Select Local Regression Locations Based On Density Rather Than Evenly Spaced

AyrtonB / Merit-Order-Effect

Code and analysis used for calculating the merit order effect of renewables on price and carbon intensity of electricity markets

https://ayrtonb.github.io/Merit-Order-Effect/

MIT License

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Select Local Regression Locations Based On Density Rather Than Evenly Spaced #2

Open AyrtonB opened 3 years ago

AyrtonB commented 3 years ago

In num_fits_2_reg_anchors need to provide the option to group based on density rather than just evenly spacing them.

In Cleveland 1988, Regression by local fitting: Methods, properties, and computational algorithms (not his more popular paper that was also from 1988 on LOWESS), k-d trees are rather beautifully used to select the locations for n-d smoothing

AyrtonB commented 3 years ago

Good discussion in section 4.2 here - https://www.netlib.org/a/cloess.pdf And also section 12 here - http://web.ipac.caltech.edu/staff/fmasci/home/astro_refs/LocalRegressionBook_1999.pdf