Bayesian online changepoint detection
Project description
bocd
Bayesian Online Changepoint Detection in Python.
Introduction
The algorithm is based on the following paper
Adams, Ryan Prescott, and David JC MacKay. "Bayesian online changepoint detection." arXiv preprint arXiv:0710.3742 (2007).
Examples
Example jupyter notebooks are located here
Installation
$ pip install bocd
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