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Frequency estimation

Peter Lünenschloß requested to merge FrequencyEstimation into develop

Basic Frequency estimation functionality. For the harmonization routines' freq keyword there are 3 possibillities now:

  • pass offset string -> use frequency indicated by offset string
  • pass "auto" -> estimate the frequency and use the estimate (error if estimation fails)
  • pass offset string + "_check" -> use frequency indicated by offset string, but check it for plausibillity by comparing it to an estimate -> logs a warning if estimate and frequency passed missmatch

Notes:

  • The estimation for a timeseries of length 50.000 took 0.25 second on my machine.
  • the 'auto' and '_check' routines both initially check for the timeseries to be harmonized already (by checking index.infer_freq), so that no computation time gets lost on regular timestamps frequency estimation.
  • The 'auto' keyword is not recommended for use in pipelines - there is just too much odd special cases where the calculated fouriertransform yields no result, due to frequency leakage in combination with really few samples (< 100), so that an error would get thrown too often. Better to use freq + "_check"

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