We want to establish which features preceed the spike and are hence relevant for forecast
We want to check which features are phased together. At first we calculate a correlation on a rolling window of a short period of 16 seconds
correlation on a rolling window
Than we iterate over all features to understand which is the most temporarly correlating, we clearly see that most of the feature don’t have a window correlation while vehicle ping does
violin plot of correlation distribution
Apart from the trivial correlations we see that the networking features are the ones most correlating
window correlation of features
If we look at the cross correlation with time delay we see again that
vehicle_ping
has the most persistent temporal correlation
with latency
. We realize that the upsampling creates
artificial fluctuations every neighbouring second
cross correlation with delay
From the cross correlation we can compute the decay time
exponential regression on the decay
We calculate for each feature a decay time
regression on decays
and calculate the persistance as the sum of the decay curve over the decay interval
persistance among features
We than iterate over all features and calculate the cross and auto persistance. Large values singalize a bad sampling (artificial similarity)
matrix of persistance among features
We can calculate the persistance for other data sets
persistance for modem features
We now calculate the peak at the maximum cross correlation delay, smoothing is necessary to remove artefacts
peak at the maximum cross correlation delay
Not all phase calculations lead to reasonable results, we see that many phase lag estimations are inconclusive, either null or fluctuating a lot. We are pretty cofindent that over the hundrets of spike events in general few features can anticipate the spike
features with a negative time delay compared to camera latency
Data are pretty noisy and we want to establish temporal sorting for at least the average of all the spike events
phase lag between features
We can roughly say that rtp and joystick features happen before the camera spike
We want to calculate the average delay between features using the cross correlation of two features. In some cases on feature is clearly reacting to the spike
delay between camera latency and rtp_lost
In some cases the analysis is inconclusive
delay between camera latency and camera_jitter
Some features anticipate the spike but there is still some lower modus where they happen later
delay between camera latency and joystick
In other cases the features are completely connected
delay between camera latency and modem_rtt
Different methods lead to similar results
compare delay methods
For some series (deci seconds on bytes-Cellular 3
) the
different methods disagree on phases
compare delay methods
If we smooth the time series we see a clear trend
smoothing the time series
and althought the phase calculation should be more clear methods differ in results
estimation of phase for smoothed features
We than calculate the phase difference using cross correlation and
looking at the camera latency we conferm the euristic impression that
josystick_latency
and vehicle_cpu
happen
before the spike and room_ram
, vehicle_ram
,
force_lon
, brake_pressure
after.
modem_tx
is slghtly before the spike.
delay between features using cross correlation phase difference
On the deci second scale the modem features are clearly preceeding the spike. Arrival time is really noisy and shouldn’t be considered. Bytes are clearly preceeding the spike
delay between features using cross correlation phase difference
We want to calculate now the phasing for each time series
each series has slightly different data points
What works for the denoised time series doesn’t work for the sum of the single series where the determination of the phase difference is pretty chaotic
phase difference between camera latency and other features
The same for the deci second dataset
phase difference between camera latency and other features
Time lag between modem features and camera_latency
time lag for modem features
We clearly see in average when which features preceed the latency and which follow, basically the round trip time is slower than the latency calculation while the signal is more advanced
time lag for modem features