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Implement detrending tools and largely improved functionalities to the change point analysis

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@MartinHessler MartinHessler released this 05 Dec 15:45
· 129 commits to main since this release

Main Enhancements:

  1. Linear detrending or Gaussian kernel smoothed detrending window-wise or for whole datasets in the early warning subpackage with complete documentation.
  2. Multiprocessing of the BatchedCPSegmentFit class in the trend_extrapolation package and improved memory management.
  3. Simple function to compute the expected change point positions.
  4. Function with multiprocessing option to compute the whole change point probability density functions.

Bug fixes:

  1. Fix unnecessary and too early memory allocation of the A_matrix in BatchedCPSegmentFit to avoid memory issues.