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cesium-ml / cesium

Machine Learning Time-Series Platform
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Add `period_fast` feature based on gatspy LombScargleFast (fixes #111) #132

Closed bnaul closed 8 years ago

bnaul commented 8 years ago

Fits a simple sinuosidal model

y(t) = A sin(2*pi*w*t) + B cos(2*pi*w*t) + c

and returns the estimated period 1/w. This is not a replacement for our Lomb-Scargle implementation, which we decided to keep as-is for now. It just adds an alternative that is simpler but much faster; for example, estimating periods for the datasets.andrzejak EEG data takes 18.3s with this method vs. 15m12s with our existing Lomb-Scargle.

acrellin commented 8 years ago

:+1: Looks good

bnaul commented 8 years ago

Fixed the test errors, should be ready to go now :rocket:

stefanv commented 8 years ago

@bnaul Did we merge a broken PR here?!

bnaul commented 8 years ago

¯_(ツ)_/¯

bnaul commented 8 years ago

It was only "broken" in the sense that I forgot to change the test data...but yeah.