pub struct Periodogram<T, F>where
    T: Float,
{ /* private fields */ }
Expand description

Peaks of Lomb–Scargle periodogram and periodogram as a meta-feature

Periodogram $P(\omega)$ is an estimate of spectral density of unevenly time series. peaks argument corresponds to a number of the most significant spectral density peaks to return. For each peak its period and “signal to noise” ratio is returned:

$$ \mathrm{signal~to~noise~of~peak} \equiv \frac{P(\omega_\mathrm{peak}) - \langle P(\omega) \rangle}{\sigma_{P(\omega)}}. $$

Periodogram can accept other features for feature extraction from periodogram as it was time series without observation errors (unity weights are used if required). You can even pass one Periodogram to another one if you are crazy enough

  • Depends on: time, magnitude
  • Minimum number of observations: as required by sub-features, but at least two
  • Number of features: $2 \times \mathrm{peaks}$ plus sub-features

Implementations

Set frequency resolution

The larger frequency resolution allows to find peak period with better precision

Multiply maximum (Nyquist) frequency

Maximum frequency is Nyquist frequncy multiplied by this factor. The larger factor allows to find larger frequency and makes PeriodogramPowerFft more precise. However large frequencies can show false peaks

Define Nyquist frequency

Extend a feature to extract from periodogram

New Periodogram that finds given number of peaks

Trait Implementations

Returns a copy of the value. Read more
Performs copy-assignment from source. Read more
Formats the value using the given formatter. Read more
Returns the “default value” for a type. Read more
Deserialize this value from the given Serde deserializer. Read more
Get feature evaluator meta-information
Size of vectors returned by eval(), get_names() and get_descriptions() Read more
Minimum time series length required to successfully evaluate feature
If time array used by the feature
If magnitude array is used by the feature
If weight array is used by the feature
If feature requires time-sorting on the input TimeSeries
Vector of feature values or EvaluatorError
Returns vector of feature values and fill invalid components with given value
Checks if TimeSeries has enough points to evaluate the feature
Vector of feature names. The length and feature order corresponds to eval() output Read more
Vector of feature descriptions. The length and feature order corresponds to eval() output Read more
Converts to this type from the input type.
Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword. Read more
The name of the generated JSON Schema. Read more
Generates a JSON Schema for this type. Read more
Serialize this value into the given Serde serializer. Read more
The type returned in the event of a conversion error.
Performs the conversion.

Auto Trait Implementations

Blanket Implementations

Gets the TypeId of self. Read more
The error type produced by a failed conversion.
Convert the given value into an approximately equivalent representation.
The error type produced by a failed conversion.
Convert the subject into an approximately equivalent representation.
Immutably borrows from an owned value. Read more
Mutably borrows from an owned value. Read more
Approximate the subject with the default scheme.
Approximate the subject with a specific scheme.
Approximate the subject to a given type with the default scheme.
Approximate the subject to a given type with a specific scheme.
Convert the subject to a given type.
Attempt to convert the subject to a given type.
Attempt a value conversion of the subject to a given type.

Returns the argument unchanged.

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

The resulting type after obtaining ownership.
Creates owned data from borrowed data, usually by cloning. Read more
Uses borrowed data to replace owned data, usually by cloning. Read more
The error type produced by a failed conversion.
Convert the given value into the subject type.
The type returned in the event of a conversion error.
Performs the conversion.
The error type produced by a failed conversion.
Convert the subject into the destination type.
The type returned in the event of a conversion error.
Performs the conversion.
The error type produced by a failed conversion.
Convert the given value into an exactly equivalent representation.
The error type produced by a failed conversion.
Convert the subject into an exactly equivalent representation.