id summary reporter owner description type status priority milestone component version resolution keywords cc
2675 TimeframeFeatureCorrelationCalculator cuts the observations within the window at the start and appends them to the end gkronber gkronber "The expected behavior is that the calculator determines correlation with lagged features.
{{{
IEnumerable var1 = dataset.GetDoubleValues(variable, indices);
IEnumerable 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." defect closed medium HeuristicLab 3.3.15 Problems.DataAnalysis.Views 3.3.14 done