Address issues #27, #28, #29, #34 about timestamps & sampling granularities. #30
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Fix the handling of integer # of timestamps in resample_time_stamps.
Make SARIMA resample to default seasonality, instead of hourly.
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@datenzauberai this PR should address the issues you raised. Please let me know if you have further concerns. |
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Awesome that you’ve been able to make this big change this fast! Looking forward to try this out. |
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Thank you @aadyotb for tackling this issue! Since a lot of time series out in the wild are monthly-based, right now most models in Merlion are unusable in a lot of scenarios. |
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paulkass
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Oct 18, 2021
This was referenced Oct 18, 2021
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Issues #27, #28, #29, and #34 point out some limitations on how Merlion handles monthly/quarterly/yearly sampling granularities. Specifically, we assume that all regular sampling granularities must be a fixed number of seconds, but this is not true for commonly used granularities like monthly or quarterly.
This PR changes the internal representation of timedeltas to be
pandasobjects/strings in various places, rather than afloatnumber of seconds. This addresses Issues #29 and #34. It also fixes a bug whereForecasterBase.resample_time_stampsmishandled an integer number of time stamps (#28) and updates Sarima's default granularity to beNonerather than1h(addressing #27).