skchange
provides sktime-compatible change detection and changepoint-based anomaly detection algorithms.
Experimental but maturing.
Now available.
pip install skchange
Requires Python >= 3.9, < 3.13.
from skchange.change_detectors.moscore import Moscore
from skchange.datasets.generate import generate_alternating_data
df = generate_alternating_data(n_segments=10, segment_length=50, mean=5, random_state=1)
detector = Moscore(bandwidth=10)
detector.fit_predict(df)
0 49
1 99
2 149
3 199
4 249
5 299
6 349
7 399
8 449
Name: changepoint, dtype: int64
import numpy as np
from skchange.anomaly_detectors import Mvcapa
from skchange.datasets.generate import generate_anomalous_data
n = 300
anomalies = [(100, 119), (250, 299)]
means = [[8.0, 0.0, 0.0], [2.0, 3.0, 5.0]]
df = generate_anomalous_data(n, anomalies, means, random_state=3)
detector = Mvcapa()
detector.fit_predict(df)
anomaly_interval anomaly_columns
0 [100, 119] [0]
1 [250, 299] [2, 1, 0]
skchange
is a free and open-source software licensed under the BSD 3-clause license.