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Commit 8b1d76b

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Starting effort on Change detection approaches
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‎OptimalTransportWasserteinDistance.ipynb‎

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"\\begin{align*}\\tag{1.6}\n",
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" \\sum_{i=0}^{N-1} a_i log\\left(\\frac{a_i}{b_i}\\right) &\\geq \\left(\\sum_{i=0}^{N-1} a_i\\right) log\\left(\\frac{\\sum_{i=0}^{N-1}a_i}{\\sum_{i=0}^{N-1}b_i}\\right)\n",
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"\\end{align*}\n",
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"Where $a_i,b_i \\in [\\mathbb{R}^{+} \\times \\mathbb{R}^{+}],ドル $a=\\sum_{i=0}^{N-1} a_i,ドル $b=\\sum_{i=0}^{N-1} b_i = 1$.\n",
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"Where $a_i,b_i \\in [\\mathbb{R}^{+} \\times \\mathbb{R}^{+}],ドル $a=\\sum_{i=0}^{N-1} a_i,ドル $b=\\sum_{i=0}^{N-1} b_i = 1$ and $b_i=\\frac{1}{N}$.\n",
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"\n",
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"ie:\n",
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"\\begin{align*}\n",

‎SimpleChangeDetection.ipynb‎

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{
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"cells": [
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{
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"cell_type": "markdown",
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"id": "c4b857d5-ca08-4681-8ac7-f8717909fa68",
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"metadata": {},
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"source": [
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"# Change detection in time serie: a small example"
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]
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},
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{
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"cell_type": "markdown",
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"id": "4a4a9e99-53bb-4d92-b227-e944d93585ab",
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"metadata": {},
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"source": [
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"## Sources/documentation\n",
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"* Change point detection example with various technics [from forecastegy](https://forecastegy.com/posts/change-point-detection-time-series-python/)\n",
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"* Cherry-tree blossom date in kyoto dataset: [download here](https://ourworldindata.org/grapher/date-of-the-peak-cherry-tree-blossom-in-kyoto)\n",
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"* Sample of bayesian reasoning on switch detection: [Notebook sample from the Bayesian Methods for Hackers](https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/Chapter1_Introduction/Ch1_Introduction_PyMC3.ipynb)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "8bf8f020-51bb-4b35-a6ce-bcb22de6e4f1",
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.12.1"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}

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