[ML] Wire in change detection/modelling to our univariate time series model#11
[ML] Wire in change detection/modelling to our univariate time series model#11tveasey merged 13 commits intoelastic:feature/forecast-enhancements-part-2from tveasey:feature/change-modelling-part-2
Conversation
…ge-modelling-part-2
…ge-modelling-part-2
droberts195
left a comment
There was a problem hiding this comment.
Looks good providing that it's certain that the feature branch will be ready to merge in time for 6.3 feature freeze. If it might not be ready in time then I think there's a problem that it changes the 6.3 state format.
| const std::string LAST_PROPAGATION_TIME_6_3_TAG{"c"}; | ||
| const std::string PERIODICITY_TEST_6_3_TAG{"d"}; | ||
| const std::string CALENDAR_CYCLIC_TEST_6_3_TAG{"e"}; | ||
| const std::string COMPONENTS_6_3_TAG{"f"}; |
There was a problem hiding this comment.
This PR is labelled 7.0, but doesn't this change imply that the feature branch must be merged before 6.3 feature freeze?
There was a problem hiding this comment.
That is a very good point! This change was mostly made before I reverted the change to bump state. I'll change this and double check that there aren't other cases where I've changed persisted state.
… model (#11) This wires in change detection and starts some unit testing of CTimeSeriesModel with change points. There is some more work to be done to avoid using level shifts to try and fit other types of change points, such as scaling.
|
Removing version label as this is a feature branch PR and it causes confusion when generating release notes. (For interest this was eventually merged to 6.4 and above in #92.) |
Description
This is work in progress, but I'm submitting to avoid this PR growing larger. This wires in change detection and starts some unit testing of
CTimeSeriesModelwith change points. There is some more work to be done to avoid using level shifts to try and fit other types of change points, such as scaling.Effects
This will affect all our results, but it is work in progress so it isn't anticipated that we will test results without further changes.