bocd

Bayesian online changepoint detection


Keywords
bayesian, change-detection, python
License
MIT
Install
pip install bocd==0.1.2

Documentation

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