JuliaDynamics / JuliaDynamics/RecurrenceAnalysis.jl

Speeding up recurrence quantification

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help wanted performance
Dominant language
Julia
Stars
50
Forks
16
PR merge metrics
No merged PRs in 30d

Description

My research has now moved into looking at the evolution of recurrence metrics over a range of ϵs. As such, I have to compute RQA across 100 different values of ϵ, which is pretty slow - some particularly annoying datasets can take up to 10 minutes, even with multithreading.
timings

I am going to look into speeding these computations up in the future, and would appreciate any advice on where to start.


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Research direction

No source file or test is identified in the issue. Start by profiling the RQA computation across the 100 ε values and trace the recurrence-metric entry points; done means reducing the reported runtime while preserving the computed metrics.

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Assessment

Tech stack
julia
Domain
performance
Issue type
Refactor
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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