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Many features rely on similar intermediate calculations (such as the first zero-crossing of the ACF, or the embedding dimension estimated using fnn, etc.)
Rather than repeating these time consuming calculations again and again, would be more efficient to compute them once and have that information accessible by the functions.
This would come at the cost of making some functions rely on a particular input structure, but this could take the form of an optional argument, which is a structure with fields containing frequently used quantities. An alternative is to make the first input to all operations take either a vector as currently the case, or a structure that contains the time series data as well as some intermediate calculations that can be extracted (or recomputing if not available). This is potentially a more major change...
The text was updated successfully, but these errors were encountered:
Many features rely on similar intermediate calculations (such as the first zero-crossing of the ACF, or the embedding dimension estimated using fnn, etc.)
Rather than repeating these time consuming calculations again and again, would be more efficient to compute them once and have that information accessible by the functions.
This would come at the cost of making some functions rely on a particular input structure, but this could take the form of an optional argument, which is a structure with fields containing frequently used quantities. An alternative is to make the first input to all operations take either a vector as currently the case, or a structure that contains the time series data as well as some intermediate calculations that can be extracted (or recomputing if not available). This is potentially a more major change...
The text was updated successfully, but these errors were encountered: