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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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Ascertain direction #42

Open Roh-codeur opened 2 months ago

Roh-codeur commented 2 months ago

Hi

awesome package, thanks for putting this together. Quick question: once you have the change point, have you also thought about the direction from that change point?

so far, I have tried:

  1. Comparing to data around prev change points: the issue with this is that it might not have identified all change points
  2. Complaring data before/after the change point. the change point detection could be delayed, so, not sure how many points to go back. Also, if I check the change point with the next couple/few points, it slows me down

ta!