pyHomogeneity: A Python Package for Homogeneity Test of Time Series Data

Autor: Md. Manjurul Hussain, Ishtiak Mahmud, Sheikh Hefzul Bari
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Journal of Open Research Software, Vol 11, Iss 1, Pp 4-4 (2023)
Druh dokumentu: article
ISSN: 2049-9647
DOI: 10.5334/jors.427
Popis: The pyHomogeneity package is a pure python package for performing homogeneity tests. The homogeneity test is applied to detect one (or more) change-point/breakpoint in the time series or sequential data. It is one of the essential tests for time series data (e.g. financial time series, hydrology, climate study, etc.). However, till now, there is no Python package available for the homogeneity test. This is where the pyHomogeneity package comes in. Currently, Pettitt’s Test, four variants of Buishand’s Test, and SNHT Test can be performed using this package. The package is freely available for public use.
Databáze: Directory of Open Access Journals