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.
If you cannot use Matlab under the hood there is e.g. ruptures which implements change point detection (docs).
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
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