ruptures is a Python library for off-line change point detection.
This package provides methods for the analysis and segmentation of non-stationary signals. Implemented algorithms include exact and approximate detection for various parametric and non-parametric models.
ruptures focuses on ease of use by providing a well-documented and consistent interface.
In addition, thanks to its modular structure, different algorithms and models can be connected and extended within this package.
- Website (and documentation): ctruong.perso.math.cnrs.fr/ruptures.
- Statement of purpose: Truong, C., Oudre, L., & Vayatis, N. (2018). ruptures: change point detection in Python. ArXiv E-Prints arXiv:1801.00826, 1–5, arXiv:1801.00826.
- Official repository: reine.cmla.ens-cachan.fr/c.truong/ruptures/repository/latest/archive.zip.
- ML Open Source repository: mloss.org/software/view/700/
- Pypi package index: pypi.python.org/pypi/ruptures
Dependencies and install
ruptures is tested to work under Python >= 3.4.
It is written in pure Python and depends on the following libraries:
pip3 install ruptures
From source: download the archive and run from inside the ruptures directory:
python3 setup.py install
python3 setup.py develop
(Please refer to the documentation for more advanced use.)
The following snippet creates a noisy piecewise constant signal, performs a penalized kernel change point detection and displays the results (alternating colors mark true regimes and dashed lines mark estimated change points).
import matplotlib.pyplot as plt import ruptures as rpt # generate signal n_samples, dim, sigma = 1000, 3, 4 n_bkps = 4 # number of breakpoints signal, bkps = rpt.pw_constant(n_samples, dim, n_bkps, noise_std=sigma) # detection algo = rpt.Pelt(model="rbf").fit(signal) result = algo.predict(pen=10) # display rpt.display(signal, bkps, result) plt.show()
This project is under BSD license.
BSD 2-Clause License Copyright (c) 2017, ENS Paris-Saclay, CNRS All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.