Change point detection in Time series

• Free software: BSD license
• Documentation: https://changepoint.readthedocs.org.

• This package implements a mean shift model for change point detection in time series
• This package also provides a python binding to some of the R functions in the changepoint package to detect change points.

import numpy as np from changepoint.mean_shift_model import MeanShiftModel ts = np.concatenate([np.random.normal(0, 0.1, 100), np.random.normal(10, 0.1, 100)]) model = MeanShiftModel() stats_ts, pvals, nums = model.detect_mean_shift(ts, B=1000)

• numpy
• scipy
• rpy2
• more_itertools
• joblib
• argpatse

(may have to be independently installed)

1. cd changepoint
2. pip install -r requirements.txt
3. python setup.py install