JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection
MIT License
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init ar1_whitenoise #12

Closed JanJereczek closed 1 year ago

JanJereczek commented 1 year ago

Implemented:

Datseris commented 1 year ago

@JanJereczek maybe you should add in this PR a function that actually uses the output of AR1 to detect a transition or something. Like detect significant changes in AR1 or something like that?

Datseris commented 1 year ago

We should have one change_point_detection function that searches for significant differences in the observable over a rolling window. Here the observable is just AR1, but it could also be permutation entropy. Later, we can add a different function early_warning_signal that detects smooth increase of the observable. but for now lets keep it simple with the change_point_function?