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ruptures: change point detection in Python (1801.00826v1)
Published 2 Jan 2018 in stat.CO and cs.MS
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.
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