A new method for scalable model-free online change-point detection.
This repository contains the code for NEWMA: a new method for scalable model-free online change-point detection, Nicolas Keriven, Damien Garreau, Iacopo Poli.
The code is written for Python 3.
You can install the Python modules required by running pip install -r requirements.txt
inside the folder.
The demo_video.py script requires that you run it on a machine with a web-cam.