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timeseries-analysis

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ChadFulton
ChadFulton commented Sep 23, 2019

Need to do some better handling of low-observation models in plot_diagnostics. These are models that shouldn't really be estimated, and we can't really make the plots work, but we shouldn't raise exceptions.

  • Any dataset with less than 10 observations will raise an error computing the error autocorrelations:
mod = sm.tsa.statespace.SARIMAX(np.random.normal(size=10), order=(10, 
tylerwmarrs
tylerwmarrs commented Jan 18, 2019

There seems to be a lot of inconsistency in coding style. For example, the time series variable is as tsA instead of snake cased as ts_a. Python conventions are not being met within the code. This is fairly low priority, but something to consider; especially if many people contribute. I am not saying that this code base should follow Python standards - just a standard.

wenzeslaus
wenzeslaus commented May 2, 2020

Describe the bug
There are unused variables in three temporal (t.) modules and some tests. It is not immediately clear if these can be just removed or they are actually supposed to be used and the code need to be fixed. Note that one is module option.

To Reproduce

Go to the temporal directory in GRASS GIS source code:

cd temporal

(Install Flake8 and) Run:

Illegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public. Detecting illegal insider trading is difficult due to the complex, nonlinear, and non-stationary nature of the stock market. In this work, we present an approach that detects and predicts illegal insider trading proactively from large heterogeneous sources of structured and unstructured data using a deep-learning based approach combined with discrete signal processing on the time series data. In addition, we use a tree-based approach that visualizes events and actions to aid analysts in their understanding of large amounts of unstructured data. Using existing data, we have discovered that our approach has a good success rate in detecting illegal insider trading patterns. My research paper (IEEE Big Data 2018) on this can be found here: https://arxiv.org/pdf/1807.00939.pdf

  • Updated Jan 8, 2019
  • Python

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