Source code for

from typing import Dict
from typing import List

import pandas as pd
from ruptures.base import BaseEstimator

from etna.datasets import TSDataset

[docs]def find_change_points( ts: TSDataset, in_column: str, change_point_model: BaseEstimator, **model_predict_params ) -> Dict[str, List[pd.Timestamp]]: """Find trend change points using ruptures models. Parameters ---------- ts: dataset to work with in_column: name of column to work with change_point_model: ruptures model to get trend change points model_predict_params: params for ``change_point_model`` predict method Returns ------- Dict[str, List[pd.Timestamp]] dictionary with list of trend change points for each segment """ from etna.transforms.decomposition.change_points_based import RupturesChangePointsModel result: Dict[str, List[pd.Timestamp]] = {} df = ts.to_pandas() ruptures = RupturesChangePointsModel(change_point_model, **model_predict_params) for segment in ts.segments: df_segment = df[segment] result[segment] = ruptures.get_change_points(df=df_segment, in_column=in_column) return result