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brandtg / stl-java

A Java implementation of STL
Apache License 2.0
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Change default seasonalComponentBandwidth to 1.0 #5

Closed brandtg closed 8 years ago

brandtg commented 8 years ago

The default seasonal component bandwidth for Loess is 0.5, which can lead to errors when running on reasonable amounts of data with longer seasonality (e.g. 2 weeks of data w/ 1 week seasonality).

We should change to by default use whole seasonal in Loess, (i.e. set seasonalComponentBandwidth=1.0)

https://github.com/brandtg/stl-java/blob/master/src/main/java/com/github/brandtg/StlConfig.java#L33

brandtg commented 8 years ago

Also consider doing for trendComponentBandwidth