Comments (2)
I think it is a good idea. There is generally not a lot of functionality in the exploration module, as it did not have priority.
It might become a challenge to create consistency in this module though...
Please check the existing functions to avoid any overlap etc. Also I once created this function for another project, although it is not the most difficult function :D
def find_delay(datax, datay, lag_range, absolute=False):
"""Find the delay between two time series.
Parameters
----------
datax : pd.Series
Time series x
datay : pd.Series
Time series y
lag_range : list
Range of lags to search for delay
absolute : bool (default False)
If True, return the absolute value of correlation to find the delay
Returns
-------
delay : int
Delay between x and y
corr : float
Strongest correlation between x and y
"""
corr = [datax.shift(x).corr(datay) for x in lag_range]
if absolute:
corr = [abs(x) for x in corr]
return lag_range[np.argmax(corr)], corr[np.argmax(corr)]
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We are not sure if we want to incorporate this into SAM at this point. Once we find another use case we might. For now, not merging and putting on hold!
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Related Issues (20)
- Remove `decompose_datetime` and `CyclicalMaxes` HOT 2
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