Twitter's Anomaly Detection in Pure Python

Easier CUSUM control charts. Returns simple CUSUM statistics, CUSUMs with control limit calculations, and function to generate faceted CUSUM Control Charts

Different flavours of CUSUM for change point detection

Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

Social Networks Monitoring

Quickest Change Detection for Unnormalized Statistical Models

This repository represents additional control charts, various plans and variables that are used within the chart scope using Minitab software

CUSUM is the cumulative sum of the samples and CUMEAN is the cumulative sum of the updated samples with their mean. CUSUM and CUMEAN can detect relatively small changes in a process mean. They can be more useful in the time series dataset.

A Python library to address the Change Detection problem using the CUSUM and CPM methods, implemented with NumPy and SciPy. The CPM implementation closely matches the R version, providing a solid alternative for Python users.

Code and experiments for detecting real-time shifts in correlation between time series. Includes simulation, calibration, and real-world case studies using CUSUM, Wilcoxon rank-sum sequential tests, MEWMA, and Adaptive EWMA.