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Breakout Python

🔥 BreakoutDetection for Python

Learn how it works

Build Status

Installation

Run:

pip install breakout-detection

Getting Started

Detect breakouts in a time series

from breakout import breakout

series = [100, 150, 136, ...]
breakout(series)

Options

Pass options - default values below

breakout(
    series,
    min_size=30,        # minimum observations between breakouts
    method='multi',     # multi or amoc (at most one change)
    degree=1,           # degree of the penalization polynomial (multi only)
    beta=0.008,         # penalization term (multi only)
    percent=None,       # minimum percent change in goodness of fit statistic (multi only)
    alpha=2,            # weight of the distance between observations (amoc only)
    exact=True          # exact or approximate median (amoc only)
)

Credits

This library uses the C++ code from the BreakoutDetection R package and is available under the same license.

References

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

To get started with development:

git clone https://github.com/ankane/breakout-python.git
cd breakout-python
pip install -r requirements.txt
python setup.py install
pytest