Metadata-Version: 2.4
Name: changefinder
Version: 0.4
Summary: Online Change-Point Detection Library based on ChangeFinder Algorithm.
Author-email: Shunsuke Aihara <aihara@argmax.jp>
License: MIT License
Project-URL: Homepage, https://github.com/shunsukeaihara/changefinder
Keywords: scipy,numpy,timeseries analysis,change point detection
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.8
Description-Content-Type: text/x-rst
License-File: LICENSE.txt
Requires-Dist: numpy>=1.20
Requires-Dist: scipy>=1.7
Requires-Dist: statsmodels>=0.13
Provides-Extra: test
Requires-Dist: pytest>=7; extra == "test"
Dynamic: license-file

changefinder
============

Online Change-Point Detection Library based on ChangeFinder Algorithm.

Requirements
------------

* Python 3.8 or later
* numpy >= 1.20
* scipy >= 1.7
* statsmodels >= 0.13

Install
-------

::

    pip install .

Usage
-----

::

    import changefinder

    cf = changefinder.ChangeFinder(r=0.1, order=1, smooth=7)
    for x in data:
        score, predict = cf.update(x)

``ChangeFinderARIMA`` offers the same ``update`` interface using an ARIMA
model instead of SDAR for the first and second stage.

Test
----

::

    pip install .[test]
    pytest

Authors & Contributors
----------------------

* Shunsuke Aihara - http://argmax.jp

License
=======

This code is licensed under MIT License.
