page

Univariate Page CUSUM change-point function.

This module provides ChangepointFuncUnivariatePageCUSUM, supporting positive, negative, or two-sided Page CUSUM statistics.

class pysatl_cpd.algorithms.online.cusum.component.cpf.page.ChangepointFuncUnivariatePageCUSUM(delta=0.0, side='both')

Bases: ICusumChangepointFunc[UnivariateNumericArray]

Univariate Page CUSUM statistic.

Parameters:

• delta (float) – Reference drift/sensitivity parameter. Default is 0.0.

• side (Literal['pos', 'neg', 'both']) –

  Detection side:

  • "pos": positive shifts only,

  • "neg": negative shifts only,

  • "both": two-sided detection.

  Default is "both".

__init__(delta=0.0, side='both')

Parameters:

• delta (float)

• side (Literal['pos', 'neg', 'both'])

Return type:

None

update(observation)

Update one- or two-sided Page CUSUM statistics.

Parameters:

observation (ndarray[tuple[int], dtype[double]]) – New univariate observation (must be dim=1).

Raises:

ValueError – If observation is not dim=1.

Return type:

None

property value: float

max of positive and negative accumulators.

Return type:

float

Type:

Current Page CUSUM statistic

reset()

Reset positive and negative statistics to zero.

Return type:

None