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Implementation of online/real time inference for detection of change point by bocpd #323

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kftam1994 opened this issue Jul 20, 2023 · 0 comments

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@kftam1994
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It seems the bocpd's detector has not implemented an online/real time inference which means, after fitting the underlying model for some historical values and when there is a novel data point observed, the detector does not accept a new data point and make inference based on this new data point. The implementation of _BayesOnlineChangePoint._find_posterior() assumes there is always a whole series submitted and it needs to start from step 1 initialization.
Please let me know if I have misunderstanding. It would be grateful if an example can be provided to demonstrate the online inference.
Thank you

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