pyHomogeneity: A Python Package for Homogeneity Test of Time Series Data

Abstract

The pyHomogeneity package is a pure python package for performing homogeneity tests. The homogeneity test is applied to detect one (or more) change-point/breakpoint in the time series or sequential data. It is one of the essential tests for time series data (e.g. financial time series, hydrology, climate study, etc.). However, till now, there is no Python package available for the homogeneity test. This is where the pyHomogeneity package comes in. Currently, Pettitt’s Test, four variants of Buishand’s Test, and SNHT Test can be performed using this package. The package is freely available for public use.

Keywords

• homogeneity test
• pettitt’s test
• buishand’s test
• snht test
• change point detection
• breakpoint detection