add check if noise_alpha is smaller than model freq #164
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This small change is meant to address the issue that arises when a higher frequency oseries is used to create a model but the frequency in solve is set to 1 day (or longer). In this situation the noise_alpha parameter is too small, which can lead to the optimizer effectively "turning off" the noisemodel.
There is a case in which this change might not be ideal, but I think this is preferable over the situation described above. With this change the following could occur:
The broader discussion here is is that the initial values of parameters are estimated based on data that might not be the same as the data that is used in
ml.solve()
. This is because the timeseries can be altered based on the kwargs provided to solve (i.e. freq, tmin, tmax).Some thoughts to consider:
ml.initialize()
?