17 releases (5 breaking)
new 0.6.3 | Nov 20, 2024 |
---|---|
0.6.2 | Nov 10, 2024 |
0.5.4 | Oct 28, 2024 |
0.4.3 | Oct 18, 2024 |
0.1.2 | May 21, 2024 |
#388 in Machine learning
999 downloads per month
Used in augurs
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