salesforce/Merlion

[FEATURE REQUEST] example notebook for change point detection

MBasalla opened this issue · 3 comments

Is your feature request related to a problem? Please describe.
While there are several examples for the anomaly detection and forecasting cases, there is at this moment no such cod example for the change point detection case.

Describe the solution you'd like
A basic change point example is added to the example notebooks.

Update:
I took some time to make a basic notebook for the change BOCPD change point detector.
I used the ruptures library to generate simple synthetic data,

If you are interested I can share the notebook, however, it is not really well commented so far.

Is there any update 😄