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autocorrelation? #205

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ahuang11 opened this issue Oct 7, 2020 · 3 comments
Closed

autocorrelation? #205

ahuang11 opened this issue Oct 7, 2020 · 3 comments

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@ahuang11
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ahuang11 commented Oct 7, 2020

Is it appropriate to have auto correlation in xskillscore? My thought is yes, since there's a brier_score and brier_score_threshold?
def pearson_r_autocorrelation(a, lag=...)?

@aaronspring
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I dont see the link between brier_score and autocorr.

What about adding the lag=0 keyword to all functions? you could also have a lagged correlation between two fields, autocorr then becomes function(a,a,lag=1). probably easy implementable with a wrapper.

@bradyrx
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bradyrx commented Oct 8, 2020

Agreed. Lagged correlations are very useful in our field of course. See corr under https://github.com/bradyrx/esmtools/blob/master/esmtools/stats.py for implementation. Just need to be careful here with docstring so it's clear which direction lag=N shifts a and b.

@raybellwaves
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closing in favor of #284

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