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Feat/improve seasonal decompose #862
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Codecov Report
@@ Coverage Diff @@
## master #862 +/- ##
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+ Coverage 91.40% 91.57% +0.16%
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Files 70 71 +1
Lines 7106 7154 +48
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+ Hits 6495 6551 +56
+ Misses 611 603 -8
Continue to review full report at Codecov.
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Looks good, just wondering whether we should raise an error instead of warning when model is not additive.
darts/utils/statistics.py
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elif method == "STL": | ||
if model not in [SeasonalityMode.ADDITIVE, ModelMode.ADDITIVE]: | ||
logger.warn( |
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shouldn't we raise an error here?
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Yes, would be better. I will change it.
Fixes #832
Summary
Added more robust STD decomposition method as an alternative to the naive method.