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PyAF 5.0 Final Touch 1 : discard some non-significant components #230

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antoinecarme opened this issue Mar 18, 2023 · 1 comment
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@antoinecarme
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antoinecarme commented Mar 18, 2023

Some cycles/ARs are almost zero. Detect this earlier and decrease the number of candidates accordingly. This is a small optimization.

Can discard all cycles if the trend residue is small (max - min < 0.001).

Can discard all ARs if the cycle residue is small (max - min < 0.001).

the criterion (max - min < 0.001) has to be kept as simple as possible for robustness. Do not take into account outliers etc (this is a different task and needs some real work).

The threshold 0.001 is reasonable as the signal is re-scaled (to be in [0, 1]) based on min/max before each transformation.

@antoinecarme
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PyAF 6 :

Outliers in Time Series : https://github.com/antoinecarme/pyaf/blob/master/TODO.md

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