Twitter's Anomaly Detection in Pure Python

Easier CUSUM control charts. Returns simple CUSUM statistics, CUSUMs with control limit calculations, and function to generate faceted CUSUM Control Charts

Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

Social Networks Monitoring

Quickest Change Detection for Unnormalized Statistical Models

CUSUM is the cumulative sum of the samples and CUMEAN is the cumulative sum of the updated samples with their mean. CUSUM and CUMEAN can detect relatively small changes in a process mean. They can be more useful in the time series dataset.

A Python library to address the Change Detection problem using the CUSUM and CPM methods, implemented with NumPy and SciPy. The CPM implementation closely matches the R version, providing a solid alternative for Python users.