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deepcharles / ruptures

ruptures: change point detection in Python
BSD 2-Clause "Simplified" License
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Compare Two Plots #152

Closed thebadguyfromstarwars closed 3 years ago

thebadguyfromstarwars commented 3 years ago

Hello there,

I wanted to use ruptures as a trend analysis tool to compare forecasted and histroical data - using the histroical data as a template for accuracy. Is it possible to compare two plots/objects and get correlation metrics?

deepcharles commented 3 years ago

Thanks for your interest in ruptures.

Do you want to plot the two signals side by side? Or on the same plot?

As for the correlation, numpy.correlate should do the trick I think.

guillaumewrobel commented 3 years ago

+1 for numpy.correlate with the full mode IIRC.