pydetect 0.2.0

Change point and anomaly detector for time-series

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