Change point and anomaly detections for time-series
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README.rst

pydetect

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Change point and anomaly detections for time-series. See notebook to check basic usage.

Change point detection

Mean or / and variance shift (at most one change)

  • CUMSUM statistics
    • MeanDetector
    • VarianceDetector
    • MeanVarianceDetector

Anomaly detection

Generalized ESD Test