bayesian-changepoint

Bayesian Online ChangePoint JS Detection


Pure JavaScript/TypeScript implementation of Bayesian Online Changepoint detection which runs for Browsers & NodeJS.

Example

``typescript
import assert from "assert";
import BayesianChangePoint, { BreakPoint } from "bayesian-changepoint";

const breakpointVerifier = (
next: BreakPoint,
prev: BreakPoint
): boolean => {
if (Math.abs(next.data - prev.data) >= 5) {
return true;
}

return false;
};

const values = (breakPoints: BreakPoint[]): number[] => {
return breakPoints.map(breakPoint => breakPoint.data);
};

const indicies = (breakPoints: BreakPoint[]): number[] => {
return breakPoints.map(breakPoint => breakPoint.index);
};

const detection = new BayesianChangePoint({
breakpointVerifier
});

detection.exec([10, 10, 10, 10, 5000, 5000, 5000, 5000, 30, 30, 30, 30, 30]);

assert.deepEqual(values(detection.breakPoints()), [5000, 30]);
assert.deepEqual(indicies(detection.breakPoints()), [4, 8]);
`

Installation

`bash
npm install
npm test
``

Credits

Based off of Bayesian Online Changepoint