bocd
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Published
20 hours ago •
dtolpin
dtolpin
Bayesian Online Changepoint Detection
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Very nice implementation and very fast. The setting these three parameters seems a bit mysterious to me. How would one interpret them in order to properly instantiate a model?
Should this code work for series data that is multi-dimensional? I am testing it with x values that are 2D and getting the following error ` File "/Users/carismoses/bocd/bocd/bocd.py", line 46,...
