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Unbiased DFA

Open genomewalker opened this issue 3 years ago • 3 comments

Hi @stfbnc thank you very much for your package. It is super useful. I was wondering if fathon could include the unbiased DFA for short time series as is described here

Many thanks Antonio

genomewalker avatar Sep 02 '22 07:09 genomewalker

Hi @genomewalker, thanks! I'm quite busy at the moment, but I'll have a look at the paper and let you know.

stfbnc avatar Sep 03 '22 07:09 stfbnc

@stfbnc Many thanks! 😀

genomewalker avatar Sep 06 '22 07:09 genomewalker

Hi @genomewalker,

I've implemented a first version, but I'm having some trouble reproducing correct results.

In particular, I do not fully understand how $W_A^k$ and $W_B^k$ are defined in equation 12.

Let's say $s = 3$, so it should be $W_A^k = \{Z^{Dk}(1), Z^{Dk}(2), Z^{Dk}(3)\}$, $W_B^k = \{Z^{Dk}(1), -Z^{Dk}(2), Z^{Dk}(3)\}$. So, $m$ should be the $m$ th element of $Z^{Dk}$, but I'm confused by $m$ being the same for consecutive elements of $W_A^k$ in equation 12. $W_A^k$ should also have $s$ elements, as the first sum in equation 13 goes over $s$ elements.

Is my understanding of equation 12 correct, or am I missing something?

stfbnc avatar Oct 03 '22 20:10 stfbnc

Hi @genomewalker,

I managed to resolve, there is now a new version of the package (v1.3.2) that includes the unbiased DFA.

There is a new optional argument in the function fathon.DFA.computeFlucVec, unbiased, that when set to True computes the unbiased version of the DFA as described in the paper.

stfbnc avatar Oct 30 '22 09:10 stfbnc

That is excellent, @stfbnc! Thank you very much, and apologies for the radio sile; it has been a time of grant submissions :tired_face:
That will be super useful :smiley:

genomewalker avatar Oct 31 '22 10:10 genomewalker