alfonsocheng1025/pydetect

Change point and anomaly detections for time-series

pydetect

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

• GESDDetector

  See http://www.itl.nist.gov/div898/handbook/eda/section3/eda35h3.htm