | 1000 | 1D | 321.619 μs | 187.656 ms | 583.5x |
| L1 | 1000 | 2D | 2.186 ms | 628.126 ms | 287.3x |
| L1 | 10000 | 1D | 13.215 ms | 15.615 s | 1181.6x |
| L1 | 10000 | 2D | 84.453 ms | 30.508 s | 361.2x |
Command
maturin develop
python benches/bench_compare.py
Profile
Command
cargo build --example simple --profile profiling \
&& samply record target/profiling/examples/simple tests/signals-large.csv
Credits
1 maintainer
Metadata
1 maintainer
Release files for pelt 0.3.4
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
Total release size: 1.9 MB
Release files / pelt-0.3.4-cp311-abi3-win_arm64.whl
| Download URL | pelt-0.3.4-cp311-abi3-win_arm64.whl |
|---|---|
| Size | 162.4 kB |
| Tags | CPython 3.11 Windows ARM64 abi3 |
|
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Yes |
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maturin/1.14.1
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Release files / pelt-0.3.4-cp311-abi3-win_amd64.whl
| Download URL | pelt-0.3.4-cp311-abi3-win_amd64.whl |
|---|---|
| Size | 168.6 kB |
| Tags | CPython 3.11 Windows x86-64 abi3 |
|
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Release files / pelt-0.3.4-cp311-abi3-manylinux_2_34_x86_64.whl
| Download URL | pelt-0.3.4-cp311-abi3-manylinux_2_34_x86_64.whl |
|---|---|
| Size | 273.2 kB |
| Tags | CPython 3.11 Linux glibc 2.34+ x86-64 abi3 |
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Release files / pelt-0.3.4-cp311-abi3-manylinux_2_31_riscv64.whl
| Download URL | pelt-0.3.4-cp311-abi3-manylinux_2_31_riscv64.whl |
|---|---|
| Size | 278.5 kB |
| Tags | CPython 3.11 Linux glibc 2.31+ RISC-V 64 abi3 |
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Release files / pelt-0.3.4-cp311-abi3-manylinux_2_17_armv7l.manylinux2014_armv7l.whl
| Download URL | pelt-0.3.4-cp311-abi3-manylinux_2_17_armv7l.manylinux2014_armv7l.whl |
|---|---|
| Size | 271.3 kB |
| Tags | CPython 3.11 Linux glibc 2.17+ ARMv7l abi3 |
|
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Release files / pelt-0.3.4-cp311-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
| Download URL | pelt-0.3.4-cp311-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl |
|---|---|
| Size | 262.2 kB |
| Tags | CPython 3.11 Linux glibc 2.17+ ARM64 abi3 |
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Release files / pelt-0.3.4-cp311-abi3-macosx_11_0_arm64.whl
| Download URL | pelt-0.3.4-cp311-abi3-macosx_11_0_arm64.whl |
|---|---|
| Size | 237.1 kB |
| Tags | CPython 3.11 abi3 macOS 11.0+ ARM64 |
|
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Release files / pelt-0.3.4-cp311-abi3-macosx_10_12_x86_64.whl
| Download URL | pelt-0.3.4-cp311-abi3-macosx_10_12_x86_64.whl |
|---|---|
| Size | 250.2 kB |
| Tags | CPython 3.11 abi3 macOS 10.12+ x86-64 |
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Security for pelt 0.3.4
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