OnlineACFPeriodicityDetector#

class pyriodicity.OnlineACFPeriodicityDetector(window_size, buffer_size=None, window_func='boxcar', detrend_func='linear')#

Online Autocorrelation Function (ACF) based periodicity detector.

Detect periodicities in a signal stream using online ACF. A lag value is considered a period if it is a local maximum of the ACF [1].

Parameters:
window_sizeint

Size of the sliding window for the ACF computation.

buffer_sizeint, optional, default = 2 * window_size

Size of the samples buffer. Must be at least equal to window_size.

window_funcfloat, str, tuple, optional, default = ‘boxcar’

Window function to apply. See scipy.signal.get_window for accepted formats of the window parameter.

detrend_func{‘constant’, ‘linear’}, optional, default = ‘linear’

The kind of detrending to apply. If None, no detrending is applied.

See also

pyriodicity.ACFPeriodicityDetector

Autocorrelation Function (ACF) based periodicity detector.

scipy.signal.get_window

Return a window of a given length and type.

References

[1]

Hyndman, R.J., & Athanasopoulos, G. (2021) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. https://OTexts.com/fpp3/acf.html. Accessed on 09-15-2024.

Methods

detect(data[, max_period_count])

Update the online ACF and detect periodicities.