Split STL seasonal_period into separate seasonal_smoother and period#3896
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Split STL seasonal_period into separate seasonal_smoother and period#3896
seasonal_period into separate seasonal_smoother and period#3896Conversation
Codecov Report
@@ Coverage Diff @@
## main #3896 +/- ##
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+ Coverage 99.7% 99.7% +0.1%
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Files 346 346
Lines 36639 36640 +1
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+ Hits 36509 36510 +1
Misses 130 130
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christopherbunn
approved these changes
Dec 21, 2022
fjlanasa
approved these changes
Dec 21, 2022
chukarsten
reviewed
Jan 3, 2023
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| def test_stl_raises_warning_high_smoother(caplog, ts_data): | ||
| X, _, y = ts_data() | ||
| stl = STLDecomposer(seasonal_smoother=101) | ||
| stl.fit(X, y) | ||
| assert "STLDecomposer may perform poorly" in caplog.text |
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I suspect the behavior we want here is actually to warn off the period rather than the seasonal_smoother parameter here.
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Currently, in evalml/stl_decomposer.py at main · alteryx/evalml, the STLDecomposer mistakenly takes a value for seasonal and passes it to the seasonal parameters of the underlying STL algorithm. It seems that seasonal is actually a value for a window that does smoothing (possibly for the trend decomposition). This fixes that by splitting the
seasonal_periodparameter into separateseasonal_smoother(ideally a clearer name for this parameter) andperiod