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prediction dependent on the order of the added sesonality #23

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BjorHart opened this issue Mar 30, 2020 · 3 comments
Open

prediction dependent on the order of the added sesonality #23

BjorHart opened this issue Mar 30, 2020 · 3 comments

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@BjorHart
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hi,
I have discovered that altering the order of which I add the weekly and monthly seasonalities to my model affects the outcome. The two figures below show weekly added before monthly, and monthly added before weekly. What causes this order depencency?

7then30
30then7

@t8ch
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t8ch commented Jul 31, 2020

Hi. Could you provide give some details about the data and inference parameters.
By any chance, have you checked whether the differences might be due to convergence issues (stochastic in nature)?

@luke14free
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I am curious to see if this persists after my latest fixes in seasonality, can you try re-running this @BjorHart ? Best

@BjorHart
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BjorHart commented Aug 3, 2020

hi! I will give it a go and get back to you @luke14free .

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3 participants