change-point-detection 开源项目推荐（165 个）

deepcharles /ruptures

ruptures: change point detection in Python

lzz19980125 /awesome-time-series-segmentation-papers

本库包含关于时间序列分割的论文阅读清单。该库仍在不断改进中。

kieranjwood /slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

majianthu /pycopent

估计 Copula 熵（互信息）、转移熵（条件互信息）、多元正态性检验和双样本检验的统计数据，以及 Python 中的变化点检测

alan-turing-institute /TCPD

The Turing Change Point Dataset - A collection of time series for the evaluation and development of change point detection algorithms

alan-turing-institute /TCPDBench

The Turing Change Point Detection Benchmark: An Extensive Benchmark Evaluation of Change Point Detection Algorithms on real-world data

ermshaua /claspy

ClaSPy: A Python package for time series segmentation.

doccstat /fastcpd

Fast Change Point Detection

ermshaua /time-series-segmentation-benchmark

This repository contains the time series segmentation benchmark (TSSB).

HSE-LAMBDA /roerich

☝️ Change point detection

nyrkio /nyrkio

Nyrkiö is an open source platform for detecting performance changes in a Continuous Performance Engineering workflow

qhliu26 /awesome-time-series-analysis

📖 A curated list of awesome time-series papers, benchmarks, datasets, tutorials. (WIP)

OctoberChang /klcpd_code

Kernel Change-point Detection with Auxiliary Deep Generative Models (ICLR 2019 paper)

mlondschien /changeforest

Random Forests for Change Point Detection

OliverHennhoefer /nonconform

Conformal Anomaly Detection & Change-Point Detection

mmhs013 /pyHomogeneity

A python package for homogeneity test of time series data.

lightonai /newma

Implementation of NEWMA: a new method for scalable model-free online change-point detection

majianthu /copent

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

hyunsungkim-ds /soccercpd

[KDD 2022] SoccerCPD: Formation and Role Change-Point Detection in Soccer Matches Using Spatiotemporal Tracking Data

baggepinnen /MatrixProfile.jl

Time-series analysis using the Matrix profile in Julia