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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

Release files for pydetect 0.2.0

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Source distribution for pydetect 0.2.0
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