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JuliaDynamics / ChaosTools.jl

Tools for the exploration of chaos and nonlinear dynamics
https://juliadynamics.github.io/DynamicalSystemsDocs.jl/chaostools/stable/
MIT License
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Add base function for extreme events #297

Closed SergeyNovak777 closed 1 year ago

SergeyNovak777 commented 1 year ago

I added base functions for extreme events, but don't know where paste using Packages. It paste in Base_function.jl or ChaosTools.jl ?

Datseris commented 1 year ago

But at the moment these functions do not do anything else besides counting how often a timeseries exceeds its k-std value. I don't think this functionality is advanced enough to be included here. If you use it as a basis for more advanced algorithms, then you should put them in this PR as well.

SergeyNovak777 commented 1 year ago

In many articles, extreme events are detected by the threshold value, which is calculated according to this code. Also in articles construct a probability density function, but it has a slightly different purpose. I can throw off articles in which all this is used. For example this article https://doi.org/10.1103/PhysRevE.97.062311. In article used this functions with PDF (probability density function) Perhaps all this should be included in the time series analysis module, if there is one

Datseris commented 1 year ago

I don't challenge that this is not used in the literature. Of course, finding when a timeseries exceeds a threshold is used. What I challenge is whether it is of any use to put this in a package. It seems to me that this code is simple enough that a user is better off writing it down themselves than trying to find it in a package.

Can we built on this code? Is there anything more advanced we can do once we have points the timeseies exceeds a threshold?