fathon
fathon copied to clipboard
Unbiased DFA
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
Hi @genomewalker, thanks! I'm quite busy at the moment, but I'll have a look at the paper and let you know.
@stfbnc Many thanks! 😀
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?
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.
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: