Adel Makram
- 632
- 15
What is more efficient in extracting the pattern in a time series analysis, autocorrelation or singular spectrum analysis?
The discussion revolves around the efficiency of two methods for extracting patterns in time series analysis: autocorrelation and singular spectrum analysis (SSA). Participants explore the definition of "efficiency" in this context, considering factors such as real-time analysis and the completeness of information extracted from the data.
Participants generally do not agree on a definitive answer regarding which method is more efficient, and multiple competing views remain about the definition of efficiency and the capabilities of each method.
Limitations in the discussion include the lack of consensus on the definition of "efficiency," the dependence on specific constraints, and the acknowledgment that both methods are approximate and may not capture all information.
By efficient, I meant the ability of the algorithm to get all possible information about the spectral components of the time series. Real time analysis is an important concern too.Simon Bridge said:Define "efficient" - then you will have your answer.
What does the method have to achieve and under what constraints?
i.e. the fastest (quickest real time) method is to look at the data and guess.