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hildensia / bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.
MIT License
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Why the probability exceeds one? #17

Closed mike-ocean closed 5 years ago

mike-ocean commented 5 years ago

I ran the given online detection example in the notebook, and I assumed the y axis indicating the probability of changepoint (am I right?). But the y value ranged from zero to hundreds. I am not very familiar with the math, so can anyone please explain this outcome?

Thanks.

hildensia commented 5 years ago

The third plot in the online example is the probability. The second plot is at each timestep a distribution over the length of the current part.

mike-ocean commented 5 years ago

The third plot in the online example is the probability. The second plot is at each timestep a distribution over the length of the current part.

Thanks you Johannes! I realized this yesterday and just closed the issue. But thanks anyway!