r-changeforest (conda): Change point detection tries to identify times when the probability distribution of a stochastic process or time series changes. Existing methods either assume a parametric model for within-segment distributions or a based on ranks or distances, and thus fail in scenarios with reasonably large dimensionality. `changeforest` implements a classifier based algorithm that consistently estimates change points without any parametric assumptions even in high-dimensional scenarios. See [1] for details.  [1] M. Londschien, S. Kovács and P. Bühlmann (2021), "Random Forests and other nonparametric classifiers for multivariate change point detection", working paper.
Keywords: change-point-detection|changepoint|changepoint-detection|signal-processing