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Assumption of independence observations over time

Open usercluster opened this issue 7 years ago • 0 comments

Good morning, I find this methods very interesting, but looking at the original paper, and also at the theory behind the previous version of the technique (in the package 'ecp'), I see that there is the assumption of independent observations over time, which is quite restrictive in the context of time series. How would you suggest to deal with that? I checked and some of the examples proposed do not actually perfectly follow this assumption since there is some autocorrelation in the data. Thank you

usercluster avatar Feb 05 '18 08:02 usercluster