augurs-changepoint

Crates.ioaugurs-changepoint
lib.rsaugurs-changepoint
version0.7.0
sourcesrc
created_at2024-05-21 19:31:41.356085
updated_at2024-11-25 08:43:23.960282
descriptionChangepoint detection using Bayesian Online Change Point Detection and more.
homepage
repositoryhttps://github.com/grafana/augurs
max_upload_size
id1247138
size23,341
Ben Sully (sd2k)

documentation

https://docs.rs/crate/augurs

README

Changepoint detection models

Changepoint detection of time series.

For now it is mostly just a wrapper around the [changepoint] crate, with a common Detector trait to allow for more implementations in future.

Example

use augurs::changepoint::{Detector, DefaultArgpcpDetector};

let data = [0.5, 1.0, 0.4, 0.8, 1.5, 0.9, 0.6, 25.3, 20.4, 27.3, 30.0];
let changepoints = DefaultArgpcpDetector::default().detect_changepoints(&data);
// 0 is always included. 6 is the index prior to the changepoint.
assert_eq!(changepoints, vec![0, 6]);

Credits

The bulk of the actual work is done by the changepoint crate.

Commit count: 235

cargo fmt