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Data Interview Question

High Points in Time Series Data

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Requirements Clarification & Assessment

  1. Objective Understanding:

    • The task involves detecting high points or peaks in a time series dataset characterized by fluctuations.
    • Clarify what constitutes a "high point." Is it a local maximum, a point above a certain threshold, or a statistical anomaly?
    • Determine if both positive and negative peaks need detection.
  2. Data Characteristics:

    • Understand the nature of the time series: Is it stationary or non-stationary?
    • Are there any known trends or seasonality?
    • What is the frequency of data collection (e.g., daily, hourly)?
  3. Performance Criteria:

    • Define what "good" detection means: precision, recall, or a balance of both?
    • Is real-time detection required, or is batch processing sufficient?
  4. Technical Constraints:

    • Are there computational constraints, such as memory or processing power?
    • Do you have access to historical data for model training or parameter tuning?
  5. Output Requirements:

    • What format should the output be in? (e.g., indices of peaks, annotated time series)
    • Should the solution provide confidence scores or just binary peak detection?