changepoint

A toolkit for Bayesian change point detection

https://github.com/promised-ai/changepoint

Science Score: 23.0%

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CITATION.cff file
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codemeta.json file
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.zenodo.json file
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Academic publication links
Links to: arxiv.org
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Scientific vocabulary similarity
Low similarity (9.1%) to scientific vocabulary

Keywords

bayesian changepoint-detection rust

Last synced: 6 months ago · JSON representation

Repository

A toolkit for Bayesian change point detection

Basic Info

Host: GitHub
Owner: promised-ai
License: mit
Language: Jupyter Notebook
Default Branch: master
Homepage:
Size: 6.17 MB

Statistics

Stars: 31
Watchers: 6
Forks: 2
Open Issues: 2
Releases: 6

Topics

bayesian changepoint-detection rust

Created almost 3 years ago · Last pushed over 1 year ago

Metadata Files

Readme Changelog License

changepoint - Change point detection for Rust

Changepoint is a library for doing change point detection for streams of data.

See this for more info on the Python bindings.

Algorithms

Includes the following change point detection algorithms: * Bocpd -- Online Bayesian Change Point Detection Reference. * BocpdTruncated -- Same as Bocpd but truncated the run-length distribution when those lengths are unlikely. * Argpcp -- Gaussian Process Change Point detector Reference

Example

``rust //! A demo of the online Bayesian change point detection on //! the 3-month Treasury Bill Secondary Market Rate from //! //! After this example is run, the filetrasury_bill.ipynb` can be run to generate //! plots for this dataset. //! //! > Board of Governors of the Federal Reserve System (US), 3-Month Treasury Bill: Secondary //! > Market Rate [TB3MS], retrieved from FRED, Federal Reserve Bank of St. Louis; //! > https://fred.stlouisfed.org/series/TB3MS, August 5, 2019.

use changepoint::{utils::, BocpdTruncated, BocpdLike}; use rv::prelude::; use std::io; use std::path::PathBuf; use std::fs::readtostring;

fn main() -> io::Result<()> { // Parse the data from the TB3MS dataset let mut csvpath = PathBuf::from(env!("CARGOMANIFESTDIR")); csvpath.push("resources/TB3MS.csv"); let data: String = readtostring(&csvpath)?; let (dates, pctchange): (Vec<&str>, Vec) = data .lines() .skip(1) .map(|line| { let split: Vec<&str> = line.splitn(2, ',').collect(); let date = split[0]; let rawpct = split[1]; (date, rawpct.parse::().unwrap()) }) .unzip();

// Create the Bocpd processor
let mut cpd = BocpdTruncated::new(
    250.0,
    NormalGamma::new_unchecked(0.0, 1.0, 1.0, 1.0),
);

// Feed data into change point detector and generate a sequence of run-length distributions
let rs: Vec<Vec<f64>> = pct_change
    .iter()
    .map(|d| cpd.step(d).into())
    .collect();

// Determine most likely change points
let change_points: Vec<usize> = map_changepoints(&rs);
let change_dates: Vec<&str> =
    change_points.iter().map(|&i| dates[i]).collect();

// Write output for processing my `trasury_bill.ipynb`.
write_data_and_r(
    "treasury_bill_output",
    &pct_change,
    &rs,
    &change_points,
)?;

println!("Most likely dates of changes = {:#?}", change_dates);

Ok(())

} ```

To run this example, from the source root, run cargo run --example treasury_bill. The partner notebook can be used to generate the following plots:

Treasury Bill Plots

Owner

Name: promised-ai
Login: promised-ai
Kind: organization

Repositories: 1
Profile: https://github.com/promised-ai

GitHub Events

Total

Watch event: 12
Pull request review event: 1
Pull request event: 2
Fork event: 1

Last Year

Watch event: 12
Pull request review event: 1
Pull request event: 2
Fork event: 1

Committers

Last synced: over 1 year ago

All Time

Total Commits: 80
Total Committers: 5
Avg Commits per committer: 16.0
Development Distribution Score (DDS): 0.262

Past Year

Commits: 2
Committers: 2
Avg Commits per committer: 1.0
Development Distribution Score (DDS): 0.5

Top Committers

Name	Email	Commits
Mike Schmidt	s**t@g**m	59
Baxter Eaves	b**r@g**m	11
Baxter Eaves	b**x@r**i	8
Ben Sully	b**8@g**m	1
Jose Storopoli	t**i@g**m	1

Committer Domains (Top 20 + Academic)

redpoll.ai: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time

Total issues: 1
Total pull requests: 11
Average time to close issues: 15 days
Average time to close pull requests: 12 days
Total issue authors: 1
Total pull request authors: 3
Average comments per issue: 2.0
Average comments per pull request: 0.45
Merged pull requests: 9
Bot issues: 0
Bot pull requests: 0

Past Year

Issues: 0
Pull requests: 3
Average time to close issues: N/A
Average time to close pull requests: 24 minutes
Issue authors: 0
Pull request authors: 2
Average comments per issue: 0
Average comments per pull request: 0.33
Merged pull requests: 1
Bot issues: 0
Bot pull requests: 0

View more stats

Top Authors

Issue Authors

HilaManor (1)

Pull Request Authors

schmidmt (9)
ebw44 (4)
sd2k (2)

Top Labels

Issue Labels

bug (1)

Pull Request Labels

bug (1) enhancement (1)

Packages

Total packages: 2
Total downloads:
- cargo 53,864 total
- pypi 1,603 last-month

Total dependent packages: 0
(may contain duplicates)
Total dependent repositories: 4
(may contain duplicates)
Total versions: 30
Total maintainers: 5

pypi.org: changepoint

A Bayesian change point library

Documentation: https://changepoint.readthedocs.io/
License: MIT
Latest release: 0.3.2
published over 1 year ago

Versions: 6
Dependent Packages: 0
Dependent Repositories: 4
Downloads: 1,603 Last month

Rankings

Dependent repos count: 7.5%

Downloads: 9.7%

Dependent packages count: 10.1%

Average: 15.3%

Stargazers count: 19.4%

Forks count: 29.8%

Maintainers (3)

schmidmt KenSwanson bbbaaaxxx

Last synced: 6 months ago

crates.io: changepoint

Change Point Detection in Rust

Documentation: https://docs.rs/changepoint/
License: MIT
Latest release: 0.14.2
published over 1 year ago

Versions: 24
Dependent Packages: 0
Dependent Repositories: 0
Downloads: 53,864 Total

Rankings

Downloads: 19.6%

Dependent repos count: 29.3%

Average: 32.8%

Dependent packages count: 33.8%

Forks count: 37.5%

Stargazers count: 43.6%

Maintainers (2)

BaxterEaves schmidmt

Last synced: 6 months ago

Dependencies

.github/workflows/python-build-test.yaml actions

PyO3/maturin-action v1 composite
Swatinem/rust-cache v2 composite
actions/checkout v3 composite
actions/download-artifact v3 composite
actions/setup-python v4 composite
actions/upload-artifact v3 composite
dtolnay/rust-toolchain stable composite

.github/workflows/rust-build-test.yaml actions

Swatinem/rust-cache v2 composite
actions/checkout v3 composite
dtolnay/rust-toolchain stable composite

changepoint/Cargo.toml cargo

assert 0.7 development
criterion 0.5 development
serde_json 1 development
approx 0.5
derive_more 0.99
nalgebra 0.32
ndarray 0.15
num-traits 0.2
rand 0.8
rayon 1.4
rv 0.16
serde 1
serde_derive 1
special 0.10

pychangepoint/Cargo.toml cargo

pychangepoint/pyproject.toml pypi

pychangepoint/requirements-dev.txt pypi

hypothesis ==6.65.2 development
maturin ==0.14.10 development
pytest ==7.2.0 development
pytest-cov ==4.0.0 development
pytest-xdist ==3.1.0 development

pychangepoint/requirements-docs.txt pypi

autodocsumm ==0.2.10
commonmark ==0.9.1
hypothesis ==6.75.1
livereload ==2.6.3
numpy *
numpydoc ==1.5.0
pandas *
pyarrow *
pydata-sphinx-theme ==0.13.3
sphinx ==6.2.1
sphinx-autosummary-accessors ==2023.4.0
sphinx-copybutton ==0.5.1
sphinx-design ==0.4.1
sphinx-favicon ==1.0.1
sphinx-rtd-theme ==1.2.2
sphinxcontrib-applehelp ==1.0.4
sphinxcontrib-devhelp ==1.0.2
sphinxcontrib-htmlhelp ==2.0.1
sphinxcontrib-jsmath ==1.0.1
sphinxcontrib-napoleon ==0.7
sphinxcontrib-qthelp ==1.0.3
sphinxcontrib-serializinghtml ==1.1.5

pychangepoint/requirements-lint.txt pypi

black ==23.1.0
blackdoc ==0.3.7
mypy ==1.0.0
ruff ==0.0.247

pychangepoint/setup.py pypi

changepoint

Science Score: 23.0%

Keywords

Repository

Basic Info

Statistics

Topics

Metadata Files

README.md

changepoint - Change point detection for Rust

Algorithms

Example

Owner

GitHub Events

Total

Last Year

Committers

All Time

Past Year

Top Committers

Committer Domains (Top 20 + Academic)

Issues and Pull Requests

All Time

Past Year

Top Authors

Issue Authors

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Top Labels

Issue Labels

Pull Request Labels

Packages

pypi.org: changepoint

Rankings

Maintainers (3)

crates.io: changepoint

Rankings

Maintainers (2)

Dependencies