Change point detection in python

Question

I have a pandas DataFrame where one column contains the following elements:

[2,2.5,3,2,2.6,10,10.3,10,10.1,10.3,10], 

is there a python function that can detect the sudden change from 2.6 to 10 from that list? I have read a little bit and R can do that. Is there a similar function in python?

Answer 1

IIUC you could use pct_change for that to find differencies between neighbours and then compare with your limit (whatever it'll be):

s = pd.Series([2,2.5,3,2,2.6,10,10.3,10,10.1,10.3,10])

In [105]: s.pct_change()
Out[105]:
0          NaN
1     0.250000
2     0.200000
3    -0.333333
4     0.300000
5     2.846154
6     0.030000
7    -0.029126
8     0.010000
9     0.019802
10   -0.029126
dtype: float64

In [107]: s[s.pct_change() > 1]
Out[107]:
5    10
dtype: float64

In [117]: s[s.pct_change() > 1].index.tolist()
Out[117]: [5]