def test_decompose(self):
ap = pydetect.datasets.get_airpassengers()
ap[50] += 100
d = pydetect.GESDDetector(alpha=0.05, decompose=True)
res = d.detect(ap)
exp = np.zeros(144)
exp[50] = 1.0
exp = pd.Series(exp, index=ap.index)
tm.assert_series_equal(res, exp)
def test_detect(self):
data = [
-0.25, 0.68, 0.94, 1.15, 1.20, 1.26, 1.26, 1.34, 1.38, 1.43, 1.49,
1.49, 1.55, 1.56, 1.58, 1.65, 1.69, 1.70, 1.76, 1.77, 1.81, 1.91,
1.94, 1.96, 1.99, 2.06, 2.09, 2.10, 2.14, 2.15, 2.23, 2.24, 2.26,
2.35, 2.37, 2.40, 2.47, 2.54, 2.62, 2.64, 2.90, 2.92, 2.92, 2.93,
3.21, 3.26, 3.30, 3.59, 3.68, 4.30, 4.64, 5.34, 5.42, 6.01
]
exp = np.array([False] * 51 + [True] * 3)
d = pydetect.GESDDetector(alpha=0.05)
res = d.detect(data)
tm.assert_numpy_array_equal(res, exp)
def test_sample(self):
"""
the test is derived from
http://www.itl.nist.gov/div898/handbook/eda/section3/eda35h3.htm
"""
d = pydetect.GESDDetector(alpha=0.05)
self.assertEqual(d._get_lambda(54, 0), 3.1587939408872967)
self.assertEqual(d._get_lambda(54, 1), 3.1514300233157844)
self.assertEqual(d._get_lambda(54, 2), 3.1438896850317302)
self.assertEqual(d._get_lambda(54, 3), 3.1361649560574856)
self.assertEqual(d._get_lambda(54, 4), 3.1282473343306387)
self.assertEqual(d._get_lambda(54, 5), 3.1201277383143937)
self.assertEqual(d._get_lambda(54, 6), 3.1117964542894945)
self.assertEqual(d._get_lambda(54, 7), 3.1032430776016966)
self.assertEqual(d._get_lambda(54, 8), 3.0944564470227012)
self.assertEqual(d._get_lambda(54, 9), 3.0854245712422848)