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Description
We currently have three very simple detrending schemes for mSSA:
- The classic mean substracted, root variance divided scheme. This allows variations in any channel to be correlated with the same weight. Good for finding temporally covariant weak signals.
- Mean subtracted, total variance divided scheme. This still puts each channel at the same overall level (by removing a DC component) but puts more weight on channels with larger variance.
- Total power. This does not remove any constant floor (DC component) and therefore weights each channel by its gravitational energy for BFE coefficients or effective power for a general field.
Detrending can be more subtle and complex. For example, one might want to remove long-term trends by subtracting the fit to a smoothed low-order polynomial rather than the simple mean.
One general implementation might be a functional filter, passed to mSSA, which allows the user to specify the detrending and its inverse retrending as a simple class. pyEXP
could provide some hardwired examples, but generally, the user would be able to create a derived trending class in Python which is passed to the mSSA code.
Other thoughts and comments welcome!
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