Opened 2 years ago

Closed 2 years ago

#2675 closed defect (done)

TimeframeFeatureCorrelationCalculator cuts the observations within the window at the start and appends them to the end

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Problems.DataAnalysis.Views Version: 3.3.14
Keywords: Cc:

Description

The expected behavior is that the calculator determines correlation with lagged features.

          IEnumerable<double> var1 = dataset.GetDoubleValues(variable, indices);
          IEnumerable<double> var2 = dataset.GetDoubleValues(doubleVariableNames[i], indices);

          var valuesInFrame = var1.Take(j);
          var help = var1.Skip(j).ToList();
          help.AddRange(valuesInFrame);
          var1 = help;

          var error = OnlineCalculatorError.None;
          elements[i, j] = calc.Calculate(var1, var2, out error);

I cannot think of a case where it would be correct to just append the first few observations to the end of the time series when calculating lagged correlations. Instead only a subset of all rows (for which both variables are known) should be used for calculating the correlation.

Change History (6)

comment:1 Changed 2 years ago by gkronber

  • Owner set to gkronber
  • Status changed from new to accepted

comment:2 Changed 2 years ago by gkronber

r14300: fixed TimeframeFeatureCorrelationCalculator

comment:3 Changed 2 years ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 2 years ago by mkommend

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to readytorelease

Reviewed r14300. Thank you for spotting and correcting this bug.

comment:5 Changed 2 years ago by gkronber

r14318: merged bug fix r14300 from trunk to stable

comment:6 Changed 2 years ago by gkronber

  • Resolution set to done
  • Status changed from readytorelease to closed
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