Closed rgougelet closed 4 years ago
@chkothe do you agree with the change. It looks fine to me, but I do not understand why you would have used the quantile function in the first place.
quantile downsamples while preserving scale
So the change might work well for data that is uniform but not so much when there are outlier values?
On Jan 25, 2020, at 13:15, rgougelet notifications@github.com wrote:
quantile downsamples while preserving scale
— You are receiving this because you commented. Reply to this email directly, view it on GitHub, or unsubscribe.
My impression is that quantile used in this way downsamples the distribution of the data, so it will preserve the influence of outliers/the shape of the distribution. It destroys the temporal information but we're only interested in scale anyway.
Computes scales 2x faster with 99.9% accuracy Test code: