English

ruptures: change point detection in Python

Computation 2018-01-04 v1 Mathematical Software

Abstract

ruptures is a Python library for offline 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.

Cite

@article{arxiv.1801.00826,
  title  = {ruptures: change point detection in Python},
  author = {Charles Truong and Laurent Oudre and Nicolas Vayatis},
  journal= {arXiv preprint arXiv:1801.00826},
  year   = {2018}
}