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Feat/improve seasonal decompose #862

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merged 7 commits into from
Mar 21, 2022
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@gnwhr gnwhr commented Mar 21, 2022

Fixes #832

Summary

Added more robust STD decomposition method as an alternative to the naive method.

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codecov-commenter commented Mar 21, 2022

Codecov Report

Merging #862 (c34bc5f) into master (a7abedf) will increase coverage by 0.16%.
The diff coverage is 97.50%.

@@            Coverage Diff             @@
##           master     #862      +/-   ##
==========================================
+ Coverage   91.40%   91.57%   +0.16%     
==========================================
  Files          70       71       +1     
  Lines        7106     7154      +48     
==========================================
+ Hits         6495     6551      +56     
+ Misses        611      603       -8     
Impacted Files Coverage Δ
darts/utils/statistics.py 52.65% <90.90%> (+6.25%) ⬆️
darts/utils/losses.py 100.00% <100.00%> (ø)
...arts/models/forecasting/linear_regression_model.py 94.73% <0.00%> (-0.58%) ⬇️
darts/models/forecasting/gradient_boosted_model.py 100.00% <0.00%> (ø)
darts/models/forecasting/regression_model.py 97.11% <0.00%> (+0.34%) ⬆️

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Looks good, just wondering whether we should raise an error instead of warning when model is not additive.


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.

@hrzn hrzn merged commit 3e4394d into master Mar 21, 2022
@madtoinou madtoinou deleted the feat/improve-seasonal-decompose branch July 5, 2023 21:55
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Improve extract_trend_and_seasonality
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