Confirmed users
513
edits
Auto-tools/Projects/Alerts: Difference between revisions
→Future Plans
Klahnakoski (talk | contribs) |
Klahnakoski (talk | contribs) |
||
| Line 73: | Line 73: | ||
====Future Plans==== | ====Future Plans==== | ||
The use of window functions is flawed: There are edge effects, | The use of window functions is flawed: | ||
* There are edge effects, especially noticeable when the far window edge moves over a discontinuity. | |||
* Small window sizes sometimes do not capture enough samples to characterize the variance | |||
* Large window sizes are less sensitive and make short-term regressions invisible. | |||
Significant improvements can be made to the analysis by removing the need to declare a window size: | |||
# Piece-wise linear regression analysis (http://en.wikipedia.org/wiki/Segmented_regression) | # Piece-wise linear regression analysis (http://en.wikipedia.org/wiki/Segmented_regression) | ||
# Using a mixture model (http://en.wikipedia.org/wiki/Mixture_model) will help characterize multi-modal data and help us construct a useful aggregate | # Using a mixture model (http://en.wikipedia.org/wiki/Mixture_model) will help characterize multi-modal data and help us construct a useful aggregate | ||