Skip to main content

Bayesian online changepoint detection

Project description

bocd

Build Status

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

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

bocd-0.1.2.zip (7.3 kB view hashes)

Uploaded Source

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page