RupturesChangePointsModel

class RupturesChangePointsModel(change_points_model: ruptures.base.BaseEstimator, **change_points_model_predict_params)[source]

Bases: etna.transforms.decomposition.change_points_based.change_points_models.base.BaseChangePointsModelAdapter

RupturesChangePointsModel is ruptures change point models adapter.

Init RupturesChangePointsModel. @ TODO: add arg names for pen/eps/n_bkps or clear error message about its validation

Parameters

  • change_point_model – model to get change points

  • change_point_model_predict_params – params for change_point_model.predict method

  • change_points_model (ruptures.base.BaseEstimator) –

Inherited-members

Methods

get_change_points(df, in_column)

Find change points within one segment.

get_change_points_intervals(df, in_column)

Find change point intervals in given dataframe and column.

set_params(**params)

Return new object instance with modified parameters.

to_dict()

Collect all information about etna object in dict.
get_change_points(df: pandas.core.frame.DataFrame, in_column: str) → List[pandas._libs.tslibs.timestamps.Timestamp][source]

Find change points within one segment.

Parameters

  • df (pandas.core.frame.DataFrame) – dataframe indexed with timestamp

  • in_column (str) – name of column to get change points

Returns

change point timestamps

Return type

change points