Closed JanJereczek closed 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?
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
?
Implemented: