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Added ability to filter out harmonics in seasonal detection #3169

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merged 12 commits into from Dec 13, 2022

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ngupta23
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@ngupta23 ngupta23 commented Dec 11, 2022

Related Issue or bug

Describe the changes you've made

  • This PR allows the ability for the user to filter out the harmonics and only use the base seasonal period (similar to what is done in KATS and what is derived from ACF and Periodograms manually).
  • e.g. if seasonal periods detected are 6, 12, 24. Then filtering harmonics will eliminate 6 and 12 since these are already captured by a period of 24.
  • Also cleaned up internal attributes related to seasonality to make them clear.

Type of change

  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Code style update (formatting, local variables)
  • Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • This change requires a documentation update

How Has This Been Tested?

  • Tests added to benchmark module
  • Existing tests updated for attribute name changes

Checklist:

  • My code follows the style guidelines of this project.
  • I have performed a self-review of my own code.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have made corresponding changes to the documentation.
  • My changes generate no new warnings.
  • I have added tests that prove my fix is effective or that my feature works.
  • New and existing unit tests pass locally with my changes.
  • Any dependent changes have been merged and published in downstream modules.

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@ngupta23 ngupta23 changed the title added ability to filter out harmonics in seasonal detection Added ability to filter out harmonics in seasonal detection Dec 11, 2022
@ngupta23 ngupta23 added this to In progress in Time Series Forecasting via automation Dec 11, 2022
@ngupta23 ngupta23 added this to the pycaret 3.0.0rc5 milestone Dec 11, 2022
@Yard1 Yard1 marked this pull request as draft December 12, 2022 04:47
@ngupta23 ngupta23 marked this pull request as ready for review December 12, 2022 06:54
@Yard1 Yard1 merged commit fd09fc5 into master Dec 13, 2022
Time Series Forecasting automation moved this from In progress to Done Dec 13, 2022
@Yard1 Yard1 deleted the ts_sp_harmonics branch December 13, 2022 04:14
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3 participants