Bayesian Change Point Segmentation (BCPS).
If you dont already have numpy and scipy installed, it is best to download
Anaconda, a python distribution that has them included.
https://continuum.io/downloads
Dependencies can be installed by:
pip install -r requirements.txt
PyPI install, presuming you have all its requirements installed:
pip install bcpseg
from bcpseg import bcpseg
import numpy as np
# Create data
np.random.seed(10)
x = np.random.random(300000)
x[10000:20000] = x[10000:20000] + 0.1
x[25000:27000] = x[25000:27000] - 1
# Calculate segments
segments = bcpseg(x)
for segment in segments:
print(segment)