alan-turing-institute / bocpdms

MIT License
32 stars 12 forks source link

How to react online on change points? #21

Open fhaselbeck opened 3 years ago

fhaselbeck commented 3 years ago

Dear BOCPD-MS Team,

I want to use your algorithm in an online way in order to react when a change point is detected. I had to change some code in my local repo as the dimensions of some attributes are specified during initialization.

Now I am wondering how I can figure out that a change point was detected at a certain time, if I do not process the whole time series but want to react immediately if a change point is detected. There is the CPs attribute of Detector, but the change points stored there are changing. Can I say that every time the length of the element stored in this list changes, a CP is detected?

Thanks and kind regards, Florian