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Mainly for @codemzs, I wanted to ask what additional work is needed for time series. Here are few things I noticed:
- Add support for doubles in SSA and IID estimators. Currently we check to verify floats, for all other types we throw an exception.
- Create class with named properties for output metrics of Martingale, P-Value, Alert, and Score. Currently we output a column of vector type that contains these four values. Alternate approach would be to have four output columns.
- Move everything under namespace
Microsoft.ML.Runtime.TimeSeriesProcessingintoMicrosoft.ML.TimeSeries. Is there a reason why we need both namespaces? - Add missing unit tests. We are missing IID and SSA spike detection, and we don't have code coverage over types such double, int, etc.
- Improve naming for estimator arguments. Currently we have
Sourcefor our input column andNamefor our output column. It would make more sense to beSourceandDestorInputColumnandOutputColumn. - Format the samples for the docs site. For each transformer we have the option of using the transformer on a batch of data or creating a prediction engine - which should we be displaying as the sample on the docs site? Both on separate pages?
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