pyhctsa.operations.changepoint.stepdetect¶

pyhctsa.operations.changepoint.stepdetect(y, method='l1pwc', params=10)¶

Analysis of discrete steps in a time series.

Gives information about discrete steps in the signal, using the function l1pwc from Max A. Little’s step detection toolkit.

References

Parameters:¶

y : array-like¶

The input time series.

method : str¶

The step-detection method. Currently only l1pwc is supported.

params : float or str¶

The parameters for the given method used. For l1pwc this corresponds to lambda. Default is 10.

Returns:¶

Statistics on the output of the step-detection method, including the intervals between change points, the proportion of constant segments, the reduction in variance from removing the piece-wise constants, and stationarity in the occurrence of change points.

Return type:¶

dict