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Bocd

Bayesian Online Changepoint Detection

Install / Use

npx skills add dtolpin/bocd

Installs into whichever agent you are using.

About this skill

Quality Score

0/100

Supported Platforms

Universal

README

Bayesian Online Changepoint Detection

An algorithm to get the probability of a changepoint in a time series. The algorithm is described in:

[2] Ryan P. Adams, David J.C. MacKay, Bayesian Online Changepoint Detection, arXiv 0710.3742 (2007)

Inspired by https://github.com/hildensia/bayesian_changepoint_detection, and significantly modified. This implementation can run in fixed space, and the tradeoff between time and space efficiency and accurancy is configurable.

bocd/test_bocd.py provides usage examples (along with serving as unit test suite for the implementation).

Related Skills

View on GitHub
GitHub Stars67
CategoryDevelopment
Updated29d ago
Forks14

Languages

Python

Security Score

95/100

Audited on Jul 9, 2026

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