Change detectors#

Base#

ChangeDetector()

Base class for changepoint detectors.

Change detectors#

Moscore([score, bandwidth, threshold_scale, ...])

Moving score algorithm for multiple changepoint detection.

Pelt([cost, penalty_scale, min_segment_length])

Pruned exact linear time changepoint detection.

SeededBinarySegmentation([score, ...])

Seeded binary segmentation algorithm for multiple changepoint detection.