Closed jpulakka closed 2 years ago
Currently the filter is "block-shaped", e.g.
[-1, 1] or [-1, 0.5, 0.5]
It's good default, very easy to understand ("price for the current hour is subtracted from the average price for the next few hours").
Optionally, a triangular filter might be cool, something like
[-1, 0.67, 0.33] or [-1, 0.5, 0.33, 0.17]
Either right triangle (which corresponds to average of _diff_2..._diff_N, doesn't it?), or exponentially decaying, or...
_diff_2
_diff_N
Maybe with this kind of filter we would combine virtues of short and long filters?
(Could also be arbitrary, user-definable?)
Done in https://github.com/jpulakka/nordpool_diff/commit/3880ef3c60633044368b2719272e182ae27a47e0
jpulakka
commented
2 years ago jpulakka
commented
2 years ago
Currently the filter is "block-shaped", e.g.
It's good default, very easy to understand ("price for the current hour is subtracted from the average price for the next few hours").
Optionally, a triangular filter might be cool, something like
Either right triangle (which corresponds to average of
_diff_2..._diff_N, doesn't it?), or exponentially decaying, or...Maybe with this kind of filter we would combine virtues of short and long filters?
(Could also be arbitrary, user-definable?)