#!/usr/bin/env python3
"``naginterface.library.tsa.cp_pelt`` Python Example."
# NAG Copyright 2017-2019.
# pylint: disable=invalid-name
from naginterfaces.library import tsa
[docs]def main():
"""
Example for :func:`naginterfaces.library.tsa.cp_pelt`.
Change point detection, using the PELT algorithm.
>>> main()
naginterfaces.library.tsa.cp_pelt Python Example Results.
Change point detection, using the PELT algorithm.
-- Change Points -- --- Distribution ---
Number Positions Parameters
1 12 0.34 1.00
2 32 2.57 1.00
3 49 1.45 1.00
4 52 -0.48 1.00
5 70 1.20 1.00
6 100 -0.23 1.00
"""
print('naginterfaces.library.tsa.cp_pelt Python Example Results.')
print('Change point detection, using the PELT algorithm.')
# The change-point/distribution type:
ctype = 1
# The time series:
y = [
0., 0.78, -0.02, 0.17, 0.04, -1.23, 0.24, 1.7, 0.77, 0.06,
0.67, 0.94, 1.99, 2.64, 2.26, 3.72, 3.14, 2.28, 3.78, 0.83,
2.8, 1.66, 1.93, 2.71, 2.97, 3.04, 2.29, 3.71, 1.69, 2.76,
1.96, 3.17, 1.04, 1.5, 1.12, 1.11, 1., 1.84, 1.78, 2.39,
1.85, 0.62, 2.16, 0.78, 1.7, 0.63, 1.79, 1.21, 2.2, -1.34,
0.04, -0.14, 2.78, 1.83, 0.98, 0.19, 0.57, -1.41, 2.05, 1.17,
0.44, 2.32, 0.67, 0.73, 1.17, -0.34, 2.95, 1.08, 2.16, 2.27,
-0.14, -0.24, 0.27, 1.71, -0.04, -1.03, -0.12, -0.67, 1.15,
-1.1, -1.37, 0.59, 0.44, 0.63, -0.06, -0.62, 0.39, -2.63, -1.63,
-0.42, -0.73, 0.85, 0.26, 0.48, -0.26, -1.77, -1.53, -1.39, 1.68, 0.43,
]
# The penalty term:
beta = 4.5
# The fixed parameters:
param = [1.]
soln = tsa.cp_pelt(
ctype, y, beta=beta, param=param,
)
print(' -- Change Points -- --- Distribution ---')
print(' Number Positions Parameters')
for i in range(soln.ntau):
print(
' {:d} {:6d} {:12.2f} {:12.2f}'.format(
i+1, soln.tau[i], soln.sparam[0, i], soln.sparam[1, i]
)
)
if __name__ == '__main__':
import doctest
import sys
sys.exit(
doctest.testmod(
None, verbose=True, report=False,
optionflags=doctest.REPORT_NDIFF,
).failed
)
