changefinder算法,请给我Python代码
时间: 2024-12-20 20:20:00 浏览: 15
Changepoint Detection (CPD) 或者 ChangeFinder算法是一种用于识别数据序列中突然变化点的技术。常用的CPD算法有Prophet、Kneedle等,其中Prophet是Facebook开源的一种强大工具,而Kneedle算法相对简单,基于动态程序。这里是使用Python的Kneedle算法的一个简化版示例:
```python
from ruptures import detect changepoints
from ruptures.utils import data
import numpy as np
def knn_changepoint_detection(data, min_size=2, jump=1):
"""
Detect changepoints using the Kneedle algorithm.
:param data: a list or an array of observations
:param min_size: minimum size of a segment
:param jump: maximum gap between two consecutive segments
:return: a list of detected change points
"""
signal, n_samples = data, len(data)
distances = [np.sum(np.abs(signal[i:] - signal[:-i])) for i in range(1, n_samples)]
sorted_idx = np.argsort(distances)
# Knitrode procedure
change_points = []
last = None
for k in sorted_idx:
if (k - last >= jump) and (len(signal[k:]) >= min_size):
change_points.append(k)
last = k
return change_points
# Example usage
data = data() # replace this with your time series data
change_points = knn_changepoint_detection(data)
```
在这个例子中,你需要安装ruptures库,可以使用pip install ruptures命令。这个函数返回一个列表,其中包含了所有发现的突变点。
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