CORRELATION should support cyclic columns - Githubissues

probcomp / bayeslite

BayesDB on SQLite. A Bayesian database table for querying the probable implications of data as easily as SQL databases query the data itself.

http://probcomp.csail.mit.edu/software/bayesdb

Apache License 2.0

922 stars 64 forks source link

CORRELATION should support cyclic columns #146

Open riastradh-probcomp opened 9 years ago

riastradh-probcomp commented 9 years ago

Strategy: compute a discrete Fourier transform and treat the result as numerical?

riastradh-probcomp commented 9 years ago

Citations, before I lose them and forget how to search the web, for circular/linear correlation in cookbook-style statistics:

http://www.buzsakilab.com/content/PDFs/Kempter2012.pdf http://download.springer.com/static/pdf/372/art%3A10.1007%2FBF00395081.pdf?originUrl=http%3A%2F%2Flink.springer.com%2Farticle%2F10.1007%2FBF00395081&token2=exp=1442437179~acl=%2Fstatic%2Fpdf%2F372%2Fart%253A10.1007%252FBF00395081.pdf%3ForiginUrl%3Dhttp%3A%2F%2Flink.springer.com%2Farticle%2F10.1007%2FBF00395081*~hmac=cae306c6d49b03c789f09edc874eec1d73995526ec5c565a0efdb0e7e2594bf3 http://www.jstatsoft.org/v31/i10/paper http://www.jstor.org/stable/2335547?seq=1#page_scan_tab_contents