Skip to main content
Python Software Foundation 20th Year Anniversary Fundraiser  Donate today!

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


Download files

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

Files for rtchange, version 0.1.0
Filename, size File type Python version Upload date Hashes
Filename, size rtchange-0.1.0-py2.py3-none-any.whl (5.9 kB) File type Wheel Python version py2.py3 Upload date Hashes View
Filename, size rtchange-0.1.0.tar.gz (3.5 kB) File type Source Python version None Upload date Hashes View

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring DigiCert DigiCert EV certificate Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page