Python equivalent of MATLAB function findchangepts
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. By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.