Detection of significant evolution of an indicator - Githubissues

JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection

MIT License

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Detection of significant evolution of an indicator #15

Closed JanJereczek closed 1 year ago

JanJereczek commented 1 year ago

evolution_metrics.jl:

indicator_evolution() computes indicator and its evolution for original timeseries and surrogates
chapter "Trend metrics" has been initialized with ridge_regression. Still to come: chapter with metrics for change-point detetction

significance.jl:

measure_significance() compares results from original timeseries and surrogates.
chapter "Percentile metrics" has been initialized with various measures of the significance defined wrt to percentiles.