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Improvement of entropy as pattern detector #4

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vladdez opened this issue May 16, 2024 · 0 comments
Open

Improvement of entropy as pattern detector #4

vladdez opened this issue May 16, 2024 · 0 comments

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@vladdez
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vladdez commented May 16, 2024

Current implementation is still bad at detecting patterns. Currently, it is sensitive to outliers but ignores the actual pattern we are searching for. We need to try

  • Outlier corrected entropy
  • Robust entropy (?)
    Also there should be rank p-value (?)
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