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enhancing the bootstrapping to support circular temporal block bootstrap #3

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bikegeek opened this issue Jul 31, 2019 · 3 comments · Fixed by #57
Closed

enhancing the bootstrapping to support circular temporal block bootstrap #3

bikegeek opened this issue Jul 31, 2019 · 3 comments · Fixed by #57
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@TatianaBurek @ericgilleland
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alert: NEED MORE DEFINITION Not yet actionable, additional definition required priority: high High Priority reporting: DTC NCAR Base NCAR Base DTC Project requestor: NCAR/RAL NCAR Research Applications Laboratory type: new feature Make it do something new type: task An actionable item of work
Milestone
METcalcpy-1.0

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@bikegeek
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bikegeek commented Jul 31, 2019 •
edited by TaraJensen
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Account Key:
2702691 - Work with Eric on how to implement
@bikegeek bikegeek added associated: METplotpy priority: high High Priority requestor: NCAR National Center for Atmospheric Research type: new feature Make it do something new type: task An actionable item of work labels Jul 31, 2019
@JohnHalleyGotway
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Eric Gilleland recommends enhancing the bootstrapping to support circular temporal block bootstrap with overlapping blocks. A good default for the block length is the square root of the length of the time series. We need to add Eric to this repo and add him to this issue.

@JohnHalleyGotway JohnHalleyGotway added requestor: NCAR/RAL NCAR Research Applications Laboratory and removed requestor: NCAR National Center for Atmospheric Research labels Oct 2, 2019
@TatianaBurek TatianaBurek changed the title Implement the Python equivalent to the R library, 'boot' enhancing the bootstrapping to support circular temporal block bootstrap Jun 22, 2020
@TaraJensen TaraJensen added this to the METcalcpy-1.0 milestone Sep 23, 2020
@TaraJensen TaraJensen added alert: NEED MORE DEFINITION Not yet actionable, additional definition required alert: NEED ACCOUNT KEY Need to assign an account key to this issue labels Sep 23, 2020
@TaraJensen TaraJensen added reporting: DTC NCAR Base NCAR Base DTC Project and removed alert: NEED ACCOUNT KEY Need to assign an account key to this issue labels Nov 4, 2020
@TaraJensen TaraJensen added the alert: NEED ACCOUNT KEY Need to assign an account key to this issue label Dec 2, 2020
@TaraJensen TaraJensen removed the alert: NEED ACCOUNT KEY Need to assign an account key to this issue label Dec 14, 2020
@TatianaBurek
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TatianaBurek commented Dec 16, 2020 •
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Here is the article that Eric wrote:
https://doi.org/10.1175/JTECH-D-20-0069.1
He suggested to evaluate his new bootstrap code the from the R package “distillery” and include it into METcalcpy as a default bootstrap method

@TatianaBurek
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Add block.length - Number giving the desired block lengths to 'event_equalize' method and use it to do IID resamples.

TatianaBurek added a commit that referenced this issue Jan 13, 2021
@TatianaBurek
enhancing the bootstrapping to support circular temporal block bootst…
60de7ac 
…rap #3
TatianaBurek added a commit that referenced this issue Jan 13, 2021
@TatianaBurek
rename methods #3
da996e4
TatianaBurek added a commit that referenced this issue Jan 22, 2021
@TatianaBurek
calculate frequencies for cboot #3
af409f5
TatianaBurek added a commit that referenced this issue Jan 22, 2021
@TatianaBurek
fixed SLlossdiff calculation #3
c8d366e
TatianaBurek added a commit that referenced this issue Jan 22, 2021
@TatianaBurek
test data #3
92153af
TatianaBurek added a commit that referenced this issue Jan 25, 2021
@TatianaBurek
new tests for C boot #3
541e9aa
@bikegeek bikegeek linked a pull request Jan 27, 2021 that will close this issue
Issue/3 circular bootstrap #57
Merged
8 tasks
TatianaBurek added a commit that referenced this issue Jan 28, 2021
@TatianaBurek
do not support csr_matrix #3
315804e
TatianaBurek added a commit that referenced this issue Jan 28, 2021
@TatianaBurek
use custom block_length #3
cab6a34
@TatianaBurek TatianaBurek reopened this Apr 16, 2021
@TatianaBurek TatianaBurek reopened this Apr 16, 2021
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@TatianaBurek TatianaBurek

@ericgilleland ericgilleland

Labels
alert: NEED MORE DEFINITION Not yet actionable, additional definition required priority: high High Priority reporting: DTC NCAR Base NCAR Base DTC Project requestor: NCAR/RAL NCAR Research Applications Laboratory type: new feature Make it do something new type: task An actionable item of work
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METcalcpy-1.0
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Successfully merging a pull request may close this issue.

Issue/3 circular bootstrap dtcenter/METcalcpy
5 participants
@bikegeek @JohnHalleyGotway @TatianaBurek @TaraJensen @ericgilleland