Search code examples
pythonmatlabnumpyscipy

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.

Solution

  • 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