Welcome to `ruptures`¶

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

Note

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)
plt.show()

Getting started¶

Documentation¶

The complete documentation can be found here.

How to cite¶

If you use ruptures in a scientific publication, we would appreciate citations to the following paper:

1. Truong, L. Oudre, N. Vayatis. Selective review of offline change point detection methods. Signal Processing, 167:107299, 2020. [journal] [pdf]

Contact¶

Charles Truong.

Indices and tables¶