Research and implement optimal block length selection methods

astrogilda / tsbootstrap

tsbootstrap: generate bootstrapped time series samples in Python

https://tsbootstrap.readthedocs.io/en/latest/

MIT License

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Research and implement optimal block length selection methods #106

Open astrogilda opened 6 months ago

astrogilda commented 6 months ago

Is your feature request related to a problem? Please describe. Current implmentation chooses block_length = sqrt(len(input_data)).

Describe the solution you'd like Research alternative methods for block length selection, jot down pros and cons, explain them in documentation -- basically provide the end-user with more choices.

Some helpful papers: 1

fkiraly commented 6 months ago

It might make sense to make the block length selection more modular then?