Welcome to ruptures

ruptures is designed to perform offline change point algorithms within the Python language. Also in this library, new methods are presented.


Basic usage
import matplotlib.pyplot as plt
import ruptures as rpt
# generate signal
n_samples, dim, sigma = 1000, 3, 4
n_bkps = 4  # number of breakpoints
signal, bkps = rpt.pw_constant(n_samples, dim, n_bkps, noise_std=sigma)
# detection
algo = rpt.Pelt(model="rbf").fit(signal)
result = algo.predict(pen=10)
# display
rpt.display(signal, bkps, result)


Charles Truong.

Indices and tables