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Boulder-Investment-Technologies / lppls

Library for fitting the LPPLS model to data.
MIT License
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Allow customisation of search space and filtering conditions #93

Open jesuspc opened 1 year ago

jesuspc commented 1 year ago

At the moment fit does not incorporate filtering logic, which may lead to bogus results that depending on the conditions may also vary significantly based on the chosen random.seed, whilst mp_compute_nested_fits has a hardcoded filtering logic for m, w, damping and oscillations but not for error.

It would be great to be able to define search space and filtering conditions both on the fit and mp_compute_nested_fits methods in such a way that it is possible to encode the full set described in Sornette et al. 2015 via a configuration option.

Screenshot 2023-04-30 at 13 33 50
Joshwani commented 1 year ago

Hi @jesuspc, there is a branch that enables a config for the filtering conditions. It it here: https://github.com/Boulder-Investment-Technologies/lppls/pull/60. Give this branch a try. I still need to add tests for this branch but will try to merge it soon. If you would like to wrap this work up, I'd be happy to review and merge.