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Fix various issues with holtWinters* functions #781

Merged
merged 5 commits into from
Jul 11, 2023
Merged

Fix various issues with holtWinters* functions #781

merged 5 commits into from
Jul 11, 2023

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carrieedwards
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This PR implements fixes for various issues that were found in the holtWinters* functions. These fixes include:

  • Adding parsing of the optional seasonality parameter, and using the specified value for calculations, rather than always using the default value of 1d.
  • Fix the fetching and processing of data in holtWintersAberration. Previously, only the data fetched with the altered start time was used, which was not consistent with Graphite-web. This function requires access to both the series fetched with the original from/until values, as well as data fetched with the adjusted start time. This is because this function compares values in the series corresponding to the original from/until values with those produced by the call to holtWintersConfidenceBands, which requires the series corresponding to the adjusted start time. (See the holtWintersAberration function documentation and the implementation in Graphite-web for details.)
  • Adds testing for holtWintersAberration and holtWintersForecast, and expands testing for holtWintersConfidenceBands and holtWintersConfidenceArea.

See #780 for more details on the issues behind these fixes.

@carrieedwards
Parse and use seasonality argument in holtWinters* functions
bf72b8f
@carrieedwards
Add tests including seasonality and boostrapInterval
a9007c3
@carrieedwards
Use constants for bootstrapInterval and seasonality
8903783
@carrieedwards
Fix holtWintersAberration fetching and processing of data (#160)
2c42e88 
* Parse and use seasonality argument in holtWinters* functions

* Fix holtWintersAberration fetching and processing of data

* Add tests for holtWintersAberration

* Update Metrics() function to add additional requests with adjusted start time for holtWintersAberration

* Add test for parser Metrics() function handling of start time adjustment

* Fix logic for fetching data with adjusted interval

* Add test to verify only initially fetched metrics are considered after fetching with different start time
@carrieedwards
Add testing for holtWintersForecast function (#161)
8815b78 
* Parse and use seasonality argument in holtWinters* functions

* Add tests including seasonality and bootstrapInterval

* Add test for Metrics() handling of adjusting start time
@carrieedwards carrieedwards linked an issue Jul 10, 2023 that may be closed by this pull request
Fix various issues with holtWinters* functions #780
Closed
@carrieedwards carrieedwards added this pull request to the merge queue Jul 11, 2023
Merged via the queue into main with commit 3713428 Jul 11, 2023
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@npazosmendez npazosmendez npazosmendez approved these changes

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Fix various issues with holtWinters* functions
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@carrieedwards @npazosmendez