Bayesian Statistics Project : ENSAE Engineering degree 3rd Year
Authors: Mehdi Bennaceur & Pierre Delanoue
This repository contains two Bayesian methods for classifying univariate time series: a Bayesian K Nearest Neighborhood (BayKNN) and a Bayesian Hidden Markov Model (HMM).
Please Read the paper Bayseian_Time_Series_Classification.pdf explaining the implementation.
You can find the code of the Bayesian KNN in Bayesian_knn/BayKNN.py and the code of the Bayesian HMM in Bayesian_hmm/bayes_hmm.py. The code of the Bayesian KNN was done on top of the sktime package : https://github.com/alan-turing-institute/sktime