#time-series #detection #time-series-analysis #bayesian #online #point #changepoint

augurs-changepoint

Changepoint detection using Bayesian Online Change Point Detection and more

18 releases (6 breaking)

0.7.0 Nov 25, 2024
0.6.3 Nov 20, 2024
0.5.4 Oct 28, 2024
0.4.3 Oct 18, 2024
0.1.2 May 21, 2024

#395 in Machine learning

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668 downloads per month
Used in augurs

MIT/Apache

35KB
652 lines

Changepoint detection models

Changepoint detection of time series.

For now it is mostly just a wrapper around the changepoint crate, with a common Detector trait to allow for more implementations in future.

Example

use augurs::changepoint::{Detector, DefaultArgpcpDetector};

let data = [0.5, 1.0, 0.4, 0.8, 1.5, 0.9, 0.6, 25.3, 20.4, 27.3, 30.0];
let changepoints = DefaultArgpcpDetector::default().detect_changepoints(&data);
// 0 is always included. 6 is the index prior to the changepoint.
assert_eq!(changepoints, vec![0, 6]);

Credits

The bulk of the actual work is done by the changepoint crate.

Dependencies

~15MB
~262K SLoC