Closed konradmayer closed 1 year ago
as at least a trend component is expected to be present after internal discussions it was decided to
timeseries decomposition may be done via seasonal_decompose
from the package statsmodels
in python applied to dask arrays.
as we have diurnal and annual seasonality included using MSTL
from statsmodels
should be considered
https://www.statsmodels.org/dev/examples/notebooks/generated/mstl_decomposition.html
https://gist.github.com/gmaze/0b45d925c8492e0c0daaed654e2e1965
reopening here as the residuals still need to be computed for the test data
residuals are now also available for test data
responsible: @mdaber, @konradmayer, @tjurlina