Skip to main content

Real-time change point detection

Project description

rtchange [![Build Status](https://travis-ci.org/hyusuk/rtchange.svg?branch=master)](https://travis-ci.org/hyusuk/rtchange)
========

An implementation of real-time change-point detection in time series.
(See [this paper](http://dl.acm.org/citation.cfm?id=2022866))


## Sample
<img src="images/changepoint_jumping_means.png" width="600px">


## Dependencies

The required dependencies to use rtchange are

- Python >= 3.3
- NumPy


## Installtion

```
$ pip install -U rtchange
```


## Example

```python
>>> from rtchange import Finder
>>> f = Finder()
>>> # `score` method returns the iterator of score of the samples.
>>> scores = f.score([0, 0, 0, 0])
<generator object Finder.score at 0x7faa143c4620>
>>> print(list(scores))
[0.0, 0.3938543257165724, 0.42281301105991476, 0.4718002708508469]
>>> print(list(f.score([1, 1])))
[1.0910027829221285, 1.2528868802573792]
>>> # You can also use `score_one` method for the one sample.
>>> f.score_one(2)
1.4303444070633553
```

## Testing

```
$ virtualenv venv
$ source ./venv/bin/activate
$ pip install -U pip
$ pip install -e .[testing]
$ make test
```

Project details


Release history Release notifications

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
rtchange-0.1.0-py2.py3-none-any.whl (5.9 kB) Copy SHA256 hash SHA256 Wheel py2.py3
rtchange-0.1.0.tar.gz (3.5 kB) Copy SHA256 hash SHA256 Source None

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page