/ts-changepoint-detection

Time series changepoint detection

Primary LanguageJupyter NotebookMIT LicenseMIT

Change Point detection using Optimal Partition and PELT algorithms

Sergio Pérez Pantoja Matcom C-411

This project consists of two main components:

  • changepoint.py: This is the main Python file containing all the source code for the project.
  • changepointnb.ipynb: Same but in a notebook.