The number of fators over a certain period can change. When analyzing such data with rolling PMF, rolling PMF with different number of factors in performed.
Besides sorting the unconstrained factors, a criteria for the extra factor should be defined. The score plot for a particular number of factors can be inspected separately, and the desired scores for each critera can be selected.
SoFi will not average over a mixed mixed factor solutions but will always take the family of PMF runs with higher occurrence. For example if 50 PMF runs with 3 factors but 100 with 4 factors for a particular time period were selected, then SoFi automatically disable the 50 PMF runs and averages only over the 4 factor runs.
Currently, there is no solution for an automatic differentiation between various number of factors for the rolling PMF approach. However, testing a dynamic change in number of factors based on clustering information of the key variables, e.g., 44 vs 43 for 1 or 2 OOA factors, is under testing for SoFi RT.