Detect the dominant period in univariate, equidistant time series data.
Project description
Periodicity Detection
Detect the dominant period in univariate, equidistant time series data.
Toolbox for detecting the dominant period in univariate, equidistant time series data. The toolbox contains the following methods:
- Autocorrelation
- AutoPeriod
- Fast Fourier Transform (FFT)
find_length- Python-adaption of the R package
forecast'sfindfrequencyfunction - Number of Peaks-method
📖 Periodicity Detection's documentation is hosted at https://periodicity-detection.readthedocs.io.
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