Comments (1)
Thanks for this issue.
PELT and the kernel based search can be used for online detection. Is that true for the ruptures implementations?
No, in ruptures, all methods takes the complete signal as input. To add online algorithms, one would need to add a detection base class with a different API, replacing the .fit
and .predict
methods with the following methods:
.fit_batch(batch_of_new_samples)
: to be called whenever new data points are available;.predict_last_change()
: if a change has been detected, return the change point index.
It would be interesting to add a simple online method to see what would be the best API. Ideally something taken from a well cited article. However online methods are not our priority right now.
from ruptures.
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from ruptures.