A typo in the flowchart in the README? #477
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@sichinaga what do you think about this? |
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Hi @Perian-Yan ! Thanks for the question, and thanks for addressing this! :) So the flowchart figure has recently been updated in this PR to help clear up any confusion, but long story short, I believe the confusion is stemming from my abuse of terminology, specifically with the term "rank-deficient" -- my apologies for this. Basically you will want to use time-delay in the event that doing so will increase the rank of your data matrix. And with that being said, time-delays might be necessary whether you're dealing with a rank-deficient data matrix or a full-rank data matrix (and they are basically always necessary when dealing with time-series data). Thus, a good rule of thumb is to always check the rank of your original data matrix and see if that rank increases as you use time-delays. This is now reflected and clarified in the updated figure. Please let us know if you have any additional questions! |
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The flowchart in the README file is great. However, is it a typo that the NO answer to the question "is my data rank-deficient or a time-series ?" should go for latent variable method and time delay preprocessing?
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