https://github.com/mathew-kurian/bayesianchangepointjs

📈Pure JavaScript/TypeScript Bayesian changepoint detection for Browsers & NodeJS
https://github.com/mathew-kurian/bayesianchangepointjs

alerts analysis bayesian browser changepoint commonjs detection javascript nodejs typescript

Last synced: 11 months ago
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📈Pure JavaScript/TypeScript Bayesian changepoint detection for Browsers & NodeJS

• Host: GitHub
• URL: https://github.com/mathew-kurian/bayesianchangepointjs
• Owner: mathew-kurian
• Created: 2020-04-01T04:55:10.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2022-12-30T20:00:08.000Z (over 3 years ago)
• Last Synced: 2025-08-19T15:40:08.933Z (11 months ago)
• Topics: alerts, analysis, bayesian, browser, changepoint, commonjs, detection, javascript, nodejs, typescript
• Language: TypeScript
• Homepage: https://arxiv.org/pdf/0710.3742.pdf
• Size: 97.7 KB
• Stars: 6
• Watchers: 2
• Forks: 1
• Open Issues: 5
• Metadata Files:
  • Readme: README.md

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README

          
## Bayesian Online ChangePoint JS Detection

[![Edit BayesianChangePointJS](https://codesandbox.io/static/img/play-codesandbox.svg)](https://codesandbox.io/s/hopeful-hawking-vpftt?fontsize=14&hidenavigation=1&theme=dark)

Pure JavaScript/TypeScript implementation of [Bayesian Online Changepoint](https://arxiv.org/pdf/0710.3742.pdf) detection which runs for Browsers & NodeJS.

## Example

```typescript

import assert from "assert";

import BayesianChangePoint, { BreakPoint } from "bayesian-changepoint";

const breakpointVerifier = (

  next: BreakPoint,

  prev: BreakPoint

): boolean => {

  if (Math.abs(next.data - prev.data) >= 5) {

    return true;

  }

  return false;

};

const values = (breakPoints: BreakPoint[]): number[] => {

  return breakPoints.map(breakPoint => breakPoint.data);

};

const indicies = (breakPoints: BreakPoint[]): number[] => {

  return breakPoints.map(breakPoint => breakPoint.index);

};

const detection = new BayesianChangePoint({

  breakpointVerifier

});

detection.exec([10, 10, 10, 10, 5000, 5000, 5000, 5000, 30, 30, 30, 30, 30]);

assert.deepEqual(values(detection.breakPoints()), [5000, 30]);

assert.deepEqual(indicies(detection.breakPoints()), [4, 8]);

```

## Installation

```bash

npm install

npm test

```

## Credits

Based off of [Bayesian Online Changepoint](https://arxiv.org/pdf/0710.3742.pdf)