Change point and anomaly detections for time-series. See notebook to check basic usage.
Change point detection
Mean or / and variance shift (at most one change)
CUMSUM statistics
MeanDetector
VarianceDetector
MeanVarianceDetector
Anomaly detection
Generalized ESD Test
GESDDetector
See http://www.itl.nist.gov/div898/handbook/eda/section3/eda35h3.htm
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