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@Datadote Datadote commented Aug 31, 2024

Reference Issues/PRs

What does this implement/fix? Explain your changes.

  • Add smoothing filter ExpSmoothingSeriesTransformer (note abbreviated Exp)
  • Tests check for different alpha, and window_size values

Does your contribution introduce a new dependency? If yes, which one?

  • No new dependencies. Imports libraries: numpy, typing

Any other comments?

  • Arxiv paper reference has an error in the exponential smoothing equation. The decaying term should be based on s_j-1, and not t_j-1 . I'm not sure what the Springer reference has. I do not have access
    Paper: s_0 = t_0 and s_j = alpha * t_j + (1 - alpha) * t_j-1
    Corrected: s_0 = t_0 and s_j = alpha * t_j + (1 - alpha) * s_j-1
  • Allows user to use "alpha" or "window_size". If "window_size" is specified, alpha is overwritten with 2. / (window_size + 1)
  • For the reference paper link, I added an arxiv link to the paper for folks without access to Springer

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@Datadote Datadote requested a review from aiwalter as a code owner August 31, 2024 19:28
@aeon-actions-bot aeon-actions-bot bot added enhancement New feature, improvement request or other non-bug code enhancement transformations Transformations package labels Aug 31, 2024
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Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I have added the following labels to this PR based on the changes made: [ $\color{#41A8F6}{\textsf{transformations}}$ ]. Feel free to change these if they do not properly represent the PR.

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@Datadote Datadote force-pushed the series-exp-smooth branch 4 times, most recently from 625fa76 to 275fee4 Compare September 3, 2024 22:30
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@TonyBagnall TonyBagnall left a comment

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good spot on the typo, but I would prefer this to be axis = 1 as it is our standard

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LGTM, thanks for the changes

@TonyBagnall TonyBagnall merged commit 62e202f into aeon-toolkit:main Sep 16, 2024
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2 participants