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A python package for detecting gradual changepoint using Fuzzy Rough CP (roufCP)

Project description

roufcp - Rough Fuzzy Changepoint Detection

Gradual Change-Point Detection Library based on Rough Fuzzy Changepoint Detection algorithm roufcp.

Usage

>> import numpy as np
>> from roufcp import roufCP
>> X = np.concatenate([np.ones(20) * 5, np.zeros(20), np.ones(20) * 10]) + np.random.randn(60)
>> roufCP(delta = 3, w = 3).fit(X, moving_window = 10, k = 2)

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License

This code is licensed under MIT License.

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