Feature Selection

Open firmai opened this issue 1 year ago • 3 comments

Congragulations on the package, it could be interesting to write a feature selection model ontop of the discovery to remove slow moving indicators.

Feb 29 '24 12:02 firmai

Thanks. I thought your suggestion is to aim to manage non-stationarity of time series. Am I correct?

Mar 01 '24 01:03 sshimizu2006

Yes that is correct

Mar 01 '24 14:03 firmai

Out of interest, do you know the state of ParaLiNGAM, I was thinking it might not be too hard to implement a parallel version with significant speedups on CPU with thread execution.

Mar 01 '24 20:03 firmai