Python 等效于 MATLAB 函数 findchangepts

Question

I need a python equivalent of the MATLAB command findchangepts . I am unable to find one yet. Essentially I want to find K abrupt changes in my time series.

I am able to use the matlab command but unable to find an equivalent function in python. Any help/pointers to existing libraries will be very helpful. I am not proficient in the optimization modules of scipy and thus would prefer an existing python package.

Thanks.

Answer 1

如果您不能在幕后使用 Matlab，则有例如实现变化点检测的破裂（ 文档）。

Answer 2

Just in case the answer might help:

I have both MATLAB and Python on my computer. I was able to use MATLAB bindings for python to use findchangepts in my python code.

Source for bindings : MATLAB API for Python