https://github.com/y-bar/bocd

Bayesian Changepoint Detection
https://github.com/y-bar/bocd

bayesian change-detection python

Last synced: about 2 months ago
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Bayesian Changepoint Detection

• Host: GitHub
• URL: https://github.com/y-bar/bocd
• Owner: y-bar
• License: mit
• Created: 2019-09-06T09:58:56.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2022-10-18T19:28:25.000Z (over 3 years ago)
• Last Synced: 2026-01-03T23:19:52.324Z (5 months ago)
• Topics: bayesian, change-detection, python
• Language: Jupyter Notebook
• Homepage:
• Size: 359 KB
• Stars: 49
• Watchers: 3
• Forks: 8
• Open Issues: 13
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# bocd

[![Build Status](https://travis-ci.com/y-bar/bocd.svg?branch=master)](https://travis-ci.com/y-bar/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](https://arxiv.org/abs/0710.3742) (2007).

## Examples

Example jupyter notebooks are located [here](https://github.com/y-bar/bocd/tree/master/notebook)

## Installation

```bash

$ pip install bocd

```

## Notes

- This implementation is based on [this book written in Japanese](https://www.kyoritsu-pub.co.jp/bookdetail/9784320125018)

    - You can get the original code [here](https://www.kyoritsu-pub.co.jp/app/file/goods_contents/3310.zip)