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Singular Spectrum Transformation for python.\n\n## What is SST?\nA change point detection algorithm.\n![example](img/example_step.png)\n![example](img/example_freq.png)\nsee more [examples](./notebooks/examples.ipynb)\n\n## Features\n#### fast computation\n* efficient algorithm using Lanczos method\n* [Numba](http://numba.pydata.org/)\n\n\n## Installation\n```\n$pip install fastsst\n```\n\n## Basic Usage\n```usage.py\nfrom fastsst import SingularSpectrumTransformation\n\nsst = SingularSpectrumTransformation(win_length=30)\n\n\"\"\"\nnote:\n - data must be 1d np.ndarray\n - the first run takes a few seconds for jit compling\n\"\"\"\nscore = sst.score_offline(data)\n```\n\n## Others\n* [Comparison between conventional method(i.e. SVD) and faster method(i.e. lanczos)](./notebooks/comparison_between_svd_and_lanczos.ipynb)\n\n## TODO\n* online evaluation\n\n## References\n1. Tsuyoshi Ide, Koji Tsuda, Change-Point Detection using Krylov Subspace Learning, SIAM International Conference on Data Mining, pp.515-520, 2007\n2. Tsuyoshi Ide, Speeding up Change-Point Detection using Matrix Compression (Japanse), Workshop on Information-Based Induction Sciences, 2006\n3. Tsuyoshi Ide, Masashi Sugiyama, Anomaly Detection and Change Detection (Japanse), Kodansha, 2015\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fstatefb%2Fsingular-spectrum-transformation","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fstatefb%2Fsingular-spectrum-transformation","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fstatefb%2Fsingular-spectrum-transformation/lists"}