arXiv Machine Learning
Aug 21
skchange: Fast and Flexible Algorithms for Changepoint Detection
arXiv:2608. 19767v1 Announce Type: cross Abstract: Skchange is an open-source Python library for detecting structural changes in time series.
skchange: Fast and Flexible Algorithms for Changepoint Detection
skchange is an open‑source Python library that provides fast and flexible algorithms for detecting structural changes in time series. It offers modular, composable methods based on cost minimisation and statistical tests, and includes features such as anomalous segment detection, high‑dimensional data support, automatic penalty calibration, and a wide range of built‑in costs and tests. The library follows scikit‑learn conventions and uses Numba for high computational performance, with source code and documentation available on GitHub.
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