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Implement AutoPeriod #19

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LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
Open

Implement AutoPeriod #19

LouisCarpentier42 opened this issue Nov 12, 2024 · 0 comments
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Window size selection Implement new methods to decide the window size of a time series

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@LouisCarpentier42
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LouisCarpentier42 commented Nov 12, 2024 •
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Implement AutoPeriod [1, 2] for automatic window size detection.

[1] Vlachos, Michail, Philip Yu, and Vittorio Castelli. "On periodicity detection and structural periodic similarity." Proceedings of the 2005 SIAM international conference on data mining. Society for Industrial and Applied Mathematics, 2005.
[2] Ermshaus, Arik, Patrick Schäfer, and Ulf Leser. "Window size selection in unsupervised time series analytics: A review and benchmark." International Workshop on Advanced Analytics and Learning on Temporal Data. Springer, Cham, 2023.
@LouisCarpentier42 LouisCarpentier42 added the Window size selection Implement new methods to decide the window size of a time series label Nov 12, 2024
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