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Create RWD Documentation #1699

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Nov 1, 2021
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Create RWD Documentation #1699

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29 changes: 25 additions & 4 deletions doc/user_manual/tsa.tex
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Expand Up @@ -115,10 +115,31 @@
\end{itemize}
\xmlNode{ARMA} further has the following subnodes:
\begin{itemize}
\item \xmlNode{SignalLag}, \xmlDesc{integer, required field}, number of signal lag terms to
include in the autoregression term.
\item \xmlNode{NoiseLag}, \xmlDesc{integer, required field}, number of noise lag terms to
include in the moving average term.
\item \xmlNode{SignalLag}, \xmlDesc{integer, required field}, number of signal
lag terms to include in the autoregression term.
\item \xmlNode{NoiseLag}, \xmlDesc{integer, required field}, number of noise
lag terms to include in the moving average term.
\end{itemize}
\item \xmlNode{RWD} characterizes the signal using Randomized Window
Decomposition. This algorithm leverages the \xmlNode{PostProcessor} subtype
\xmlAttr{TSACharacterizer}. This algorithm can only characterize, it cannot
generate data.
\xmlNode{RWD} has the following parameters:
\begin{itemize}
\item \xmlNode{signatureWindowLength} \xmlDesc{integer, required field} the
size of signature window, which represents as a snapshot for a certain
time step; typically represented as $w$ in literature.
\item \xmlNode{featureIndex} \xmlDesc{integer, required field} Index used
for feature selection, which requires pre-analysis for now, will be
addresses via other non human work required method.
\item \xmlNode{sampleType} \xmlDesc{integer, required field} Determines the
type of sampling to perform indicated by an integer value given ranging from $0$ to $2$.
\begin{itemize}
\item $0 = \text{Sequential Sampling}$
\item $1 = \text{Random Sampling}$
\item $2 = \text{Piecewise Sampling}$
\end{itemize}
\item \xmlNode{seed} \xmlDesc{integer} Indicating the random seed.
\end{itemize}
\end{itemize}
}