Skip to content

Releases: chenhaotian/Changepoints

Basics of basic

31 Dec 08:42
Compare
Choose a tag to compare
Basics of basic Pre-release
Pre-release

For learning segment duration distribution from historical data, now support only Weibull distribution, MAP estimates are learned with generalized EM algorithm.

For online change point detection, support online filtering and fixed lag smoothing on Weibully distributed durations and Gaussian observations.