diff --git a/OptimalTransportWasserteinDistance.ipynb b/OptimalTransportWasserteinDistance.ipynb index 468bceb..5c61bfc 100644 --- a/OptimalTransportWasserteinDistance.ipynb +++ b/OptimalTransportWasserteinDistance.ipynb @@ -583,7 +583,7 @@ "\\begin{align*}\\tag{1.6}\n", " \\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", "\\end{align*}\n", - "Where $a_i,b_i \\in [\\mathbb{R}^{+} \\times \\mathbb{R}^{+}]$, $a=\\sum_{i=0}^{N-1} a_i$, $b=\\sum_{i=0}^{N-1} b_i = 1$.\n", + "Where $a_i,b_i \\in [\\mathbb{R}^{+} \\times \\mathbb{R}^{+}]$, $a=\\sum_{i=0}^{N-1} a_i$, $b=\\sum_{i=0}^{N-1} b_i = 1$ and $b_i=\\frac{1}{N}$.\n", "\n", "ie:\n", "\\begin{align*}\n", diff --git a/SimpleChangeDetection.ipynb b/SimpleChangeDetection.ipynb new file mode 100644 index 0000000..51ca9cc --- /dev/null +++ b/SimpleChangeDetection.ipynb @@ -0,0 +1,52 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "c4b857d5-ca08-4681-8ac7-f8717909fa68", + "metadata": {}, + "source": [ + "# Change detection in time serie: a small example" + ] + }, + { + "cell_type": "markdown", + "id": "4a4a9e99-53bb-4d92-b227-e944d93585ab", + "metadata": {}, + "source": [ + "## Sources/documentation\n", + "* Change point detection example with various technics [from forecastegy](https://forecastegy.com/posts/change-point-detection-time-series-python/)\n", + "* Cherry-tree blossom date in kyoto dataset: [download here](https://ourworldindata.org/grapher/date-of-the-peak-cherry-tree-blossom-in-kyoto)\n", + "* 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)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "8bf8f020-51bb-4b35-a6ce-bcb22de6e4f1", + "metadata": {}, + "outputs": [], + "source": [] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.12.1" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +}