Piecewise linear (
pw_linear simulates a piecewise linear model (see Cost linear).
The covariates are standard Gaussian random variables.
The response variable is a (piecewise) linear combination of the covariates.
Start with the usual imports and create a signal.
import numpy as np import matplotlib.pylab as plt import ruptures as rpt # creation of data n, dim = 500, 3 # number of samples, dimension of the covariates n_bkps, sigma = 3, 5 # number of change points, noise standart deviation signal, bkps = rpt.pw_linear(n, dim, n_bkps, noise_std=sigma) rpt.display(signal, bkps)