Change Point Detection Python Packages

ruptures

ruptures: change point detection in Python

changeforest

Random Forests for Change Point Detection

fastcpd

Fast Change Point Detection

cfad

Research software for empirical characteristic-function analysis of distributional change in financial return series

pyhomogeneity

A python package for homogeneity test of time series data.

nonconform

Conformal Anomaly Detection & Change-Point Detection

bayesbin

Exact Bayesian binning of rates: piecewise-constant rates with error bars, change points and the evidence for every number of bins, summed over all segmentations (Endres, Oram, Schindelin & Földiák 2008). NumPy/SciPy, optional numba.

claspy

ClaSPy: A Python package for time series segmentation.

copent

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

pelt

Changepoint detection with Pruned Exact Linear Time

ruptures-rs

Fast, drop-in change point detection for Python, powered by Rust. Same API as ruptures, 18x-6115x faster, plus the CROPS penalty path.

rustures

Fast, memory-aware offline change-point detection for Python, powered by Rust.

hazure

A lightweight toolkit for rule-based and unsupervised anomaly detection in time series

tsseg

A Python library for Time Series Segmentation (ECML-PKDD'26)

unquad

Conformal Anomaly Detection & Change-Point Detection

roerich

:point_up: Change point detection

razladka

Generate synthetic time series with a given number of change points (Markov regime switching, Weierstrass–Mandelbrot roughness) with ground-truth labels, saved to CSV, Parquet, HDF5, NetCDF, Trosna and more

stylometry-python

Stylometric analysis & LLM-authorship detection for prose and source code — Python, JS, TS, C, Go, Rust

xtbreak

Bai–Perron structural break detection and estimation for time series and panel data. Tests for breaks, estimates break dates with confidence intervals, and selects break counts via sequential testing or information criteria.

cpdetect

Python package for multiple change-point detection.