linear_segmentation using Bayesian Change Point Segmentation or Circular Binary segmentation.
If you dont already have numpy and scipy installed, it is best to download
Anaconda, a python distribution that has them included.
https://continuum.io/downloads
Dependencies can be installed by:
pip install -r requirements.txt
PyPI install, presuming you have all its requirements installed:
pip install linear_segment
from linear_segment import segment
import numpy as np
# Create data
np.random.seed(10)
x = np.random.random(300000)
x[10000:20000] = x[10000:20000] + 0.1
x[25000:27000] = x[25000:27000] - 1
labels = np.repeat('a', len(x))
# Calculate segments
segments = segment(x, labels, method="online_both")
segments
segments = segment(x, labels, method="cbs")
segments