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Window size selectionImplement new methods to decide the window size of a time seriesImplement new methods to decide the window size of a time series
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Implement RobustPeriod [1, 2] for automatic window size selection.
[1] Wen, Qingsong, et al. "RobustPeriod: Robust time-frequency mining for multiple periodicity detection." Proceedings of the 2021 international conference on management of data. 2021.
[2] Ermshaus, Arik, Patrick Schäfer, and Ulf Leser. "Window size selection in unsupervised time series analytics: A review and benchmark." International Workshop on Advanced Analytics and Learning on Temporal Data. Springer, Cham, 2023.
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Window size selectionImplement new methods to decide the window size of a time seriesImplement new methods to decide the window size of a time series