/Bayesian-Changepoint-Detection

High Frequency Time series Anomaly Detection using Online Bayesian Changepoint Detection Algorithm

Primary LanguageJupyter Notebook

Time Series Anomaly Detection and Feature creation APIs

Online Bayesian Changepoint Detection

High Frequency Time series Anomaly Detection using Bayesian Changepoint Detection Algorithm

Follow these steps

  • Download this folder, cd into the folder
  • then do "pip install -e ."
  • This will install the python files as a package in your local machine which will get updated even after you do some changes in the python files.
  • To see the main files go to anomaly detectors folder where all python files are placed.
  • In this specific folder is there for a specific detector, which has all important master python files
  • And all other dependencies are located in utils and reader_writer folder for main master python file
  • All the notebooks are placed in Notebook folder in parent folder along with datasets and setup file,etc. s