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A fully automated periodicity detection in time series (2019)

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This paper presents a method to autonomously find periodicities in a signal. It is based on the same idea of using Fourier Transform and autocorrelation function presented in Vlachos 2005. While showing interesting results this method does not perform well on noisy signals or signals with multiple periodicities. Thus, our method adds several new extra steps (hints clustering, filtering and detrending) to fix these issues. Experimental results show that the proposed method outperforms state of the art algorithms.

Time series, Feature generation, Periodicity detection, Decision trees, Explainable AI, Machine Learning

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