Implement complex multichannel ssa #240
Open
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Author
|
Realized that only rforecast with direction = "column" works for forecasting (also it is the default when calling the predict method). Probably just need to figure out where to place complex conjugations. |
Owner
|
Will check it, thanks. At very least we'd need:
And ensure that |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Basic implementation of cmssa. Mostly copy-pasted from cssa/mssa code. Decomposition, reconstruction and plotting should work, but no thorough testing was done. For forecasting mssa variant is automatically used, but when direction parameter is "row" it works incorrectly, couldn't figure out how to fix it, maybe safeguards should be placed for now.
No changes to the documentation and test were done.
This change is